Roi Polanitzer – Medium

Roi Polanitzer

Roi Polanitzer

Polanitzer Function for Estimating a Firm’s Normative Cost of Debt without a Synthetic Credit…

This paper proposes a technique that provides an indication of the normative cost of debt of a company, either privately-held or…

16 min readMay 17, 2024

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Polanitzer Function for Estimating a Firm’s Normative Cost of Debt without a Synthetic Credit…

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Roi Polanitzer

Inflation Forecast in Python; Forecast the Israel Inflation Rate for 2024 Using Maximum Likelihood…

In order to forecast the Israel inflation rate for 2024, I chose the consumer-price-index (CPI) dataset that was sourced from Bank of…

17 min readJan 23, 2024

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Inflation Forecast in Python; Forecast the Israel Inflation Rate for 2024 Using Maximum Likelihood…

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Roi Polanitzer

Poisson Distribution in Python; Estimate the Probability that Exactly 15 Israeli Companies Listed…

Poisson distribution describe the number of times an event occurs in a given interval, such as the number of defaults per year or the…

12 min readJan 20, 2024

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Poisson Distribution in Python; Estimate the Probability that Exactly 15 Israeli Companies Listed…

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Roi Polanitzer

Estimating the Parameters for a Geometric Brownian Motion Stochastic Process using Two Different…

The stochastic process called Geometric Brownian Motion (aka random walk) is the most common and prevalently used process due to its…

13 min readJan 17, 2024

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Estimating the Parameters for a Geometric Brownian Motion Stochastic Process using Two Different…

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Roi Polanitzer

Stress Testing in Market Risk Actuarial Science — Part 4: Improving Stress Tests

There are several ways to improve stress tests: altering product mix, purchasing insurance, modifying exposures, developing contingency…

4 min readOct 4, 2023

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Stress Testing in Market Risk Actuarial Science — Part 4: Improving Stress Tests

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Roi Polanitzer

Stress Testing in Market Actuarial Science — Part 3: Sensitivity Analysis

Sensitivity analysis is the quantitative risk assessment of how changes in a specific model variable impacts the output of the model. It…

5 min readOct 4, 2023

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Stress Testing in Market Actuarial Science — Part 3: Sensitivity Analysis

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Roi Polanitzer

Stress Testing — Part 2: Scenario Analysis

The basic idea is to shock key input variables by large amounts (unidimensional analysis) and measure the impact on portfolio value…

9 min readOct 4, 2023

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Stress Testing — Part 2: Scenario Analysis

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Roi Polanitzer

Stress Testing — Part 1: The Role of Stress Testing

Stress testing focuses on the infrequent but large scale events that occur in the left tail of the return distribution. These are…

5 min readOct 4, 2023

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Stress Testing — Part 1: The Role of Stress Testing

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Roi Polanitzer

Backward-Looking Monte Carlo Simulation; Predict an Unknown Past Value of Equity using the…

In this paper I will show how one can use the backward-looking Monte Carlo simulation to predict an unknown past value of equity using the…

26 min readOct 3, 2023

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Backward-Looking Monte Carlo Simulation; Predict an Unknown Past Value of Equity using the…

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Roi Polanitzer

Forward-Looking Monte Carlo Simulation; Predict the Future Value of Equity using the Lognormal…

In this paper I will show how one can use the forward-looking Monte Carlo simulation to predict the future value of equity using the…

25 min readOct 3, 2023

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Forward-Looking Monte Carlo Simulation; Predict the Future Value of Equity using the Lognormal…

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Roi Polanitzer

Roi Polanitzer

Chief Data Scientist at Prediction Consultants — Advanced Analysis and Model Development. https://polanitz8.wixsite.com/prediction/english

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