Search Results - subject:"PRINCIPAL COMPONENT ANALYSIS"

Employment rate prognosis on the basis of the development environment trend displayed by years-clusters

Jaba, Elisabeta; Balan, Christiana; Roman, Monica; … - Volkswirtschaftliche Fakultät, … - 2008

it implies the use of statistical methods of multivariate analysis (Principal Component Analysis and Discriminant …

Persistent link: https://www.econbiz.de/10008560079

OPTIMIZATION OF MORTGAGE LOANS GRANTING PROCEDURES

Barbu, Teodora Cristina; Boitan, Iustina Alina; … - In: Theoretical and Applied Economics 12(517)(supplement) (2008) 12(517)(supplement), pp. 18-23

The regulation of Romanian banking system credit activity is the subject of an ample adjusting process, its final objective being the elaboration of a rigorous, and in the same time flexible legal framework, individualized for each credit institution. Therefore, it is desired to keep management...

Persistent link: https://www.econbiz.de/10008763589

On General Adaptive Sparse Principal Component Analysis

Leng, Chenlei; Wang, Hansheng - 2008

The method of sparse principal component analysis (S-PCA) proposed by Zou et al. (2006) is an attractive approach to … obtain sparse loadings in principal component analysis (PCA). SPCA was motivated by reformulating PCA as a least squares … general adaptive sparse principal component analysis (GAS-PCA). Compared with SAS-PCA, GAS-PCA enjoys much further improved …

Persistent link: https://www.econbiz.de/10014212517

Does the single currency for EU resolve the exchange rate volatility and purchasing power parity puzzle?

Manzur, Meher (contributor); Chan, Felix (contributor) - 2008

paper provides a new test of PPP and its relevance for the euro. Principal component analysis (PCA) is introduced to … Classification: F31; G15 Keywords: Purchasing power parity, Principal component analysis, Pooled inflation, random walk … of principal component analysis (PCA) to construct a “pooled” measure of inflation among the 12 Euro countries. Given …

Persistent link: https://www.econbiz.de/10003794832

A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure

Blaskowitz, Oliver (contributor); … - 2008

The paper proposes a data driven adaptive model selection strategy. The selection crite- rion measures economic exante forecasting content by means of trading implied cash flows. Empirical evidence suggests that the proposed strategy is neither exposed to selection bias nor to the risk of...

Persistent link: https://www.econbiz.de/10003770821

DUZGUNLESTIRILMIS FONKSIYONEL ANA BILESENLER ANALIZI ILE IMKB VERILERININ INCELENMESI

Ertas, Kadir; Keser, Istem Koymen - In: Istanbul University Econometrics and Statistics e-Journal 8 (2008) 1, pp. 1-32

In most situations, modern technological developments give rise to the cases where samples are drawn from a population of real random functions. Functional Data Analysis (FDA) is an appropriate multivariate statistical approximation since the classical multivariate methods can not be used when a...

Persistent link: https://www.econbiz.de/10005012089

Multiperspektivische Destinationsanalyse: GPS-gestützte Touristentypologie am Beispiel des Berliner Städtetourismus

Weber, Hans-Jörg L. - In: Zeitschrift für Tourismuswissenschaft 6 (2014) 1, pp. 23-40

theoreticians Giddens and Bourdieu. The results of principal component analysis show that Bourdieu‘s ideas can be successfully …

Persistent link: https://www.econbiz.de/10014624353

Mega-event volunteers, similar or different? Vancouver 2010 vs London 2012

J. Dickson, Tracey; M. Benson, Angela; Anne Terwiel, F. - In: International Journal of Event and Festival Management 5 (2014) 2, pp. 164-179

Purpose – The purpose of this paper is to compare motivations of volunteers at two mega multi-sport events. Design/methodology/approach – The research used a quantitative research design to survey volunteers at the Vancouver 2010 Olympic and Paralympic Winter Games ( n =2,066) and the London...

Persistent link: https://www.econbiz.de/10014771093

THE RELATIONSHIP BETWEEN INFLATION AND THE MAIN MACROECONOMIC VARIABLES IN ROMANIA

BACIU, Ionuţ Cristian - In: Network Intelligence Studies (2014) 4, pp. 161-172

The inflation is considered an important economic phenomenon that adversely affects the economy of a state. The purpose of this study is to highlight the significant statistical connections between the inflation rate and the main macroeconomic variables influencing the inflationary phenomenon...

Persistent link: https://www.econbiz.de/10011079517

Factor Analysis with Large Panels of Volatility Proxies

Ghysels, Eric - C.E.P.R. Discussion Papers - 2014

component analysis yields super-consistent estimates of the factors at each point in time. Namely, contrary to the root … idiosyncratic errors of the panel. A remarkable result emerges. Under suitable regularity conditions the traditional principal …

Persistent link: https://www.econbiz.de/10011083764