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the sum of absolute coefficients of correlation of the index with the indicator variables, while the second index (I2) is … constructed by the principal components analysis that maximizes the sum of squared coefficients of correlation of the index with …
Persistent link: https://www.econbiz.de/10005837462
The classical canonical correlation analysis is extremely greedy to maximize the squared correlation between two sets … the dataset-2, the canonical correlation will be very high irrespective of the correlation among the rest of the variables …-Constrained Canonical correlation (RCCCA) Analysis has the Classical Canonical Correlation Analysis (CCCA) at its one end (λ=0) and the …
Persistent link: https://www.econbiz.de/10005836091
measures of correlation. The versatility of the method and its capability to obtain the most representative composite rank … also been found that rank ordering based on maximization of the sum of absolute values of the correlation coefficients of … solves the one problem, it gives rise to the other problem. The overall ranking of objects by maximin correlation principle …
Persistent link: https://www.econbiz.de/10005836581
correlation of the composite index with the constituent indices. Such an index is inclusive in nature and gives proper …
Persistent link: https://www.econbiz.de/10005837000
We introduce a closed form behavioural stochastic Arrow-Pratt risk process, decomposed into discrete asymmetric risk seeking and risk averse components that run on different local times in ϵ-disks centered at risk free states. Additionally, we embed Arrow-Pratt (“AP”) risk measure in a...
Persistent link: https://www.econbiz.de/10008545956