Search Results - subject:"principal component analysis"

Asymmetric roles of macroeconomic variables in the real exchange rate : insights from U.S.-Korea data

Behera, Sarthak; Kim, Hyeongwoo; Kim, Soohyon - 2025

Persistent link: https://www.econbiz.de/10015340148

Eigenvalue tests for the number of latent factors in short panels

Fortin, Alain-Philippe; Gagliardini, Patrick; Scaillet, … - 2025

Persistent link: https://www.econbiz.de/10015339146

What do simple short-term models say about the latest economic trends in Russia?

Simola, Heli - 2025

We consider the applicability of simple statistical models to Russia's short-term economic trends in a wartime context. We develop several composite indicators combining economic variables to predict Russian GDP trends both before and after the invasion if Ukraine in 2022. In addition, our SVAR...

Persistent link: https://www.econbiz.de/10015401980

Portfolio margining using PCA latent factors

Du, Shengwu; Nesmith, Travis D. - 2025

Persistent link: https://www.econbiz.de/10015406665

Simultaneous nowcasting of Netherlands' macroeconomic trends and seasonal patterns based on Fourier analysis

Pijpers, Frank P.; Harlaar, Lucas; Brakel, Jan A. van den; … - 2025

Persistent link: https://www.econbiz.de/10015408522

New indicators for measuring financial conditions in a financially dollarized economy

Pérez Forero, Fernando - 2024

Persistent link: https://www.econbiz.de/10015165291

Does investor sentiment affect the Indian stock market? : evidence from Nifty 500 and other selected sectoral indices

Kamath, Aditi N.; Shenoy, Sandeep S.; Abhilash, Abhilash; … - In: Cogent economics & finance 12 (2024) 1, pp. 1-12

test the framed hypothesis, the study employs Principal Component Analysis and OLS regression. The results uncover that …

Persistent link: https://www.econbiz.de/10015394357

Optimizing data aggregation and clustering in Internet of things networks using principal component analysis and Q-learning

Bajpai, Abhishek; Verma, Harshita; Yadav, Anita - In: Data science and management : DSM 7 (2024) 3, pp. 189-196

-of-the-art machine-learning methods. In this study, we employed a novel approach that combines an extended version of principal component … analysis (PCA) and a reinforcement learning algorithm to achieve efficient clustering and data reduction. The primary …

Persistent link: https://www.econbiz.de/10015078068

On the forecastability of agricultural output

Kyriazi, Foteini; Xylangouras, Efthymios; Papadogonas, … - In: Review of Economic Analysis : REA 16 (2024) 4, pp. 443-467

The disruption of supply chain due to Covid-19 and the war in Ukraine, render the prediction of agricultural output a determinant factor of economic life. We consider the predictability of agricultural output based on a set of explanatory variables, that include agricultural input, prices and...

Persistent link: https://www.econbiz.de/10015386812

Equity markets and monetary policy surprises

Gupta, Mayank; Pawar, Amit; Kumar, Satyam; Borad, Abhinandan - 2024

Persistent link: https://www.econbiz.de/10014526606