Search Results for author: Jackson P. Lautier

Found 5 papers, 1 papers with code

A New Framework to Estimate Return on Investment for Player Salaries in the National Basketball Association

1 code implementation11 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.

Unity

On the Convergence of Credit Risk in Current Consumer Automobile Loans

no code implementations16 Nov 2022 Jackson P. Lautier, Vladimir Pozdnyakov, Jun Yan

Loan seasoning and inefficient consumer interest rate refinance behavior are well-known for mortgages.

Applications of Machine Learning in Pharmacogenomics: Clustering Plasma Concentration-Time Curves

no code implementations24 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.

Clustering Data Visualization +4

Pricing Time-to-Event Contingent Cash Flows: A Discrete-Time Survival Analysis Approach

no code implementations13 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.

Survival Analysis

The Impact of the Coronavirus Pandemic on New York City Real Estate: First Evidence

no code implementations22 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.

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