Statistical and computational techniques for extraction of underlying systematic risk factors: a comparative study in the Mexican Stock Exchange

This paper compares the dimension reduction or feature extraction techniques, e.g., Principal Component Analysis, Factor Analysis, Independent Component Analysis, and Neural Networks Principal Component Analysis, which are used as techniques for extracting the underlying systematic risk factors driv...

Полное описание

Библиографические подробности

Опубликовано в::	Revista Finanzas y Política Económica
Главные авторы:	Rogelio Ladrón de Guevar-Cortés, Salvador Torra-Porras, Enric Monte-Moreno
Формат:	Artigo
Язык:	Inglês
Опубликовано:	Universidad Católica de Colombia 2021
Предметы:	Economía y Finanzas
Online-ссылка:	https://www.redalyc.org/articulo.oa?id=323572106006 https://www.redalyc.org/journal/3235/323572106006/ https://www.redalyc.org/journal/3235/323572106006/html/ https://www.redalyc.org/journal/3235/323572106006/323572106006.epub https://www.redalyc.org/journal/3235/323572106006/movil
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