In this paper, a scaled independent component analysis (sICA) method is proposed for finding potential factors with more predictive power. The core idea is to improve the predictive effect of the model by giving more weight to those variables with stronger predictive power before estimating the...

Exploratory factor analysis is a complex and multivariate statistical technique commonly employed in information system, social science, education and psychology. This paper intends to provide a simplified collection of information for researchers and practitioners undertaking exploratory factor...

This study investigates determinants of Egyptian SMEs financial failure predictability based on a sample of 32 failure SMEs and 28 non-failure SMEs for the period 2013 and 2019. The determinants of SMEs financial failure are categorized into four groups; Working Capital, Asset Structure,...

The extent to which push and pull factors affect international capital flows is widely debated. We contribute to this strand of literature by estimating the relative importance of push and pull factors for portfolio flows over a time span, encompassing the global financial crisis, the European...

A survey is provided dealing with the formulation of modelling problems for dynamic factor models, and the various algorithm possibilities for solving these modelling problems. Emphasis is placed on understanding requirements for the handling of errors, noting the relevance of the proposed...