Search Results - subject:"Singular value decomposition"

Modeling and forecasting daily electricity load curves: a hybrid approach

Cho, Haeran; Goude, Yannig; Brossat, Xavier; Yao, Qiwei - London School of Economics (LSE) - 2013

idea behind the proposed methodology is dimension reduction based on a singular value decomposition in a Hilbert space …

Persistent link: https://www.econbiz.de/10011071075

A Bayesian approach to modeling time-varying cointegration and cointegrating rank

Chua, Chew Lian; Tsiaplias, Sarantis - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 2, pp. 267-277

Persistent link: https://www.econbiz.de/10011894727

Singular value decomposition approaches in a correspondence analysis with the use of R

Brzezińska, Justyna - In: Folia oeconomica Stetinensia : FOS 18 (2018) 2, pp. 178-189

Persistent link: https://www.econbiz.de/10012159182

The Endogeneity of Optimum Currency Areas Criteria in the Context of Financial Crisis: Evidence from Time-Frequency Domain Analysis

Kapounek, Svatopluk; Poměnková, Jitka - Provozně ekonomická fakulta, Mendelova Univerzita v Brnĕ - 2012

The European integration process is theoretically supported by optimum currency area (OCA) theory which originates from debates about fixed versus flexible exchange rates, treating a common currency as the extreme case of a fixed exchange rate. The key issues of theoretical and empirical...

Persistent link: https://www.econbiz.de/10011149680

Extracting firm performance using a financial statement : a case study in Jordan

Aljarrah, Osama; Groof, Richard de - In: International journal of decision sciences, risk and … 7 (2017) 4, pp. 299-315

Persistent link: https://www.econbiz.de/10011976926

Estimating High Dimensional Covariance Matrices and its Applications

Bai, Jushan; Shi, Shuzhong - In: Annals of Economics and Finance 12 (2011) 2, pp. 199-215

Estimating covariance matrices is an important part of portfolio selection, risk management, and asset pricing. This paper reviews the recent development in estimating high dimensional covariance matrices, where the number of variables can be greater than the number of observations. The...

Persistent link: https://www.econbiz.de/10009278162

Estimating High Dimensional Covariance Matrices and its Applications

Bai, Jushan; Shi, Shuzhong - China Economics and Management Academy, Central … - 2011

Persistent link: https://www.econbiz.de/10009322490

Material handling improvement in warehouses by parts clustering

Moshref-Javadi, Mohammad; Lehto, Mark R. - In: International journal of production research 54 (2016) 13/14, pp. 4256-4271

Persistent link: https://www.econbiz.de/10011508632

Forecasting Thai mortality by using the Lee-Carter model

Natthasurang Yasungnoen; Pairote Sattayatham - In: Asia-Pacific journal of risk and insurance : APJRI 10 (2016) 1, pp. 91-105

Persistent link: https://www.econbiz.de/10011410554

Analysing voting behaviour in the United States banking sector through eigenvalue decomposition

Piñeiro Chousa, Juan Ramón; Vizcaíno-González, Marcos; … - In: Applied economics letters 23 (2016) 10/12, pp. 840-843

Persistent link: https://www.econbiz.de/10011628594