Search Results - subject:"ICA"

Broda, Simon A.; Haas, Markus; Krause, Jochen; … - In: Journal of Econometrics 172 (2013) 2, pp. 292-306

A new model class for univariate asset returns is proposed which involves the use of mixtures of stable Paretian distributions, and readily lends itself to use in a multivariate context for portfolio selection. The model nests numerous ones currently in use, and is shown to outperform all its...

Persistent link: https://www.econbiz.de/10010608465

Prinzipien des Genossenschaftswesens und deren Formulierung im Internationalen Genossenschaftsbund

Laakkonen, Vesa - In: Genossenschaften vor neuen Herausforderungen : …, (pp. 151-164). 1996

Persistent link: https://www.econbiz.de/10001298378

Los mecanismos de cohesi? territorial en Espa?: un an?sis y algunas propuestas

Fuente, Angel de la - Departament d'Economia i Història Econòmica, … - 2005

El presente informe describe y cuantifica los principales mecanismos de cohesi? social y territorial existentes en Espa?, analiza su incidencia sobre la distribuci? regional de la renta y su contribuci? a la nivelaci? de la calidad de los servicios b?icos, y propone algunos cambios en su dise?...

Persistent link: https://www.econbiz.de/10005582621

The International Co-operative Alliance during war and peace 1910 - 1950

Rhodes, Rita - 1995

Persistent link: https://www.econbiz.de/10002492642

A conditionally heteroskedastic independent factor model with an application to financial stock returns

García-Ferrer, Antonio; González-Prieto, Ester; … - In: International Journal of Forecasting 28 (2012) 1, pp. 70-93

analysis (ICA) and multivariate GARCH (MGARCH) models. This model assumes that the data are generated by a set of underlying …, we will use two ICA approaches to find the ICs: the first estimates the components, maximizing their non … simulation experiments to show the ability of ICA to discover leading factors in a multivariate vector of financial data. Finally …

Persistent link: https://www.econbiz.de/10011051403

A novel hybrid meta-heuristic algorithm for a no-wait flexible shop scheduling problem with sequence dependent setup times

Jolai, F.; Rabiee, M.; Asefi, H. - In: International journal of production research 50 (2012) 24, pp. 7447-7466

Persistent link: https://www.econbiz.de/10010219785

El impacto de los Fondos Estructurales: Convergencia real y cohesi? interna

Fuente, Angel de la - Departament d'Economia i Història Econòmica, … - 2003

En este trabajo se presenta una estimaci? de la contribuci? de los Fondos Estructurales de la Uni? Europea al crecimiento del producto y el empleo del conjunto de las regiones espa?las Objetivo 1. Los resultados indican que las ayudas europeas han contribuido de forma muy significativa al...

Persistent link: https://www.econbiz.de/10005823922

Moment Component Analysis: An Illustration with International Stock Markets

Jondeau, Eric; Jurczenko, Emmanuel; Rockinger, Michael - National Centre of Competence in Research - Financial … - 2010

It is well known that non-normality plays an important role in asset and risk management.However, handling a large number of assets has long been a challenge.In this paper, we present a statistical technique that extends Principal ComponentAnalysis to higher moments such as skewness and...

Persistent link: https://www.econbiz.de/10009486996

State-Based Advocacy as a Tool for Expanding Children's Coverage: Lessons from Site Visits to Six IAC Grantee States.

Hill, Ian; Hogan, Sara; Draper, Debra; Liebhaber, Allison - Mathematica Policy Research - 2010

This brief summarizes key findings gleaned from site visits to states where IAC has made multiyear "Finish Line" grants. These findings describe the importance of persistence, flexibility, creativity, and commitment to conducting effective states-based advocacy as well as building strong,...

Persistent link: https://www.econbiz.de/10010755354

Independent component analysis by wavelets

Barbedor, Pascal - In: TEST: An Official Journal of the Spanish Society of … 18 (2009) 1, pp. 136-155

Persistent link: https://www.econbiz.de/10004970874