Best of the Best: A Comparison of Factor Models
We compare major factor models and find that the Stambaugh and Yuan (2016) four-factor model is the overall winner in the time-series domain. The Hou, Xue, and Zhang (2015) q-factor model takes second place and the Fama and French (2015) five-factor model and the Barillas and Shanken (2018) six-factor model jointly take third place. But the pairwise cross-sectional R2 and the multiple model comparison tests show that the Hou, Xue, and Zhang (2015) q-factor model, the Fama and French (2015) five-factor and four-factor models, and the Barillas and Shanken (2018) six-factor model take equal first place in the horse race.
Shamim Ahmed, Ziwen Bu, Daniel Tsvetanov
Teorema de Morley
Demonstração do teorema de Morley
luiz
MATH3004 Fall 2019 HW 01
MATH3004 Fall 2019 HW 01
Mudi Zhang
Riemann多様体上の発散の同値な定義
Riemann多様体上の発散には幾つかの等価な定義が存在します.
それらについて証明も含めてまとめました.
Yuto Horikawa
Harris' Hawks Optimization: Theory and Applications
Brief LaTeX file for HHO section
Ali Asghar Heidari
ÁLGEBRA LINEAL
ÁLGEBRA LINEAL
AUSENCIO
Algorithms for testing non-trivial prime factors against composite numbers
Senior high school student interested in math, hope to make math friends. lzakaria54@gmail.com
Labib Zakaria
Acceleration in Fixed Point Iteration and Nesterov;s Gradient Method
A note on gradient-based optimization.
Jinxiong Zhang
Prior Assignment 1
Prior Assign 1
Steven