In recent decades, mathematical motivated financial models have been used to understand the complexity and intermittent nature of financial market instruments. Typically, applied mathematics models a physical system by specifying and quantifying the physical laws to which the process should...

A new dimension reduction method is proposed for functional multivariate regression with a multivariate response and a functional predictor by extending the functional sliced inverse regression model. Naive application of existing dimension reduction techniques for univariate response will...