Emergent and spontaneous computation of factor relationships from a large factor set

DOI10.1016/J.JEDC.2008.04.005MaRDI QIDQ2654436zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 19 January 2010

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jedc.2008.04.005

zbMATH Keywords

asset pricingBayesian inferenceBayesian networkfinancial factor analysis

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Statistical methods; risk measures (91G70)

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Cites work

• An intertemporal asset pricing model with stochastic consumption and investment opportunities
• Asset Prices in an Exchange Economy
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• Information and entropy econometrics -- editor's view.
• Information processing and Bayesian analysis.
• Recursive conditioning

Cited in

(4)

• Efficient and effective Bayesian network local structure learning
• A method of dynamic Bayesian networks for economic growth impacting analysis
• Neural network-based automatic factor construction
• Graph condensation for large factor models

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