The Kernel trick for nonlinear factor modeling
Varlam Kutateladze
| Year of publication: |
2022
|
|---|---|
| Authors: | Kutateladze, Varlam |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 38.2022, 1, p. 165-177
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| Subject: | Econometric models | Kernel PCA | Latent factor model | Macroeconomic forecasting | Neural networks | Nonlinear time series | Principal component analysis | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Neuronale Netze | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Hauptkomponentenanalyse | Schätzung | Estimation |