Sparse-group independent component analysis with application to yield curves prediction (Q1727895)
From MaRDI portal
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
