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Quantamental Research

Applications of Change-point Detection, Cox Regression, and Bayesian Hierarchical Models

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A company’s performance relative to its peers will be ultimately driven by management’s strategic decision making ability to drive growth and position the organisation for changing market conditions.


Applications of Time Series Analysis (ARMA-GARCH) To Improve Risk-Adjusted Return Screening Procedures.

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You have been given the daily returns of several strategies / funds over the past year, how would you determine which one provides the best investment opportunity given only this information?

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Quantamental Research

The UCD Investors & Entreprenuers Finance Research Publication

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