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
scientific article
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English | 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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