Jeff Bell

Independent

Semi-Retired Consultant

No Address Available

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 44,074

SSRN RANKINGS

Top 44,074

in Total Papers Downloads

952

CITATIONS

0

Scholarly Papers (9)

1.

A Simple and Pragmatic Approximation to the Normal Cumulative Probability Distribution

Number of pages: 3 Posted: 19 Mar 2015
Jeff Bell
Independent
Downloads 633 (40,563)

Abstract:

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Normal distribution, Gaussian distribution, probability distribution, cumulative distribution, error function

2.

Yes, the CAPM is Absurd: OLS is Misunderstood and Incorrectly Modeled Mathematically

Number of pages: 11 Posted: 30 Jan 2015 Last Revised: 13 Feb 2015
Jeff Bell
Independent
Downloads 203 (148,670)

Abstract:

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CAPM; absurd CAPM model; ordinary least squares (OLS); unsystematic risk; Beta; estimated beta; asset return; asset return prediction; asset return prediction variance; asset return tracking

3.
Downloads 54 (372,900)

Abstract:

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econometrics, ordinary least squares, OLS, orthogonality principle, orthogonal projection

4.

A Better Method of Applying OLS to the CAPM, Prediction, and Forecasting

Number of pages: 19 Posted: 02 May 2018
Jeff Bell
Independent
Downloads 19 (528,058)

Abstract:

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CAPM, Capital Asset Pricing Model, Least Squares, Ordinary Least Squares, OLS, Market Model, Asset Pricing, Security Market Line

5.

A Simple Optimal Practical Adaptive Polynomial Least Squares Multiple-Model Estimator

Number of pages: 29 Posted: 06 Mar 2019 Last Revised: 30 Jul 2019
Jeff Bell
Independent
Downloads 15 (547,720)

Abstract:

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Tracking, Polynomial Least Squares, Multiple-Model, IMM, Kalman Filter, Estimator, Adaptivity

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Least Squares, Ordinary Least Squares, OLS, Real Estate Prices, Econometrics, Forecasting, Prediction

7.

Estimated Statistical Variance of Least Squares Predicted (Extrapolated) Rising Temperatures From Climate Change

Number of pages: 9 Posted: 03 Feb 2019 Last Revised: 16 May 2019
Jeff Bell
Independent
Downloads 8 (590,984)

Abstract:

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Climate Change, Global Temperature, Polynomial Least Squares, Multiple-Model

8.

Estimating Tracking Variance From Target Returns: No More Noise Variance Assumptions

Number of pages: 12 Posted: 03 Feb 2019
Jeff Bell
Independent
Downloads 4 (617,492)

Abstract:

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Data Fitting, Digital Filters Estimation Theory, Kalman Filters, Least Squares, Noisy Signals, Random Variables, Signal Processing, Radar, Statistics, Stochastic Process, Tracking

9.

A Simplified Multi-Fractional Order Tracking Estimator: Easier Design and Analysis

Number of pages: 29 Posted: 03 Feb 2019 Last Revised: 12 Feb 2019
Jeff Bell
Independent
Downloads 3 (625,461)

Abstract:

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Tracking, Polynomial Least Squares, Multi-Fractional Order Estimator