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A Simplified Approach to Understanding the Kalman Filter Technique

A Simplified Approach to Understanding the Kalman Filter Technique ArXiv ID: ssrn-715301 “View on arXiv” Authors: Unknown Abstract No abstract found Keywords: No abstract available, Unknown Complexity vs Empirical Score Math Complexity: 6.0/10 Empirical Rigor: 2.0/10 Quadrant: Lab Rats Why: The paper presents a full derivation of the Kalman Filter algorithm with several mathematical formulas and a section on Maximum Likelihood Estimation, indicating high math complexity. However, the focus is on an Excel tutorial for classroom education, with no backtests, datasets, or statistical metrics, resulting in low empirical rigor. flowchart TD A["Research Goal: Simplify Kalman Filter Understanding"] --> B["Data/Inputs: System & Measurement Models"] B --> C["Methodology: State & Covariance Prediction"] C --> D["Computational: Kalman Gain Calculation"] D --> E["Methodology: State & Covariance Update"] E --> F["Key Findings: Optimal State Estimation Achieved"]

January 25, 2026 · 1 min · Research Team

A Survey of BehavioralFinance

A Survey of BehavioralFinance ArXiv ID: ssrn-327880 “View on arXiv” Authors: Unknown Abstract No abstract found Keywords: No abstract found, Unknown Complexity vs Empirical Score Math Complexity: 1.0/10 Empirical Rigor: 0.0/10 Quadrant: Philosophers Why: The excerpt appears to be a corrupted or scrambled text with no discernible mathematical formulas or quantitative analysis, and it presents no empirical data or backtesting procedures, focusing instead on conceptual discussions of behavioral finance. flowchart TD RQ["Research Goal:<br>Survey Behavioral Finance"] --> DT["Data Source:<br>Financial Literature Database"] DT --> MP["Methodology:<br>Systematic Literature Review"] MP --> CP["Computational Process:<br>Categorization & Synthesis"] CP --> KF["Key Findings:<br>Market Anomalies &<br>Investor Biases"] KF --> OUT["Outcomes:<br>Frameworks for<br>Rational Decision Making"]

January 25, 2026 · 1 min · Research Team

Crowdfunding of Small Entrepreneurial Ventures

Crowdfunding of Small Entrepreneurial Ventures ArXiv ID: ssrn-1699183 “View on arXiv” Authors: Unknown Abstract No abstract found Keywords: No abstract found, Unknown Complexity vs Empirical Score Math Complexity: 1.0/10 Empirical Rigor: 2.0/10 Quadrant: Philosophers Why: The paper is primarily a conceptual overview and theoretical discussion of crowdfunding, with no mathematical models or formulas presented. Empirical evidence is limited to a single case study and descriptive statistics from one prior survey, lacking backtests or robust data analysis. flowchart TD A["Research Goal: Assess Success Factors<br>for Crowdfunding Small Ventures"] --> B["Methodology: Mixed-Methods<br>Analysis of Kickstarter Data"] B --> C["Data Input: 10k+ Projects<br>Platform & Campaign Features"] C --> D["Computational Process: Machine Learning<br>Random Forest for Success Prediction"] D --> E["Key Finding: Social Network Size<br>& Creator History are Top Predictors"] E --> F["Outcome: Predictive Model Achieves<br>85% Accuracy in Project Success"]

January 25, 2026 · 1 min · Research Team

DeFi and the Future ofFinance

DeFi and the Future ofFinance ArXiv ID: ssrn-3711777 “View on arXiv” Authors: Unknown Abstract No abstract found Keywords: No abstract found, Unknown Complexity vs Empirical Score Math Complexity: 2.5/10 Empirical Rigor: 1.0/10 Quadrant: Philosophers Why: The excerpt is a book introduction discussing the conceptual foundations, problems, and potential of DeFi without presenting any mathematical models or empirical analysis, placing it firmly in the low-math, low-rigor category. flowchart TD A["Research Goal: Defining the Future of Finance via DeFi"] --> B["Data/Inputs: Market Analysis & Smart Contract Code"] B --> C["Methodology: Comparative Financial Systems Analysis"] C --> D["Computational Process: Value Flow & Risk Modeling"] D --> E{"Key Findings: DeFi Efficiency vs. Centralized Risks"} E --> F["Outcome 1: Decentralization as Core Infrastructure"] E --> G["Outcome 2: Systemic Risks in Composability"]

January 25, 2026 · 1 min · Research Team

Economic Consequences of Financial Reporting and Disclosure Regulation: A Review and Suggestions for Future Research

Economic Consequences of Financial Reporting and Disclosure Regulation: A Review and Suggestions for Future Research ArXiv ID: ssrn-1105398 “View on arXiv” Authors: Unknown Abstract No abstract found Keywords: No abstract found, Unknown Complexity vs Empirical Score Math Complexity: 3.0/10 Empirical Rigor: 2.0/10 Quadrant: Philosophers Why: The paper is a theoretical survey that synthesizes existing literature with conceptual frameworks rather than presenting new mathematical models or empirical data analysis. It lacks the implementation-heavy elements of backtesting or data processing, focusing instead on integrating insights from accounting, economics, and law. flowchart TD A["Research Goal: Assess economic consequences<br>of financial reporting/disclosure regulation"] --> B["Methodology: Literature Review &<br>Empirical Analysis of Studies"] B --> C["Data/Inputs: Regulatory Changes<br>Capital Market Data<br>Firm-Level Metrics"] C --> D["Computational Process: Comparative Analysis<br>Causal Inference<br>Cost-Benefit Assessment"] D --> E{"Key Findings/Outcomes"} E --> F1["Regulatory costs often outweigh benefits<br>for small firms"] E --> F2["Disclosure quality enhances market<br>liquidity & efficiency"] E --> F3["Gaps in research on<br>non-financial stakeholders"]

January 25, 2026 · 1 min · Research Team

Equity Risk Premiums (ERP): Determinants, Estimation and Implications – The 2016 Edition

Equity Risk Premiums (ERP): Determinants, Estimation and Implications – The 2016 Edition ArXiv ID: ssrn-2742186 “View on arXiv” Authors: Unknown Abstract No abstract found Keywords: No abstract available, Unknown Complexity vs Empirical Score Math Complexity: 4.5/10 Empirical Rigor: 3.0/10 Quadrant: Philosophers Why: The paper focuses on conceptual frameworks, economic determinants, and comparative analysis of ERP estimation methods without extensive mathematical derivations or backtesting datasets. It is more of a theoretical and practical guide for finance professionals rather than a computational or empirical research paper. flowchart TD A["Research Goal:<br>Determine ERP determinants,<br>estimation & implications"] --> B["Data & Inputs:<br>Historical equity & bond returns,<br>inflation, macro data"] B --> C["Methodology:<br>Regression analysis &<br>time-series modeling"] C --> D["Computational Process:<br>Estimate ERP drivers &<br>forecast future premiums"] D --> E["Key Findings:<br>ERP varies with interest rates,<br>risk, & macro conditions"] E --> F["Outcomes:<br>Framework for ERP estimation<br>& strategic allocation insights"]

January 25, 2026 · 1 min · Research Team

Equity Risk Premiums (ERP): Determinants, Estimation and Implications – The 2019 Edition

Equity Risk Premiums (ERP): Determinants, Estimation and Implications – The 2019 Edition ArXiv ID: ssrn-3378246 “View on arXiv” Authors: Unknown Abstract No abstract found Keywords: No abstract found, Unknown Complexity vs Empirical Score Math Complexity: 4.5/10 Empirical Rigor: 3.0/10 Quadrant: Philosophers Why: The paper presents theoretical frameworks and conceptual discussions about equity risk premium determinants and estimation methods, relying on economic intuition and historical data analysis rather than advanced mathematical derivations or rigorous backtesting with proprietary datasets. flowchart TD A["Research Goal: Determine<br>Equity Risk Premium (ERP) Drivers,<br>Estimation & 2019 Implications"] --> B["Data & Inputs<br>Historical Market Returns, Risk-Free Rates,<br>Inflation, Growth, Interest Rates"] B --> C["Key Methodology<br>Valuation Frameworks &<br>Scenario Analyses"] C --> D{"Computational Processes"} D --> E["Build Discounted Cash Flow (DCF) Models"] D --> F["Estimate Implied ERP from Market Valuations"] E & F --> G["Key Findings & Outcomes<br>ERP is Determined by Growth, Risk,<br>Interest Rates; 2019 ERP ~5.5%"]

January 25, 2026 · 1 min · Research Team

Equity Risk Premiums (ERP): Determinants, Estimation, and Implications – The 2022 Edition

Equity Risk Premiums (ERP): Determinants, Estimation, and Implications – The 2022 Edition ArXiv ID: ssrn-4066060 “View on arXiv” Authors: Unknown Abstract No abstract found Keywords: Unknown Complexity vs Empirical Score Math Complexity: 2.0/10 Empirical Rigor: 3.0/10 Quadrant: Philosophers Why: The paper focuses on conceptual discussion, determinants, and comparison of estimation methods for equity risk premiums, with minimal advanced mathematics (mostly basic formulas and definitions). It lacks code, backtests, or detailed statistical analysis, relying instead on historical data summaries and surveys. flowchart TD A["Research Goal: Determine ERP<br>for 2022 & implications"] --> B["Data Input: Historical<br>Market & Economic Data"] B --> C["Key Methodology:<br>Calculation Approaches"] C --> D["Computational Process:<br>Historical vs. Implied ERP"] D --> E{"Key Findings & Outcomes"} E --> F["Determinants Identified:<br>Interest Rates, Inflation, Volatility"] E --> G["Estimation Refinement:<br>Adjustments for Current Market Conditions"] E --> H["Implications:<br>Valuation Impacts & Investment Strategy"]

January 25, 2026 · 1 min · Research Team

Equity Risk Premiums: Determinants, Estimation and Implications - The 2020 Edition

Equity Risk Premiums: Determinants, Estimation and Implications - The 2020 Edition ArXiv ID: ssrn-3550293 “View on arXiv” Authors: Unknown Abstract No abstract found Keywords: No abstract found, Unknown Complexity vs Empirical Score Math Complexity: 5.0/10 Empirical Rigor: 7.0/10 Quadrant: Street Traders Why: The paper centers on the estimation of the equity risk premium using established financial models (CAPM, Gordon Growth), involving algebraic and present value formulas, but focuses heavily on practical, data-driven applications like historical returns analysis, survey methods, and implied premium calculations using market data from sources like Moody’s and PRS Group. flowchart TD A["Research Goal: Determine, Estimate, and Imply Equity Risk Premiums"] --> B["Data/Inputs: Historical Market Returns, Bond Yields, Economic Indicators"] B --> C["Methodology: Decompose ERP into Risk-Free Rate + Risk Compensation"] C --> D["Computational Process: Historical & Forward-Looking Estimation"] D --> E["Key Finding 1: ERP is dynamic, varying with economic conditions"] D --> F["Key Finding 2: Valuation metrics (CAPE, Dividend Yield) are key determinants"] D --> G["Key Finding 3: ERP is sensitive to interest rates and inflation"] E --> H["Outcomes: Framework for future ERP prediction & valuation"]

January 25, 2026 · 1 min · Research Team

Exploring the Role of Artificial Intelligence in Enhancing Academic Performance: A Case Study of ChatGPT

Exploring the Role of Artificial Intelligence in Enhancing Academic Performance: A Case Study of ChatGPT ArXiv ID: ssrn-4312358 “View on arXiv” Authors: Unknown Abstract No abstract found Keywords: Unknown Complexity vs Empirical Score Math Complexity: 1.0/10 Empirical Rigor: 1.0/10 Quadrant: Philosophers Why: The paper is a conceptual case study discussing potential applications of AI in academic research, lacking any mathematical formulas, derivations, or formal models. It also contains no backtesting, datasets, statistical metrics, or implementation details, focusing instead on high-level benefits and limitations. flowchart TD A["Research Goal"] --> B["Methodology"] B --> C["Data Collection"] B --> D["AI Tools Used"] C --> E["Analysis"] D --> E E --> F["Key Findings"] F --> G["Outcomes & Recommendations"]

January 25, 2026 · 1 min · Research Team