Equity factors like value, momentum, and low-risk have been robust and persistent for over 150 years, dispelling concerns about data mining and performance decay. The study extends the CRSP dataset ...

We introduce the performance-based Shapley value (PBSV) to measure the contributions of individual predictors to the out-of-sample loss for time-series forecasting models. Our new metric allows a ...

Although next-generation sequencing (NGS) keeps giving—exploring the human genome and revolutionizing our knowledge of health and disease—it needs to take a little, too. At the very least, NGS ...

Objective To quantify the time lag between biomedical articles and the studies they describe as “recent,” a term widely used to imply timeliness despite rarely reflecting the actual age of the cited ...