These notes cover several topics such as Predicting Asset Returns, Linear Factor Model, Linear Factor Models in SDF Form, Consumption-Based Asset Pricing, Riskneutral Distributions...
The maximum rank correlation (MRC) estimator was originally studied by Han [1987. Nonparametric analysis of a generalized regression model. J. Econometrics 35, 303–316] and Sher...
It has been recognised that formal methods are useful as a modelling tool in requirements engineering. Specification languages such as Z permit the precise and unambiguous modell...
We present some greedy learning algorithms for building sparse nonlinear regression and classification models from observational data using Mercer kernels. Our objective is to dev...
Prasanth B. Nair, Arindam Choudhury 0002, Andy J. ...
Abstract: Modern software development approaches, especially the model-driven approaches, heavily rely on the use of models during the whole development process. With the increasin...