Robert Gramacy

University of Chicago - Booth School of Business

5807 S. Woodlawn Avenue

Chicago, IL 60637

United States

SCHOLARLY PAPERS

3

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SSRN CITATIONS
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Top 45,308

in Total Papers Citations

3

CROSSREF CITATIONS

12

Scholarly Papers (3)

1.

Regression-Based Earnings Forecasts

Chicago Booth Research Paper No. 12-26
Number of pages: 33 Posted: 19 Jul 2012 Last Revised: 26 Oct 2013
Joseph Gerakos and Robert Gramacy
Tuck School of Business at Dartmouth College and University of Chicago - Booth School of Business
Downloads 2,201 (9,855)
Citation 17

Abstract:

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Earnings forecasts, implied cost of capital, regularized linear models, treed models, principal components

2.

Timing Foreign Exchange Markets

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 44 Posted: 02 Oct 2012 Last Revised: 14 Apr 2014
Samuel W. Malone, Robert Gramacy and Enrique ter Horst
University of the Andes, University of Chicago - Booth School of Business and Universidad de los Andes, Colombia - School of Business Administration
Downloads 588 (66,618)

Abstract:

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foreign exchange, speculation, Bayesian treed Gaussian process, Anatolyev-Gerko statistic

3.

Market-Based Credit Ratings

Number of pages: 31 Posted: 15 Aug 2013
Drew Creal, Robert Gramacy and Ruey S. Tsay
University of Chicago - Booth School of Business - Econometrics and Statistics, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 241 (180,500)
Citation 2

Abstract:

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credit ratings, clustering, credit default swaps, default risk, survival functions