Login / Signup
Improved scalability and risk factor proxying with a two-step principal component analysis for multi-curve modelling.
Philip J. Atkins
Mark Cummins
Published in:
Eur. J. Oper. Res. (2023)
Keyphrases
</>
risk factors
principal component analysis
risk assessment
principal components
high risk
endpoints
low dimensional
independent component analysis
covariance matrix
risk management
statistical methods
dimensionality reduction
face recognition
neural network
b spline
object oriented
management system
machine learning