Research on Systemic Risk Measurement Based on Factor Analysis.
Ying KangYuan BianDesheng WuPublished in: CYBCONF (2019)
Keyphrases
- factor analysis
- portfolio optimization
- correlation analysis
- component analysis
- portfolio management
- independent component analysis
- discriminant analysis
- cluster analysis
- risk management
- statistical tests
- correspondence analysis
- latent factors
- automatic model selection
- clustering method
- neural network
- active learning
- real world