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Best of the Best: A Comparison of Factor Models
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
Simple Harmonic Motion
Simple Harmonic Motion
This is a handout about simple harmonic motion.
Muhammad Raihan Ekaputra Idrisatria
Bilangan Imajiner : Sejarah dan Filosofinya
Bilangan Imajiner : Sejarah dan Filosofinya
Sejarah matematika tidak bisa dilepaskan dari penemuan dan pengembangan bilangan imajiner. Saat ini bilangan imajiner masih digunakan secara luas dalam berbagai bidang, baik untuk keperluan teoritis maupun praktis. Tetapi sedikit orang yang mengetahui kisah dibalik pengembangan bilangan ini yang telah dipenuhi dengan petualangan dan teka-teki. Juga tidak banyak orang yang mengetahui persentuhan penting bilangan imajiner (atau bilangan kompleks) dengan Landasan Matematika, yang memiliki kaitan penting dengan teori filsafat, ilmu logika dan uraian latar belakang sejarahnya.
Hilman Permana Alisabana
Duvida Float
Duvida Float
Sobre a fórmula do laplaciano
Luiz Votto
Lemma 1.21
Lemma 1.21
Proofs for Analysis class Lemma 1.21
Yanan Zhang
Polynomials with infinite solutions
Polynomials with infinite solutions
Can there be a polynomial with infinite solutions? If so, would it be a polynomial? Also, would it have an infinite solution set? Let's find out.
Rahul Chhabra
On Proving Leonhard Euler's Evaluation of the Riemann Zeta Function of 2
On Proving Leonhard Euler's Evaluation of the Riemann Zeta Function of 2
A proof of the value for Riemann's zeta function of two using integration of a summation, and product and series expansions of the sine function.
Ivan V. Morozov
Acceleration in Fixed Point Iteration and Nesterov;s Gradient Method
Acceleration in Fixed Point Iteration and Nesterov;s Gradient Method
A note on gradient-based optimization.
Jinxiong Zhang
Seminario_trans_fourier
Seminario_trans_fourier
Based on a guest lecture at Instituto Superior Técnico (University of Lisbon), I use calculus and abstract algebra to derive the Fourier Tranform using the Fourier Series.
Sara Martins Bonito

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