biblio.bib

@misc{CPI,
  author       = {{U.S. Bureau of Labor Statistics}},
  title        = {{Consumer Price Index for All Urban Consumers: All Items in U.S. City Average [CPIAUCSL]}},
  howpublished = {Retrieved from FRED, Federal Reserve Bank of St. Louis},
  url          = {https://fred.stlouisfed.org/series/CPIAUCSL},
  note         = {Accessed on February 20, 2024}
}

@misc{GDP,
  author       = {{U.S. Bureau of Economic Analysis}},
  title        = {{Real Gross Domestic Product [GDPC1]}},
  howpublished = {Retrieved from FRED, Federal Reserve Bank of St. Louis},
  url          = {https://fred.stlouisfed.org/series/GDPC1},
  note         = {Accessed on February 20, 2024}
}

@misc{UNRATE,
  author       = {{U.S. Bureau of Labor Statistics}},
  title        = {{Unemployment Rate [UNRATE]}},
  howpublished = {Retrieved from FRED, Federal Reserve Bank of St. Louis},
  url          = {https://fred.stlouisfed.org/series/UNRATE},
  note         = {Accessed on February 20, 2024}
}

@misc{SURPDEF,
  author       = {{U.S. Department of the Treasury. Fiscal Service}},
  title        = {{Federal Surplus or Deficit [-] [MTSDS133FMS]}},
  howpublished = {Retrieved from FRED, Federal Reserve Bank of St. Louis},
  url          = {https://fred.stlouisfed.org/series/MTSDS133FMS},
  note         = {Accessed on February 20, 2024}
}

@misc{FED_FUNDS,
  author       = {{Board of Governors of the Federal Reserve System (US)}},
  title        = {{Federal Funds Effective Rate [DFF]}},
  howpublished = {Retrieved from FRED, Federal Reserve Bank of St. Louis},
  url          = {https://fred.stlouisfed.org/series/DFF},
  note         = {Accessed on February 20, 2024}
}

@misc{DGS10,
  author       = {{Board of Governors of the Federal Reserve System (US)}},
  title        = {{Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis [DGS10]}},
  howpublished = {Retrieved from FRED, Federal Reserve Bank of St. Louis},
  url          = {https://fred.stlouisfed.org/series/DGS10},
  note         = {Accessed on February 20, 2024}
}

@misc{DGS2,
  author       = {{Board of Governors of the Federal Reserve System (US)}},
  title        = {{Market Yield on U.S. Treasury Securities at 2-Year Constant Maturity, Quoted on an Investment Basis [DGS2]}},
  howpublished = {Retrieved from FRED, Federal Reserve Bank of St. Louis},
  url          = {https://fred.stlouisfed.org/series/DGS2},
  note         = {Accessed on February 20, 2024}
}

@misc{AAA10Y,
  author       = {{Federal Reserve Bank of St. Louis}},
  title        = {{Moody's Seasoned Aaa Corporate Bond Yield Relative to Yield on 10-Year Treasury Constant Maturity [AAA10Y]}},
  howpublished = {Retrieved from FRED, Federal Reserve Bank of St. Louis},
  url          = {https://fred.stlouisfed.org/series/AAA10Y},
  note         = {Accessed on February 20, 2024}
}

@misc{BAA10Y,
  author       = {{Federal Reserve Bank of St. Louis}},
  title        = {{Moody's Seasoned Baa Corporate Bond Yield Relative to Yield on 10-Year Treasury Constant Maturity [BAA10Y]}},
  howpublished = {Retrieved from FRED, Federal Reserve Bank of St. Louis},
  url          = {https://fred.stlouisfed.org/series/BAA10Y},
  note         = {Accessed on February 20, 2024}
}

@misc{MORTGAGE30US,
  author       = {{Freddie Mac}},
  title        = {{30-Year Fixed Rate Mortgage Average in the United States [MORTGAGE30US]}},
  howpublished = {Retrieved from FRED, Federal Reserve Bank of St. Louis},
  url          = {https://fred.stlouisfed.org/series/MORTGAGE30US},
  note         = {Accessed on February 20, 2024}
}

@misc{MORTGAGE15US,
  author       = {{Freddie Mac}},
  title        = {{15-Year Fixed Rate Mortgage Average in the United States [MORTGAGE15US]}},
  howpublished = {Retrieved from FRED, Federal Reserve Bank of St. Louis},
  url          = {https://fred.stlouisfed.org/series/MORTGAGE15US},
  note         = {Accessed on February 20, 2024}
}

@misc{HOUST,
  author       = {{U.S. Census Bureau and U.S. Department of Housing and Urban Development}},
  title        = {{New Privately-Owned Housing Units Started: Total Units [HOUST]}},
  howpublished = {Retrieved from FRED, Federal Reserve Bank of St. Louis},
  url          = {https://fred.stlouisfed.org/series/HOUST},
  note         = {Accessed on February 20, 2024}
}

@misc{ASPUS,
  author       = {{U.S. Census Bureau and U.S. Department of Housing and Urban Development}},
  title        = {{Average Sales Price of Houses Sold for the United States [ASPUS]}},
  howpublished = {Retrieved from FRED, Federal Reserve Bank of St. Louis},
  url          = {https://fred.stlouisfed.org/series/ASPUS},
  note         = {Accessed on February 20, 2024}
}

@misc{yahoofinance,
  author       = {{Yahoo Finance}},
  title        = {{Yahoo Finance}},
  year         = {2024},
  howpublished = {\url{https://finance.yahoo.com}},
  note         = {Accessed on February 20, 2024}
}

@misc{stocktwits,
  author       = {{Stocktwits}},
  title        = {{Stocktwits Eearnings Calendar}},
  year         = {2024},
  howpublished = {\url{https://api.stocktwits.com/api/2/discover/earnings_calendar}},
  note         = {Accessed on February 20, 2024}
}

@article{raschka2020machine,
  title   = {Machine Learning in Python: Main developments and technology trends in data science, machine learning, and artificial intelligence},
  author  = {Raschka, Sebastian and Patterson, Joshua and Nolet, Corey},
  journal = {arXiv preprint arXiv:2002.04803},
  year    = {2020}
}

@article{zhang2017gpu,
  title   = {GPU-acceleration for Large-scale Tree Boosting},
  author  = {Zhang, Huan and Si, Si and Hsieh, Cho-Jui},
  journal = {arXiv preprint arXiv:1706.08359},
  year    = {2017}
}

@inproceedings{ester1996density,
  title     = {A density-based algorithm for discovering clusters in large spatial databases with noise.},
  author    = {Ester, Martin and Kriegel, Hans-Peter and Sander, Jorg and Xu, Xiaowei and others},
  booktitle = {kdd},
  volume    = {96},
  number    = {34},
  pages     = {226--231},
  year      = {1996}
}

@incollection{lundberg2017,
  title     = {A Unified Approach to Interpreting Model Predictions},
  author    = {Lundberg, Scott M and Lee, Su-In},
  booktitle = {Advances in Neural Information Processing Systems 30},
  editor    = {I. Guyon and U. V. Luxburg and S. Bengio and H. Wallach and R. Fergus and S. Vishwanathan and R. Garnett},
  pages     = {4765--4774},
  year      = {2017},
  publisher = {Curran Associates, Inc.},
  url       = {http://papers.nips.cc/paper/7062-a-unified-approach-to-interpreting-model-predictions.pdf}
}

@article{mitchell2022gputreeshap,
  title     = {GPUTreeShap: massively parallel exact calculation of SHAP scores for tree ensembles},
  author    = {Mitchell, Rory and Frank, Eibe and Holmes, Geoffrey},
  journal   = {PeerJ Computer Science},
  volume    = {8},
  pages     = {e880},
  year      = {2022},
  publisher = {PeerJ Inc.}
}

@unpublished{ely2007equity,
  title     = {Equity Valuation Metrics \& Drivers},
  author    = {Ely, Kevin and Feibush, David and Schneeberg, Richard and Popov, Konstantin and Stewart, Scott and Tobitsch, Michael and Yuan, Danci},
  year      = {2007},
  publisher = {Citeseer},
  note      = {draft document}
}

@inproceedings{khan2016,
  title  = {Testing the Predictive Power of Equity Valuation Metrics: A Minskyian
            Approach},
  author = {Mohd Ahnaf Habib Khan},
  year   = {2016},
  url    = {
            https://digitalcommons.bard.edu/senproj_s2016/288?utm_source=digitalcommons.bard.edu%2Fsenproj_s2016%2F288&utm_medium=PDF&utm_campaign=PDFCoverPages
            }
}

@article{deng2012,
  title   = {Another look at equity and enterprise valuation based on multiples},
  author  = {Deng, Mingcherng and Easton, Peter D and Yeo, Julian},
  journal = {Available at SSRN 1462794},
  year    = {2012}
}

@article{liu2002,
  title     = {Equity valuation using multiples},
  author    = {Liu, Jing and Nissim, Doron and Thomas, Jacob},
  journal   = {Journal of Accounting Research},
  volume    = {40},
  number    = {1},
  pages     = {135--172},
  year      = {2002},
  publisher = {Wiley Online Library}
}

@article{li2021improving,
  title   = {Improving the Accuracy of Estimated Intrinsic Value Through Industry-Specific Valuation Models},
  author  = {Li, Yanfu},
  journal = {Review of Business \& Finance Studies},
  volume  = {12},
  number  = {1},
  pages   = {79--89},
  year    = {2021}
}

@book{koller2010valuation,
  title     = {Valuation: measuring and managing the value of companies},
  author    = {Koller, Tim and Goedhart, Marc and Wessels, David and others},
  volume    = {499},
  year      = {2010},
  publisher = {John Wiley and sons}
}