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...

ver descrição completa

Detalhes bibliográficos

Publicado no:	Revista Finanzas y Política Económica
Principais autores:	Rogelio Ladrón de Guevar-Cortés, Salvador Torra-Porras, Enric Monte-Moreno
Formato:	Artigo
Idioma:	Inglês
Publicado em:	Universidad Católica de Colombia 2021
Assuntos:	Economía y Finanzas
Acesso em linha:	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
Tags:	Adicionar Tag Sem tags, seja o primeiro a adicionar uma tag!