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
    0 references
    0 references
    0 references
    0 references
    21 February 2019
    0 references
    0 references
    regularized dimension reduction
    0 references
    yield curve prediction
    0 references
    statistically independent factor
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references