A New Look at the Fama-French-Model: Evidence Based on Expected Returns

Author(s):  
Matthias Xaver Hanauer ◽  
Christoph Jäckel ◽  
Christoph Kaserer
2010 ◽  
Vol 13 (1) ◽  
pp. 2-2
Author(s):  
J. Solomon

Entropy ◽  
2020 ◽  
Vol 22 (8) ◽  
pp. 890
Author(s):  
Sergey Oladyshkin ◽  
Farid Mohammadi ◽  
Ilja Kroeker ◽  
Wolfgang Nowak

Gaussian process emulators (GPE) are a machine learning approach that replicates computational demanding models using training runs of that model. Constructing such a surrogate is very challenging and, in the context of Bayesian inference, the training runs should be well invested. The current paper offers a fully Bayesian view on GPEs for Bayesian inference accompanied by Bayesian active learning (BAL). We introduce three BAL strategies that adaptively identify training sets for the GPE using information-theoretic arguments. The first strategy relies on Bayesian model evidence that indicates the GPE’s quality of matching the measurement data, the second strategy is based on relative entropy that indicates the relative information gain for the GPE, and the third is founded on information entropy that indicates the missing information in the GPE. We illustrate the performance of our three strategies using analytical- and carbon-dioxide benchmarks. The paper shows evidence of convergence against a reference solution and demonstrates quantification of post-calibration uncertainty by comparing the introduced three strategies. We conclude that Bayesian model evidence-based and relative entropy-based strategies outperform the entropy-based strategy because the latter can be misleading during the BAL. The relative entropy-based strategy demonstrates superior performance to the Bayesian model evidence-based strategy.


2010 ◽  
Vol 14 (1) ◽  
pp. 1-1
Author(s):  
A. Twycross

Author(s):  
Martine Herzog-Evans

This chapter provides a theoretical account of several models of evidence-based supervision skills and practices, including the Risk-Need-Responsivity (RNR), desistance and Good Lives models. The chapter explores the models’ principles by engaging extensively with the key conflicts, debates, attacks and counter-attacks that have characterised exchanges between key proponents of the models. The objective of the chapter is to explore how the unifying themes that underpin the models (and other legal models) can be integrated into an overarching theoretical model of effective practice.


2009 ◽  
Vol 44 (1) ◽  
pp. 117-130 ◽  
Author(s):  
Cynthia Honess ◽  
Paulette Gallant ◽  
Kathleen Keane

Pain ◽  
2016 ◽  
Vol 157 (2) ◽  
pp. 504-505 ◽  
Author(s):  
Brett Doleman ◽  
Jonathan N. Lund ◽  
John P. Williams

2010 ◽  
Vol 13 (1) ◽  
pp. 2-2
Author(s):  
J. Solomon

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