遇见数据集

AEVM Model Row-Level Validation Dataset – Alba (2019–2023)

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Zenodo2025-04-14 更新2026-05-26 收录
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This dataset provides the full row-level inputs and outputs used to validate the Alaali Economic Value Model (AEVM), a Tier-2 proprietary valuation model developed under the Alaali Financial Models Framework (AFMF). AEVM is classified as an A-NLE Enhanced model, designed to measure real-world economic value by integrating capital efficiency, liquidity fragility, and market mispricing sensitivity. The dataset includes: Year-by-year financial inputs for Alba (2019–2023) AEVM Scores (model outputs) Traditional valuation comparators: DCF Valuation, Book Value, Book-to-Market AEVM vs. Market Delta: valuation mispricing signal Risk Labels: manually tagged for ML classification (1 = aligned, 0 = mispriced) ⚠️ Note: No internal AEVM logic or proprietary formulas are disclosed. This file provides only the valuation outputs and training structure used for empirical model testing. All financial data is publicly sourced or derived. This dataset supports supervised ML validation using Logistic Regression, Random Forest, Gradient Boosting, and MLP Classifiers. It serves as timestamped public evidence of AEVM's predictive performance.

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Zenodo
创建时间:
2025-04-14
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