Search Results - subject:"Principal component Analysis"

Dynamic Principal Component Analysis of Multivariate Volatility via Fourier Analysis

Mancino, Maria Elvira; Reno, Roberto - In: Applied Mathematical Finance 12 (2005) 2, pp. 187-199

A method is proposed to compute a time-varying correlation matrix between asset prices. The method has a natural geometric interpretation in terms of dynamic principal components analysis. The paper illustrates, via Monte Carlo experiments and data analysis, the potential of the method in...

Persistent link: https://www.econbiz.de/10009279073

A taxonomy of public research bodies: A systemic approach

Coccia, Mario - In: Prometheus 23 (2005) 1, pp. 63-82

Nowadays the governments of industrialised countries, in the presence of reduced public resources, have to assign clear objectives to public research laboratories to increase the competitiveness of firms. The purpose of this article is to analyse the public research bodies of the National...

Persistent link: https://www.econbiz.de/10009188698

Organizational learning from international business affiliations : effects of the effective and efficient transfer of knowledge on firm performance

Pérez-Nordtvedt, Liliana - 2005

Persistent link: https://www.econbiz.de/10003946317

Research on sustainable development with regard to the economic system and the energy system in Mainland China

Chen, Chang-Jie; Fu, Xiao-Feng; Ma, Xiao-Wei - In: International Journal of Global Energy Issues 22 (2004) 2/3/4, pp. 190-198

component analysis method, the complex development index and the harmonious development index of the energy system and the … ensuring the harmonious development between the energy system and the economic system. In this paper, using the principal …

Persistent link: https://www.econbiz.de/10011130241

Biomass production of 17 poplar clones in a short-rotation coppice culture on a waste disposal site and its relation to soil characteristics

Laureysens, Ilse; Bogaert, Jan; Blust, Ronny; … - Solvay Brussels School of Economics and Management, … - 2004

soil. A principal component analysis and multiple regression could not reveal an unambiguous impact of soil either, caused …

Persistent link: https://www.econbiz.de/10011011518

Estimating Poverty Over Time and Space: Construction of a time-variant poverty index for Costa Rica

Cavatassi, Romina; Davis, Benjamin; Lipper, Leslie - Food and Agriculture Organization (FAO), United Nations - 2004

component analysis (PCA) versus small area estimation. Next, reasons for choosing PCA and a description of its application both … Costa Rica. The paper first describes the two possible methods considered for the construction of a poverty map: principal …

Persistent link: https://www.econbiz.de/10005818734

A note on between-group PCA

Boulesteix, Anne-Laure (contributor) - 2004

analysis ; partial least squares ; principal component analysis …

Persistent link: https://www.econbiz.de/10002638734

Entrepreneurial chaos, entrepreneurial order and the dotcom bubble

Lewis, Patricia - In: e-Economy : rhetoric or business reality?, (pp. 28-43). 2004

Persistent link: https://www.econbiz.de/10002457247

The optimality of the centroid method

Choulakian, Vartan - In: Psychometrika 68 (2003) 3, pp. 473-475

Persistent link: https://www.econbiz.de/10005381712

Spatial Variability of Drought: An Analysis of the SPI in Sicily

Bonaccorso, B.; Bordi, I.; Cancelliere, A.; Rossi, G.; … - In: Water Resources Management 17 (2003) 4, pp. 273-296

Component Analysis was appliedto the SPI field.Results suggest that the entire Island is characterised by adrought variability … occurrence is estimated by means of theStandardized Precipitation Index (SPI). To study long-termdrought variability, a Principal …

Persistent link: https://www.econbiz.de/10010794261