Sparse-group independent component analysis with application to yield curves prediction (Q1727895)
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scientific article; zbMATH DE number 7027246
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| default for all languages | No label defined |
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| English | Sparse-group independent component analysis with application to yield curves prediction |
scientific article; zbMATH DE number 7027246 |
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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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0.7312244176864624
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0.6932598352432251
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0.6926575899124146
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