Search Results - subject:"Principal component Analysis"

Retail investors and overpricing of left-tail risk : evidence from the Korean stock market

Kim, Jungmu; Park, Yuen Jung; Thuy Thi Thu Truong - In: Journal of derivatives and quantitative studies : … 31 (2023) 4, pp. 309-327

The authors examined whether stocks with higher left-tail risk measures earn higher or lower futures returns. Specifically, the authors estimate the cross-sectional principal component of a battery of left-tail risk measures and analyze future returns on stocks with high principal component...

Persistent link: https://www.econbiz.de/10014429312

Forecasting intraday financial time series with sieve bootstrapping and dynamic updating

Shang, Han Lin; Ji, Kaiying - In: Journal of forecasting 42 (2023) 8, pp. 1973-1988

Persistent link: https://www.econbiz.de/10014432826

Reconfiguración de las actividades agrícolas en México (1980-2015) : una aproximación desde la estadística espacial

Custodio, Carlos Alejandro - In: Economía, sociedad y territorio 23 (2023) 72, pp. 521-546

Persistent link: https://www.econbiz.de/10014436451

Does investor' s sentiment affect industries' return? : a case of selected Indian industries

Rohilla, Amit; Tripathi, Neeta; Bhandari, Varun - In: Business analyst journal : BAJ 44 (2023) 2, pp. 106-127

Persistent link: https://www.econbiz.de/10015187614

Assessing the robustness of composite indicators : the case of the Global Innovation Index

Alqararah, Khatab - In: Journal of innovation and entrepreneurship : JIE 12 (2023), pp. 1-22

analysis (DEA) and principal component analysis (PCA). With it, the paper aims to reduce the level of subjectivity in the …

Persistent link: https://www.econbiz.de/10014496909

Detection of multiple structural breaks in large covariance matrices

Li, Yu-Ning; Li, Degui; Fryzlewicz, Piotr - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 846-861

Persistent link: https://www.econbiz.de/10014448448

Fertility response to the COVID-19 Pandemic in developed countries – on pre-pandemic fertility forecasts

Deschermeier, Philipp; Greil, Arthur L.; Vanella, Patrizio - In: Comparative population studies : CPoS ; open acess … 48 (2023), pp. 19-46

The COVID-19 pandemic has affected all areas of our lives. Among other outcomes, the academic literature and popular media both discuss the potential effects of the pandemic on fertility. As fertility is an important determinant of population development and population forecasts are important...

Persistent link: https://www.econbiz.de/10014502844

An outliers detection and elimination framework in classification task of data mining

Dash, Ch. Sanjeev Kumar; Behera, Ajit Kumar; Dehuri, … - In: Decision analytics journal 6 (2023), pp. 1-8

An outlier is a datum that is far from other data points in which it occurs. It can have a considerable impact on the output. Therefore, removing or resolving it before the analysis is essential to prevent skewing. Outliers in a survey sampling can have a significant outcome on statistical...

Persistent link: https://www.econbiz.de/10014505859

Determinants of sustainable financial inclusion in Sub-Saharan Africa : a system GMM approach

Jima, Meshesha Demie; Makoni, Patricia Lindelwa - In: Prague economic papers : a bimonthly journal of … 32 (2023) 6, pp. 699-723

2019, using a system generalized method of moments (GMM). A principal component analysis (PCA) is applied to construct a …

Persistent link: https://www.econbiz.de/10014516264

An integrated multi-criteria decision-making and multivariate analysis towards sustainable procurement with application in automotive industry

Ghosh, Sudipta; Bhowmik, Chiranjib; Sinha, Sudipta; … - In: Supply chain analytics 3 (2023), pp. 1-16

consistency checks. The Principal Component Analysis (PCA) is used to calculate criteria weights. A Simple Additive Weighting (SAW …

Persistent link: https://www.econbiz.de/10014516520