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Financial conditions indexes for Asian economies
Debuque-Gonzales, Margarita; Socorro Gochoco-Bautista, Maria - 2013
Financial conditions indexes (FCIs) are constructed for five Asian economies, namely, Hong Kong, China; Japan; the Republic of Korea; Malaysia; and Singapore, using a principal component analysis (PCA) methodology from Hatzius et al. (2010) and quarterly data. Various financial stress indicators are...
Persistent link: https://www.econbiz.de/10009734252
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On dynamic forward rate modeling and principal component analysis
Bermin, Hans-Peter - In: International journal of theoretical and applied finance 17 (2014) 5, pp. 1-20
Persistent link: https://www.econbiz.de/10010437211
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Risikoprämien von Unternehmensanleihen : eine theoretische und empirische Untersuchung
Lu, Yun - 2013
Persistent link: https://www.econbiz.de/10010408632
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Financial stability indicators : the case of Croatia
Dumičić, Mirna - In: Journal of central banking theory and practice 5 (2016) 1, pp. 113-140
Persistent link: https://www.econbiz.de/10011477404
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Determinants of tax-revenue in India : a principal component analysis approach
Sharma, Poonam; Singh, Jaspal - In: International journal of economics and business research 10 (2015) 1, pp. 18-29
Persistent link: https://www.econbiz.de/10011412177
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Optimal portfolio diversification via independent component analysis
Lassance, Nathan; DeMiguel, Victor; Vrins, Frédéric - In: Operations research 70 (2022) 1, pp. 55-72
Persistent link: https://www.econbiz.de/10012820639
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Identifying DDoS attacks in 4G networks using artificial neural networks and principal component analysis
Nagesha, A. G.; Mahesh, G.; Gowrishankar, S. - In: International journal of networking and virtual … 25 (2021) 1, pp. 14-28
Persistent link: https://www.econbiz.de/10012672028
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Classifying the malware application in the Android-based smart phones using ensemble-ANFIS algorithm
Vignesh, B. P. Sreejith; Babu, M. Rajesh - In: International journal of networking and virtual … 19 (2018) 2/3/4, pp. 257-269
Persistent link: https://www.econbiz.de/10011981158
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Monitoring of an ingot making facility via principal component analysis and its variants
Suman, Swarnambuj; Das, Anupam - In: International journal of productivity and quality … 26 (2019) 1, pp. 74-95
Persistent link: https://www.econbiz.de/10012027748
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Financial insights from the last few components of a stock market PCA
Yang, Libin; Rea, William; Rea, Alethea - In: International Journal of Financial Studies : open … 5 (2017) 3, pp. 1-12
We show that the last few components in the principal component analysis of the correlation matrix of a group of stocks may contain useful financial insights by identifying highly correlated pairs or larger groups of stocks. The results of this type of analysis can easily be included in the...
Persistent link: https://www.econbiz.de/10011759755