Search Results - subject:"PCA Approach"

An integrated Principal Component Analysis and Interpretive Structural Modeling approach for electric vehicle adoption decisions in sustainable transportation systems

Palit, Tanmoy; Bari, A.B.M. Mainul; Karmaker, Chitra Lekha - In: Decision analytics journal 4 (2022), pp. 1-12

The rapid growth of the global economy and advanced technology has modernized our life, but it has taken its toll on ecology and environmental sustainability. Over the last few decades, the world has experienced increased emissions of toxic gases, severe global warming, and ambient air...

Persistent link: https://www.econbiz.de/10013448645

Functional data analysis for Brazilian term structure of interest rate

Vaz, Lucélia Viviane; Raad, Rodrigo Jardim - In: Revista Brasileira de Finanças : RBFin 20 (2022) 1, pp. 82-104

Persistent link: https://www.econbiz.de/10013257699

The use of principal component analysis (PCA) in building yield curve scenarios and identifying relative-value trading opportunities on the Romanian government bond market

Oprea, Andreea - In: Journal of risk and financial management : JRFM 15 (2022) 6, pp. 1-37

Based on previous research addressing the use of principal component analysis (PCA) in modeling the dynamics of sovereign yield curves, in this paper, we investigate certain characteristics of the Romanian government bond market. We perform PCA on data between March 2019 and March 2022, with...

Persistent link: https://www.econbiz.de/10013273600

Pilot SME development index : applying probalistic principal component analysis

Asian Development Bank - 2022

Persistent link: https://www.econbiz.de/10013192869

Risk factor aggregation and stress testing

Packham, Natalie - In: Quantitative finance 24 (2024) 9, pp. 1327-1340

Persistent link: https://www.econbiz.de/10015196926

Interest rate forecasting with principal component analysis based on long-run covariance matrix

Hissinaga, Hugo; Laurini, Márcio Poletti - In: Annals of financial economics 19 (2024) 2, pp. 1-50

Persistent link: https://www.econbiz.de/10015323569

Developing and testing the efficacy of a novel forecasting methodology : theory and evidence from China

Yang, Yuhong; Dogru, Tarik; Liang, Chao; Wang, Jianqiong; … - In: Tourism economics : the business and finance of tourism … 30 (2024) 8, pp. 2043-2069

Persistent link: https://www.econbiz.de/10015145299

An inventive coupled approach of Pearson correlation and principal component while analysing the sustainability of digital marketing for the Indian handicraft artisans

Anurag, Uma; Kaur, Simran - In: International journal of innovation & sustainable … 18 (2024) 5/6, pp. 761-777

Persistent link: https://www.econbiz.de/10015065207

Forecasting Australian fertility by age, region, and birthplace

Yang, Yang; Shang, Han Lin; Raymer, James - In: International journal of forecasting 40 (2024) 2, pp. 532-548

Persistent link: https://www.econbiz.de/10014547181

Liquidity risk and CMBX microstructure

Christopoulos, Andreas D.; Barratt, Joshua G. - In: Review of financial economics : RFE 42 (2024) 2, pp. 148-185

Persistent link: https://www.econbiz.de/10014535095