Quantitative Value Web Site

Where they align is in their belief that the market is beatable. This book seeks to take the best aspects of value investing and quantitative investing as disciplines and apply them to a completely unique approach to stock selection.

Author: Wesley R. Gray

Publisher: John Wiley & Sons

ISBN: 9781118328071

Category: Business & Economics

Page: 290

View: 164


A must-read book on the quantitative value investment strategy Warren Buffett and Ed Thorp represent two spectrums of investing: one value driven, one quantitative. Where they align is in their belief that the market is beatable. This book seeks to take the best aspects of value investing and quantitative investing as disciplines and apply them to a completely unique approach to stock selection. Such an approach has several advantages over pure value or pure quantitative investing. This new investing strategy framed by the book is known as quantitative value, a superior, market-beating method to investing in stocks. Quantitative Value provides practical insights into an investment strategy that links the fundamental value investing philosophy of Warren Buffett with the quantitative value approach of Ed Thorp. It skillfully combines the best of Buffett and Ed Thorp—weaving their investment philosophies into a winning, market-beating investment strategy. First book to outline quantitative value strategies as they are practiced by actual market practitioners of the discipline Melds the probabilities and statistics used by quants such as Ed Thorp with the fundamental approaches to value investing as practiced by Warren Buffett and other leading value investors A companion Website contains supplementary material that allows you to learn in a hands-on fashion long after closing the book If you're looking to make the most of your time in today's markets, look no further than Quantitative Value.

Quantitative Models for Value Based Supply Chain Management

A conceptual model for value-based SCM is extended to a framework for valuebased SCM to which operational SCM ... The purely conceptual model is enhanced by a quantitative aspect which allows for calculating and comparing value impacts ...

Author: Marcus Brandenburg

Publisher: Springer Science & Business Media

ISBN: 9783642313035

Category: Business & Economics

Page: 219

View: 426


​​​​​​​Supply chain management (SCM) strives for creating competitive advantage and value for customers by integrating business processes from end users through original suppliers. However, the question of how SCM influences the value of a firm is not fully answered. Various conceptual frameworks that explain the coherence of SCM and company value, comprehended as value-based SCM, are well accepted in scientific research, but quantitative approaches to value-based SCM are found rather seldom. The book contributes to this research gap by proposing quantitative models that allow for assessing influences of SCM on the value of a firm. Opposed to existing models that limit the observation to chosen facets of SCM or selected value drivers, this holistic approach is adequate to • reflect configurational and operational aspects of SCM, • cover all phases of the product life cycle, • financially compare value impacts of profitability-related and asset-related value drivers, and • assess influences of dynamics and uncertainties on company value.​

Quantitative Evaluation of Systems

Many key-value stores prefer availability, and thus they provide a relaxed form of consistency guarantees (e.g., eventual consistency [27]). This means key-value store applications can be exposed to stale values.

Author: Javier Campos

Publisher: Springer

ISBN: 9783319222646

Category: Computers

Page: 329

View: 164


This book constitutes the proceedings of the 12th International Conference on Quantitative Evaluation of Systems, QEST 2015, held in Madrid, Spain, in September 2015. The 19 papers presented were carefully reviewed and selected from 42 submissions. They are organized in topical sections named: modelling and applications; tools; petri nets, process algebra and fault trees; applications; and queuing systems and hybrid systems. The book also contains one full-paper invited talk.

Quantitative Corporate Finance

A capitalization rate based on standard levels modified for various qualitative factors affecting the particular firm is applied to a weighted combination of earnings and dividends. The result is an intrinsic or normal value.

Author: John B. Guerard Jr.

Publisher: Springer Nature

ISBN: 9783030435479

Category: Business & Economics

Page: 611

View: 289


This textbook presents a comprehensive treatment of the legal arrangement of the corporation, the instruments and institutions through which capital can be raised, the management of the flow of funds through the individual firm, and the methods of dividing the risks and returns among the various contributors of funds. Now in its second edition, the book covers a wide range of topics in corporate finance, from time series modeling and regression analysis to multi-factor risk models and the Capital Asset Pricing Model. Guerard, Gultekin and Saxena build significantly on the first edition of the text, but retain the core chapters on cornerstone topics such as mergers and acquisitions, regulatory environments, bankruptcy and various other foundational concepts of corporate finance. New to the second edition are examinations of APT portfolio selection and time series modeling and forecasting through SAS, SCA and OxMetrics programming, FactSet fundamental data templates. This is intended to be a graduate-level textbook, and could be used as a primary text in upper level MBA and Financial Engineering courses, as well as a supplementary text for graduate courses in financial data analysis and financial investments.

Decision Control Management and Support in Adaptive and Complex Systems Quantitative Models

The humanthinking and preferences have quantitative nature that makes the problems in the domain of the complex systems to be considered as quantitative, i.e. difficult for analytical description. Value driven design can be defined as ...

Author: Pavlov, Yuri P.

Publisher: IGI Global

ISBN: 9781466629684

Category: Mathematics

Page: 280

View: 590


In order to ensure the criteria for monitoring and managing the various problems and design for decision control, a mathematical description of exact human knowledge is required for the management of adaptive and complex systems. Decision Control, Management, and Support in Adaptive and Complex Systems: Quantitative Models presents an application and demonstration of a new mathematical technique for descriptions of complex systems. This comprehensive collection contains scientific results in the field of contemporary approaches to adaptive decision making that is essential for researchers, scholars, and students alike.

Quantitative Investment Analysis

Covariance stationary Describes a time series when its expected value and variance are constant and finite in all periods and when its covariance with itself for a fixed number of periods in the past or future is constant and finite in ...

Author: Richard A. DeFusco

Publisher: John Wiley & Sons

ISBN: 9781119104605

Category: Business & Economics

Page: 640

View: 874


Your complete guide to quantitative analysis in the investment industry Quantitative Investment Analysis, Third Edition is a newly revised and updated text that presents you with a blend of theory and practice materials to guide you through the use of statistics within the context of finance and investment. With equal focus on theoretical concepts and their practical applications, this approachable resource offers features, such as learning outcome statements, that are targeted at helping you understand, retain, and apply the information you have learned. Throughout the text's chapters, you explore a wide range of topics, such as the time value of money, discounted cash flow applications, common probability distributions, sampling and estimation, hypothesis testing, and correlation and regression. Applying quantitative analysis to the investment process is an important task for investment pros and students. A reference that provides even subject matter treatment, consistent mathematical notation, and continuity in topic coverage will make the learning process easier—and will bolster your success. Explore the materials you need to apply quantitative analysis to finance and investment data—even if you have no previous knowledge of this subject area Access updated content that offers insight into the latest topics relevant to the field Consider a wide range of subject areas within the text, including chapters on multiple regression, issues in regression analysis, time-series analysis, and portfolio concepts Leverage supplemental materials, including the companion Workbook and Instructor's Manual, sold separately Quantitative Investment Analysis, Third Edition is a fundamental resource that covers the wide range of quantitative methods you need to know in order to apply quantitative analysis to the investment process.

Quantitative Neuroanatomy in Transmitter Research

In this way it should be possible to obtain a reliable relative quantitative value of the contents of antigen in the analyzed structures. Provided no cooperativity and/or heterogeneity of sites exists in the interaction between the ...

Author: Luigi Agnati

Publisher: Springer

ISBN: 9781349081714

Category: Medical

Page: 418

View: 665


AI 2003 Advances in Artificial Intelligence

2.1 Calculating Frequency for Qualitative Data The class, as well as a qualitative attribute, usually takes a small number of values [3, 22]. Thus there are usually many instances of each value in the training data.

Author: Tamas D. Gedeon

Publisher: Springer

ISBN: 9783540245810

Category: Computers

Page: 1078

View: 835


Consider the problem of a robot (algorithm, learning mechanism) moving along the real line attempting to locate a particular point ? . To assist the me- anism, we assume that it can communicate with an Environment (“Oracle”) which guides it with information regarding the direction in which it should go. If the Environment is deterministic the problem is the “Deterministic Point - cation Problem” which has been studied rather thoroughly [1]. In its pioneering version [1] the problem was presented in the setting that the Environment could charge the robot a cost which was proportional to the distance it was from the point sought for. The question of having multiple communicating robots locate a point on the line has also been studied [1, 2]. In the stochastic version of this problem, we consider the scenario when the learning mechanism attempts to locate a point in an interval with stochastic (i. e. , possibly erroneous) instead of deterministic responses from the environment. Thus when it should really be moving to the “right” it may be advised to move to the “left” and vice versa. Apart from the problem being of importance in its own right, the stoch- tic pointlocationproblemalsohas potentialapplications insolvingoptimization problems. Inmanyoptimizationsolutions–forexampleinimageprocessing,p- tern recognition and neural computing [5, 9, 11, 12, 14, 16, 19], the algorithm worksits wayfromits currentsolutionto the optimalsolutionbasedoninfor- tion that it currentlyhas. A crucialquestionis oneof determining the parameter whichtheoptimizationalgorithmshoulduse.

Museums and Public Value

In intentional practice work, evaluating the public value of a museum also provides a great opportunity to begin thinking about measuring value in quantitative and qualitative terms. Success in museums is often discussed quantitatively.

Author: Carol A. Scott

Publisher: Routledge

ISBN: 9781317092889

Category: Language Arts & Disciplines

Page: 208

View: 947


Public Value speaks to our time - to the role that museums can play in creating civil societies, to the challenges involved in using limited assets strategically, to the demand for results that make a difference and to the imperative that we build the kind of engagement that sustains our futures. This book assists museum leaders to implement a Public Value approach in their management, planning, programming and relationship building. The benefits are long term public engagement and support, which can be used to demonstrate that valuable returns result from public investment in museums. A range of authors from around the world unpack the concept of Public Value and examine its implications for museums. They situate Public Value within current management theory and practice, offer tools for implementation, highlight examples of successful practice and examine the evidence of Public Value that governments seek to inform policy and funding decisions. The book will be required reading for senior professionals in museums, as well as museum and heritage studies students.

Quantitative Techniques in Landscape Planning

Also in this case of presenceabsence qualitative data , the point correlation coefficient has also been used : r = ad ... The value of Sijk for quantitative data is , Sijk = 1 – lx ; – xix / R ;, : where x ;; and Xix are observations of ...

Author: Eugenio Martinez-Falero

Publisher: CRC Press

ISBN: 1566701570

Category: Nature

Page: 288

View: 707


Quantitative Techniques in Landscape Planning covers all aspects of landscape planning, from the initial stages of the study to the final stage of processing data and obtaining a classification of the study area. It describes the process of conducting an inventory and the methods for integrating information from the inventory into the analysis. It also discusses the application of optimization techniques for assigning significance to points in the study area according to planning objectives. Consisting of four comprehensive sections, Quantitative Techniques in Landscape Planning includes discussions on the choice of variables relevant to a particular study, and the processes, risks, methodologies, and statistical techniques of performing a landscape planning study. Systems and classifications for planning purposes, developed in the United States and abroad, are discussed and analyzed.