Quantamental Research

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

A naive approach might be to select the strategy with the best-annualized return, however, this ignores the level of…

How inaccurate LCOE estimates could be causing the overvaluation of traditional energy generation assets like coal, natural gas, nuclear and hydro plants

Photo by Thomas Millot on Unsplash

Renewable energy technologies clearly have a low impact on the environment as no greenhouse gases are emitted during the electricity production process but, they have only recently become cost-competitive with legacy generation methods like nuclear, coal or gas. That is, if you were to go by the numbers released in…

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

Whilst investors ultimately care about picking stocks with management teams that can generate returns for shareholders, it is also important to be…

Quantamental Research

The UCD Investors & Entreprenuers Finance Research Publication

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