Sentences with phrase «factor model based»

The multiple linear regression indicates how well the returns of the given assets or a portfolio are explained by the Fama - French three - factor model based on market, size and value loading factors.

Not exact matches

When the company auctions that oilfield drill, for example, the goal is for its pricing model to forecast demand in the near future based on different factors, such as the price of oil, leaving Ritchie Bros. less vulnerable to market surprises.

The four critical factors are: (a) businesses with recurring revenue bases — like a renewable subscription — are far better than ones dependent on constantly securing new customers; renewals are much easier and less expensive to secure than new sales; (b) customer retention is absolutely critical — all customers are very costly to acquire and very easy to lose in a world of almost infinite choices; (c) businesses based on products that require constant replacement or renewal (the «razor blade» model) are much more attractive than durable goods businesses (like selling refrigerators) where the products have very long repurchase or replacement life cycles and where the market could even fairly quickly reach saturation points; and (d) businesses that offer products or services that had a predictably high rate of obsolescence were much more attractive than those where the products had long, useful lives.

Any drop in the participation rate in this model, then, would come only from the changing sizes of the different age groups based on demographic shifts, and not any other factors.

Nowcasting models sometimes fail to adjust for «special factors» or other events that are out of line with the historical readings on which the models are based, she said.

I believe this is the result of our unique, actively - managed quant models and nimbleness to act based on market volatility, money flows and other factors.

The U.S. Global GO GOLD and Precious Metal Miners Index uses a robust, dynamic, rules - based smart - factor model to select precious minerals companies that earn over 50 % of their aggregate revenue from precious minerals through active (mining or production) or passive (royalties or streams) means.

Based on a dynamic factor model (DFM) methodology, we use a broad range of international economic indicators (close to 300) to estimate external demand for Canadian exports.

He modified the original Fama - French five - factor model to account for research finding that, because there is no real - time market price for illiquid private assets, returns are appraisal - based and subject to manager judgment.

Analysts were recommending Groupon based on a combination of potential, an innovative business model and the novelty factor (there were only a few social media stocks).

A range of factors have driven this shift, including a sharp reduction in the cost to advance technology companies to proof of concept and business model validation — aided by declining infrastructure expenses, the rise of cloud - based software and service providers, and «pay as you grow» cost structures.

Index Portfolio 50 is shown at the fulcrum of the teeter - totter, and the period - specific expected return can be estimated based on 50 or 86 years of simulated historical returns, the Fama / French Five - Factor Model, or any reasonable method an investor chooses.

@Marcela: The editorial calendar is based on many factors including: - What the production team can handle - Time taken for approval - The bidding model for how fast campaigns move through audiences - How long it takes to create content - If / how much the content resonates

In the August 2012 draft of their paper entitled «Buffett's Alpha», Andrea Frazzini, David Kabiller and Lasse Pedersen model Warren Buffett's exceptional investing performance based on replicating the exposure of the publicly traded holdings of Berkshire Hathaway to six factors.

The only factor that matters in IAAS / PAAS / SAAS is that the sales funnels need to be tweaked with sufficient attention paid to long - term retention, especially for subscription - based models.

Quantitative investing assumes that future performance of a security relative to other securities may be predicted based on historical economic and financial factors, however, any errors in a model used might not be detected until the fund has sustained a loss or reduced performance related to such errors.

The Barra UK Total Market Equity Model refines the predecessor model's 43 industry factors to 28 GICS ® - based factors for more intuitive and robust economic and investment differentiation and improved explanatory pModel refines the predecessor model's 43 industry factors to 28 GICS ® - based factors for more intuitive and robust economic and investment differentiation and improved explanatory pmodel's 43 industry factors to 28 GICS ® - based factors for more intuitive and robust economic and investment differentiation and improved explanatory power.

Evaluate interest - rate sensitivity of companies based on business model, NPV factors and capital structure

Construction methods include equal weighting, two versions of minimum volatility, three versions of mean - variance optimization, eight versions of reward - to - risk timing (six of which involve factor models) and a characteristic - based scheme that each year estimates stock weights based on market capitalization, book - to - market ratio, gross profitability, investment, short - term reversal and momentum.

Models are fully customizable, allowing you to create your own model based on stats and factors that you think are important.

My point is that if you are going to rely on a historical based fear of women and babies dieing in childbirth (which they did and still do) then it is important to look at the correlations and significant factors so you can consciously choose if you want to continue acting from that fear based model.

In Chicago, the Park District will use a new high - tech system that uses computer software to give real - time predictions of bacteria counts based on such factors as water temperature, modeling of the lake bottom and wave action monitored by buoys.

Meta - analyses of this expanded research base confirm the model's impacts on a range of risk and protective factors associated with child maltreatment.7, 8,9 In addition, all of the major home visitation models in the U.S. are currently engaged in a variety of research activities, many of which are resulting in better defined models and more rigorous attention to the key issue of participant enrolment and retention, staff training and quality assurance standards.10 For example, recent findings emerging from the initial two - year follow - up of the Early Head Start National Demonstration Project confirm the efficacy of home visitation programs with new parents.

Once you've evaluated the make and model based on these earlier mentioned safety factors, the decision then comes down to fashion.

We have found that our relationship based, holistic model is more effective in allowing students to identify and address the factors that lead to anger, anxiety and poor choices.

But epidemiologists are increasingly turning to agent - based models to include factors that the equations ignore, such as geography, transportation networks, family structure, and behavior change — all of which can strongly affect how disease spreads.

The authors then modelled counts of golden eagle observations based on land cover and other environmental factors.

When these factors were used together, the model was markedly better at predicting likely success of subsequent treatments than age - based predictions (Proceedings of the National Academy of Sciences, DOI: 10.1073 / pnas.1002296107).

Models like this one, which analyze population viability based on a variety of biological, environmental, and functional factors, can be used to predict ecological responses of fish populations.

«The problem is that most of the plant - tolerance models we currently use to predict these outcomes are based on laboratory studies or plant physiological studies, so they often don't factor in the compounding effects of simultaneous stressors like drought and pressure from natural enemies.

For those countries, Ummel said, emissions information is based on both back - channel information gathering and modeling to predict the amount a particular plant would likely emit based on its size and other factors like the type of coal it uses.

Researchers said rivers can cut through bedrock and this process is thought to be the major factor in controlling mountain erosion, however, the long - term preservation of some mountains is at odds with some of the underlying assumptions regarding river erosion rates in current models of river - based landscape evolution.

On the basis of physical factors, it is claimed that these models can be used to predict when and where the ice may collapse.

Indeed, exposure of the protein produced by the nanoparticle - based gene therapy to the gut mucosa prevents inhibitor development and restores clotting - factor activity in mouse models of both haemophilia A and B. «This approach really could hold big benefit for patients,» says Jörg Schüttrumpf, a transfusion - medicine specialist who led one of the studies performed at the German Red Cross Blood Donor Service in Frankfurt.

The next step for the model, she said, is to try to determine which individual species of phytoplankton will bloom where, based on nutrient amounts, temperatures and other factors — using satellites and other tools to determine which kind of microscopic plant is where.

In order to explore the factors that hinder and help individuals transition from long - term residential substance abuse treatment centers to the community, Dr. Manuel and her collaborators, Dr. Obie Nichols and Ms. Erin Palmer, from Services for the UnderServed, Inc., (SUS) conducted a qualitative socio - ecological model - based study, «Barriers and Facilitators to Successful Transition from Long - Term Residential Substance Abuse Treatment,» the findings of which were recently presented at the 2016 Alcoholism and Substance Abuse Providers of New York State conference.

The researchers started by building a mathematical model based on the primary factors that influence dengue transmission.

But careful investigation of factors such as the geometric, fluid and flow characteristics within a pipeline is vital and Dr Asim's CFD - based semi-empirical mathematical prediction models provide designers with a tool that will enable them to achieve optimal performance at the lowest possible cost.

Dr. Miller enumerated two factors that set this model apart from others: its use of a large data set based on the National Trauma Data Bank, and its use of isolated brain injury only, again which the NTDB enables because it is such a large data set.

Although existing eating disorder risk models comprehensively address psychological factors, we know of very few biologically - based factors that help us predict who may be more likely to develop eating disorder behaviors,» said lead author Laura Berner, PhD, who completed the research while pursuing a doctoral degree at Drexel.

It should be possible to use the model as the basis for a more sophisticated version that includes factors such as gravity.

They based their research on a model containing factors central to nursing practice, namely the caregiver, the survivor, and the family.

The models would allow cardiologists and surgeons to tailor surgery for each patient based on individual anatomy, blood - flow patterns, and other factors.

Kamiel and Wei Yang and Yaolin Lin, associate professors at the Wuhan University of Technology in China developed a holistic and integrated model which considered the building enclosure, the mechanical systems, the external environment, the proportion of window opening and the shading factor based on data collected from 270 households including single and multiple units, as well as different heating methods.

Thus, the focus is on a collection of experimental outcomes, and the factors associated with them, and not the conclusions from any given paper, which are based on multiple experiments and models.

We will develop mathematical models to predict the pathways of differentiation from naive to memory and effector T - cell subsets based on the characterisation of surface marker expression, transcription factors and cytokines production at early and late time points after immunisation.

I used was the surface temperature responses from histAll --(histGHG + histNatural) to obtain the response to aerosols + ozone + land - use and derive the enhancement of the response for that case relative to WMGHGs that I called E. Calculation of TCR based on histAll in a model is approximately the same as calculating the sum of responses to histGHG, histNat, and histInhomogeneous where the latter includes the factor E.

Based on a simulation model, the study evaluated how different factors affect the cooling of different types of houses, and how the human body reacts to temperatures.

However, learning to predict possible climate outcomes on the basis of both observed and modeled behavior of the different factors that make up the ocean ecosystem is by no means straightforward.

Mu and McCarl (2011) predict that pasture use will increase relative to cropland based on modeling a combination of forage and animal response factors.