Sparse-group independent component analysis with application to yield curves prediction (Q1727895): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 04:27, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Sparse-group independent component analysis with application to yield curves prediction |
scientific article |
Statements
Sparse-group independent component analysis with application to yield curves prediction (English)
0 references
21 February 2019
0 references
regularized dimension reduction
0 references
yield curve prediction
0 references
statistically independent factor
0 references