2 papers
q-fin.CP2022
Hedonic Models of Real Estate Prices: GAM and Environmental Factors
Jason R. Bailey, Davide Lauria, W. Brent Lindquist +2
We consider the use of P-spline generalized additive hedonic models for real estate prices in large U.S. cities, contrasting their predictive efficiency against linear and polynomi…
q-fin.MF2017
Pricing derivatives in Hermite markets
Stoyan V. Stoyanov, Svetlozar T. Rachev, Stefan Mittnik +1
We present a new framework for Hermite fractional financial markets, generalizing the fractional Brownian motion and fractional Rosenblatt markets. Considering pure and mixed Hermi…