Search Results - subject_exact:"Hauptkomponentenanalyse"

Robust functional principal component analysis for detecting anomalous behaviors in electricity markets

Bernardi, Mara Sabina; Cerasa, Andrea; Grossi, Luigi; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015627091

Multidimensional measures of quality of life : a comparison of methods using U.S. county-level data

Cheng, Yang; Conroy, Tessa; Deller, Steven C. - 2026

There are numerous measures of place-based quality of life, accompanied by ongoing debate over which factors should be included. Past studies have predominately relied on aspatial, subjectively weighted combinations of different place-based characteristics. Little attention has been given to the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015638967

Making sense of labor-market indicators amid data imperfections

Brave, Scott A.; Crust, Erin E.; Eusepi, Stefano; … - 2026

Interpreting real-time labor market conditions is challenging because commonly used indicators are noisy, revised over time, and often send conflicting signals. In practice, policymakers and market participants describe labor market developments using a shared narrative language centered on...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015647170

A data-driven problem for integrating carbon-sensitive pricing into inventory optimization

Zemzami, Maria; Duong, Van Tien; Nguyen Nhan Quy; … - 2026

In the face of increasingly stringent carbon regulations and volatile energy markets, integrating environmental constraints into inventory optimization problems raises crucial questions: Is it always economically justified? And what level of problem complexity is appropriate? This paper proposes...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015654277

Multivariate statistical analysis of the seismic activity in Morocco using PCA and K-Means clustering

Baraka, Achraf Chakir; Baraka, Kaoutar; Rahmaoui, Mehdi; … - 2026

The rise in seismic waves in Morocco within the last five years prompted an accurate multivariate analysis based on such statistical methods as the classification by the K-Means algorithm and principal component analysis (PCA) of seismic wave quantitative variables for Morocco. The adopted...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015667510

New tests of equal forecast accuracy for factor-augmented regressions with weaker loadings

Margaritella, Luca; Stauskas, Ovidijus - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015668482

The diversification of multidimensional liquidity across stock markets

Trang Thi Thanh Chu; Nguyen Duc Trung - 2026

This study aims to analyze the diverse relationships between liquidity measures in markets and then construct a multidimensional liquidity index (LI) for the stock market by systematically integrating multiple aspects of liquidity to enhance the explanatory power of liquidity...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015669182

How do US business conditions respond to climate risks?

Ahmed, Walid M. A.; Sleem, Mohamed A. E.; Al-Masafri, Amal - 2026

Climate change has become a major macroeconomic challenge with profound implications for the real economy. This study examines the influence of perceived climate-related risks, proxied by news-based indices capturing media attention to global warming, natural disasters, US climate policy, and...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015676468

From news to noise : does media sentiment drive stock market volatility?

Nel, Pieter S.; Van Eyden, Reneé - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015613724

On structurally grouped approximate factor models

Tu, Yundong; Wang, Baiqing - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015554929

Spatial pattern regression for gridded meteorological data : a precipitation and temperature case study

Houssou, Vihotogbé; Carreau, Julie - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015440667

Tax capacity assessment and performance : a within state analysis

Vishnu Vivek M; Murugesan, Punniyamoorthy; Lavanya, V. - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016059465

Financial conditions and economic activity : the case of Türkiye

Ergül, Özgür; Günay, Mahmut - 2025

This study conducts a comprehensive analysis of the effects of changes in financial conditions on the economy of Türkiye, for which financial conditions indices were constructed. To examine possible changes in the relationship between financial conditions and the real economy due to the unique...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015334522

Eigenvalue tests for the number of latent factors in short panels

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

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015339146

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://ebvufind01.dmz1.zbw.eu/10015340148

Show one more version 1

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

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

Book / Working Paper

New rank-based tests and estimators for common primitive shocks

Carlini, Federico; Rubin, Mirco; Vallarino, Pierluigi - 2025 - This version: February 28, 2025

We propose a new rank-based test for the number of common primitive shocks, q, in large panel data. After estimating a VAR(1) model on r static factors extracted by principal component analysis, we estimate the number of common primitive shocks by testing the rank of the VAR residuals'...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015329825

Constructing a financial conditions index for Zambia

Musonda, Gabriel; Mwananshiku, Christabel; Wakumelo, Mataa - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015417917

From macro to micro : enhancing real GDP predictions through business tendency and bank loans surveys

Cepni, Oguzhan; Emirmahmutoglu, Furkan - 2025

This study examines how effectively common factors, extracted using both the partial least squares method and principal component analysis from the business tendency survey and the banking loan tendency survey, can predict Turkiye's economic growth. The findings indicate that integrating this...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015472076

Performance of pairs trading strategies based on principal component analysis methods

Sun, Yufei - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015455223

Portfolio margining using PCA latent factors

Du, Shengwu; Nesmith, Travis D. - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/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://ebvufind01.dmz1.zbw.eu/10015408522

Life is more satisfying when evaluated as a whole : a principal component analysis of Mexicans' subjective well-being

Martínez-Sermen̄o, Flor; Sheargren, Powell; Rivera, Rafael - 2025

For decades, there has been consensus that measures of well-being must move past readily available economic data, and newer measurements of well-being are often obtained through individual questions or questionnaires. Despite being more accessible to compare person to person, recent trends have...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015412079

A multidimensional financial inclusion index for Ethiopia

Arebo, Mohammed Jatoro; Hando, Filmon Hadaro; Mekonnen, … - 2025

This study develops a multi-dimensional composite index to measure financial inclusion in Ethiopia, using a two-stage Principal Component Analysis based on ten traditional and five digital indicators from 2015 to 2023. The results reveal a significant increase in Ethiopia's financial inclusion...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015413429

Forecasting age distribution of deaths : cumulative distribution function transformation

Shang, Han Lin; Haberman, Steven - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015432087

Modeling age-to-age development factors in auto insurance through principal component analysis and temporal clustering

Xie, Shengkun; Gan, Chong - 2025

The estimation of age-to-age development factors is fundamental to loss reserving, with direct implications for risk management and regulatory compliance in the auto insurance sector. The precise and robust estimation of these factors underpins the credibility of case reserves and the effective...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015436590

Classification of Latin American and Caribbean countries based on multidimensional development indicators : a multivariate empirical analysis

Mendoza-Mendoza, Adel; Visbal-Cadavid, Delimiro; … - 2025

This study develops a multidimensional classification of Latin American and Caribbean countries based on a multidimensional set of economic, social, technological, and environmental indicators. This study develops a multidimensional assessment of the performance of Latin American and Caribbean...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015439162

Spatiotemporal patterns and prediction of multi-region house prices via functional mixed effects model

Chen, Yilin; Zheng, Haitao - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015445808

Advancing financial instruments and market trading framework for local solar power hedging with principal component derivatives

Matsumoto, Takuji; Yamada, Yuji - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015609090

Tracking the operational transmission of monetary policy in Rwanda : a novel PCA-based approach

Kamali, Ivan; Dushime, Christian; Nyabagabo, Tercy - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015595689

Tracking Pillar 2 adjustments through macroeconomic factors : insights from PCA and BVAR

Baškot, Bojan; Lazarević, Milan; Erić, Ognjen; … - 2025

This paper investigates the systemic macroeconomic determinants of Pillar 2 Requirements (P2R) imposed by the European Central Bank (ECB) under the Single Supervisory Mechanism (SSM). While P2R is formally calibrated at the individual bank level through the Supervisory Review and Evaluation...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015556398

An empirical analysis of spot and forward interest rates in seven European countries via principal component analysis and the Malliavin-Mancino method

Liu, Nien-Lin; Suzuki, Ryoichi - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015589658

Dynamic return scenario generation approach for large-scale portfolio optimisation framework

Neděla, David; Ortobelli Lozza, Sergio; Tichý, Tomáš - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015589859

PCA-ICA-LSTM : a hybrid deep learning model based on dimension reduction methods to predict S&P 500 index price

Sarıkoç, Mehmet; Celik, Mete - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015590240

Hierarchical house price model incorporating geographical and macroeconomic factors : evidence from Australia

Lyu, Lingfeng; Shen, Yang; Sherris, Michael; Zivey, Jonathan - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015651855

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://ebvufind01.dmz1.zbw.eu/10015401980

On the correlation and predictability of topological measures in transportation networks

Milani, Rudy; Nistor, Marian Sorin; Moll, Maximilian; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015675561

High dimensional factor analysis with weak factors

Choi, Jungjun; Yuan, Ming - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016084256

Nonstationary functional time series forecasting

Shang, Han Lin; Yang, Yang - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015464647

On the different impact of local and national sources of policy uncertainty on sectoral stock volatility

Sabani, Nazmie; Bales, Stephan; Burghof, Hans-Peter - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015065744

Iterative Complement-clustering PCA : uncovering latent industry structures in stock returns

Bi, Daning; Chang, Le; Yang, Yanrong - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015472890

Decoding the future : proposing an interpretable machine learning model for hotel occupancy forecasting using principal component analysis

Contessi, Daniele; Viverit, Luciano; Pereira, Luis Nobre; … - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015071350

Forecasting mortality rates with functional signatures

Zhong Jing Yap; Dharini Pathmanathan; Dabo-Niang, Sophie - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015450023

What charge-off rates are predictable by macroeconomic latent factors?

Kim, Hyeongwoo; Son, Jisoo - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015083505

Show 2 more versions 2

What charge‐off rates are predictable by macroeconomic latent factors?

Kim, Hyeongwoo; Son, Jisoo - 2024

Book / Working Paper

What charge‐off rates are predictable by macroeconomic latent factors?

Kim, Hyeongwoo; Son, Jisoo - 2023

Book / Working Paper

What have been driving India's economic growth? : an empirical analysis

Dogga, Satyanarayana Murthy; Kuruva, Mahendra Babu; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015433983

Exact and approximation algorithms for sparse principal component analysis

Li, Yongchun; Xie, Weijun - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015434715

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

Bajpai, Abhishek; Verma, Harshita; Yadav, Anita - 2024

The Internet of things (IoT) is a wireless network designed to perform specific tasks and plays a crucial role in various fields such as environmental monitoring, surveillance, and healthcare. To address the limitations imposed by inadequate resources, energy, and network scalability, this type...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015078068