asarantsev

BayesianLT

Article with Taran Grove and Michael Reyes on long-term modeling

CAPM-SPT

Code and data for my article CAPM for SPT

COVID

Data and analysis for overall cases and deaths, based on 1point3acres website.

Data

EarningsYieldAggregationBias

Code for my article on improved earnings measures to deal with aggregation bias in S&P 500.

Electoral-College-Vs-Popular-Vote

Code and data for my article 'Partisan Lean of States: Electoral College and Popular Vote'

IDY

Code and data for author's article A New Stock Market Valuation Measure with Applications in Equity-Linked Annuities

Quebec

Data and code for article on Quebec biomass modeling

SizeEffect

Code and (part of) data for my article 'The Size Effect Revisited'

StockMarketMichaelReyesFall2019

Code for old version of the article on long-term modeling of the stock market, with Michael Reyes.

asarantsev/IDY

Code and data for author's article A New Stock Market Valuation Measure with Applications in Equity-Linked Annuities

asarantsev/BayesianLT

Article with Taran Grove and Michael Reyes on long-term modeling

asarantsev/CAPM-SPT

Code and data for my article CAPM for SPT

asarantsev/COVID

Data and analysis for overall cases and deaths, based on 1point3acres website.

asarantsev/Data

asarantsev/EarningsYieldAggregationBias

Code for my article on improved earnings measures to deal with aggregation bias in S&P 500.

asarantsev/Electoral-College-Vs-Popular-Vote

Code and data for my article 'Partisan Lean of States: Electoral College and Popular Vote'

asarantsev/Quebec

Data and code for article on Quebec biomass modeling

asarantsev/SizeEffect

Code and (part of) data for my article 'The Size Effect Revisited'

asarantsev/StockMarketMichaelReyesFall2019

Code for old version of the article on long-term modeling of the stock market, with Michael Reyes.

asarantsev/IIDtest

Python code and simulation data for my note 'IID Time Series Testing'

asarantsev/JumpAtlas

A Note for Jump Atlas Models, with Clayton Barnes

asarantsev/Size-CAPM-SPT

asarantsev/StockMarketSpring2019REU

Old article on long-term stock market modeling.

asarantsev/SymmetricVG

asarantsev/WebArchive

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