Equity factors like value, momentum, and low-risk have been robust and persistent for over 150 years, dispelling concerns about data mining and performance decay. The study extends the CRSP dataset ...
We introduce the performance-based Shapley value (PBSV) to measure the contributions of individual predictors to the out-of-sample loss for time-series forecasting models. Our new metric allows a ...
Pew Research Center designed this study to assess the current state of online survey sampling methods – both probability-based and opt-in – and determine their accuracy on general population estimates ...
Although next-generation sequencing (NGS) keeps giving—exploring the human genome and revolutionizing our knowledge of health and disease—it needs to take a little, too. At the very least, NGS ...