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://www.econbiz.de, 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://www.econbiz.de, 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://www.econbiz.de, 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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015654277

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

Houssou, Vihotogbé; Carreau, Julie - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015440667

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://www.econbiz.de, 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://www.econbiz.de, 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://www.econbiz.de, 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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015329825

Constructing a financial conditions index for Zambia

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

Persistent link: https://www.econbiz.de, 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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015472076

Performance of pairs trading strategies based on principal component analysis methods

Sun, Yufei - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015455223

Portfolio margining using PCA latent factors

Du, Shengwu; Nesmith, Travis D. - 2025

Persistent link: https://www.econbiz.de, 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://www.econbiz.de, 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://www.econbiz.de, 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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015413429

Forecasting age distribution of deaths : cumulative distribution function transformation

Shang, Han Lin; Haberman, Steven - 2025

Persistent link: https://www.econbiz.de, 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://www.econbiz.de, 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://www.econbiz.de, 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://www.econbiz.de, 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://www.econbiz.de, 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://www.econbiz.de, 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://www.econbiz.de, 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://www.econbiz.de, 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://www.econbiz.de, 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://www.econbiz.de, 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://www.econbiz.de, 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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015401980

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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015065744

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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015071350

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

Kim, Hyeongwoo; Son, Jisoo - 2024

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

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://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015078068

The Economic Conditions Index for Romania (ECI-RO) and its signals during the recent crises

Tănase, Andrei; Pleșa, Georgiana; Sîrbu, Dragoș; … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014495847

Predictive power of U.S. macroeconomic factors for the dollar/won real exchange rate

Behera, Sarthak; Kim, Hyeongwoo; Kim, Soohyon - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014514179

Equity markets and monetary policy surprises

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

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014526606

Dimensionality reduction analysis of the renewable energy sector in Azerbaijan : nonparametric analyses of large datasets

Niftiyev, Ibrahim - 2024

Although the number of econometric analyses related to the renewable energy sector in Azerbaijan is increasing, studies on nonparametric dimensionality reduction are rather sparse. Principal component analysis (PCA) and multiple correspondence analysis (MCA) were chosen to fill this apparent...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015125542

New indicators for measuring financial conditions in a financially dollarized economy

Pérez Forero, Fernando - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015165291

Weighted compositional functional data analysis for modeling and forecasting life-table death counts

Shang, Han Lin; Haberman, Steven - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015110599

On the forecastability of agricultural output

Kyriazi, Foteini; Xylangouras, Efthymios; Papadogonas, … - 2024

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, ebvufind01.dmz1.zbw.eu/10015386812

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; … - 2024

Investor sentiment is the result of irrational speculations about the future asset values driven by the market participants. Though scholarly works on investor sentiment are evolving in both developed and emerging markets, the literature in the Indian context is relatively modest. To fill this...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015394357

A predictive analytics model with Bayesian-Optimized Ensemble Decision Trees for enhanced crop recommendation

Motamedi, Behnaz; Villányi, Balázs - 2024

Researchers have been working on developing new effective, reliable, and environmentally friendly crop recommendation systems. This study introduces a thorough framework for predicting crop recommendations by combining sophisticated machine learning (ML) classifiers with a multi-class...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015419131

An empirical wavelet transform-based approach for motion artifact removal in electroencephalogram signals

Nayak, Abhay B.; Shah, Aastha; Maheshwari, Shishir; … - 2024

Motion artifacts reduce the quality of information in the electroencephalogram (EEG) signals. In this study, we have developed an effective approach to mitigate the motion artifacts in EEG signals by using empirical wavelet transform (EWT) technique. Firstly, we decompose EEG signals into...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014543810

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

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

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015613724

On structurally grouped approximate factor models

Tu, Yundong; Wang, Baiqing - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015554929

A high-frequency financial conditions index for Norway

Bowe, Frida; Gerdrup, Karsten R.; Maffei-Faccioli, Nicolò - 2023

We have constructed a financial conditions index for Norway (FCIN). The FCIN offers a daily update on Norwegian financial conditions based on data from January 2003 on bank lending rates, bond spreads, the foreign exchange market, the stock market and the housing market. The index is constructed...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013484734

Principal component analysis

Greenacre, Michael J.; Groenen, Patrick J. F.; Hastie, … - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013556654

Forecasting net charge‐off rates of large U.S. bank holding companies using macroeconomic latent factors

Kim, Hyeongwoo; Son, Jisoo - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014249738

Tensor principal component analysis

Babii, Andrii; Ghysels, Eric; Pan, Junsu - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014284126

Show one more version 1

Tensor Principal Component Analysis

Babii, Andrii; Ghysels, Eric; Pan, Junsu - 2023

Book / Working Paper

Identifying Supply and Demand Shocks Using Dynamic Principal Component Analysis

Časta, Martin - 2023

This paper shows that the economy can be described by two factors: an inflationary demand factor and a deflationary supply factor. More specifically, our approach combines the use of several filtering techniques to extract business cycle fluctuations and dynamic principal components analysis...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014260332

Future Career in Hospitality Industry Based on Internship Experience : A Principal Component Analysis

Shetu, Samia Afrin; Sayeda, Takrima - 2023

The purpose of this research is to investigate the factors associated with internship programs and the relationships between internship experiences in tourism and hospitality industry and aspect of future career in the same industry. A principal component analysis was used to determine the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014263043