Sparse-group independent component analysis with application to yield curves prediction (Q1727895): Difference between revisions

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Latest revision as of 06:07, 11 December 2024

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Sparse-group independent component analysis with application to yield curves prediction
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    Sparse-group independent component analysis with application to yield curves prediction (English)
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    21 February 2019
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    regularized dimension reduction
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    yield curve prediction
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    statistically independent factor
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