Robust forecasting with scaled independent component analysis
Lei Shu, Feiyang Lu, Yu Chen
Year of publication: |
2023
|
---|---|
Authors: | Shu, Lei ; Lu, Feiyang ; Chen, Yu |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 51.2023, p. 1-8
|
Subject: | High-dimension | Independent component analysis | Latent factor | Robust forecasting | Prognoseverfahren | Forecasting model | Robustes Verfahren | Robust statistics | Faktorenanalyse | Factor analysis |
Saved in:
Online Resource
Saved in favorites
Similar items by subject
-
Sparse and robust factor modelling
Croux, Christophe, (2011)
-
Robust implementation of a parsimonious dynamic factor model to nowcast GDP
Duarte, Pablo, (2014)
-
Kristensen, Johannes Tang, (2014)
- More ...
Similar items by person