1 code implementation • 11 Sep 2023 • Jackson P. Lautier
The framework operates in five parts: (1) decide on a measurement time horizon, such as the standard 82-game NBA regular season; (2) calculate the novel game contribution percentage (GCP) measure we propose, which is a single game summary statistic that sums to unity for each competing team and is comprised of traditional, playtype, hustle, box outs, defensive, tracking, and rebounding per game NBA statistics; (3) estimate the single game value (SGV) of each regular season NBA game using a standard currency conversion calculation; (4) multiply the SGV by the vector of realized GCPs to obtain a series of realized per-player single season cash flows; and (5) use the player salary as an initial investment to perform the traditional ROI calculation.
no code implementations • 16 Nov 2022 • Jackson P. Lautier, Vladimir Pozdnyakov, Jun Yan
Loan seasoning and inefficient consumer interest rate refinance behavior are well-known for mortgages.
no code implementations • 24 Oct 2022 • Jackson P. Lautier, Stella Grosser, Jessica Kim, Hyewon Kim, Junghi Kim
Our case study finds that an unsupervised ML clustering with Euclidean distance, without any subject genetic information, is able to independently validate the same conclusions as the reference pharmacogenomic results.
no code implementations • 13 Jan 2022 • Jackson P. Lautier, Vladimir Pozdnyakov, Jun Yan
In an application to a subset of 29, 845 36-month leases from the Mercedes-Benz Auto Lease Trust 2017-A (MBALT 2017-A) bond, our pricing model yields estimates closer to the actual realized future cash flows than the non-random time-to-event model, especially as the fitting window increases.
no code implementations • 22 Oct 2021 • Jeffrey P. Cohen, Felix L. Friedt, Jackson P. Lautier
Second, we use a repeat-sales approach for the period 2003 to 2020, and we find that both the possibility of contagion and pandemic-induced income effects adversely impacted home sale prices.