Economic Index Forecasting via Multi-scale Recursive Dynamic Factor Analysis.

Haoyi Yuan Yang Yuan H. C. Wu Yuexian Zou

Published in: AIMS (2018)

Keyphrases

factor analysis
multiscale
component analysis
independent component analysis
discriminant analysis
cluster analysis
matrix factorization
portfolio optimization
correspondence analysis
automatic model selection
neural network
machine learning
face recognition
short term
statistical tests