IPCA: Instrumented Principal Component Analysis 理论部分 或者这里: 张楚珩:【Paper】深度资产定价模型 上述形式有几个要点: 1、工具变量 \mathbf{Z} 时变,一般选择为基金的显式Characteristics。如果显式的Characteristics为 P 维,那么时不变的 \mathbf{\Gamma}_{P\times K} 本质上就是个特征(因子)选择矩阵,线...
ALS方法能够处理不平衡面板数据，提供稳定估计结果，同时考虑了数据的正常化条件，确保估计的唯一性。这一方法详细阐述于Bryan Kelly在2020年发表的《Instrumented Principal Component Analysis》一文中。
详情请参考: Instrumented Principal Component Analysis, Bryan Kelly, 2020 编辑于 2022-01-14 00:10 内容所属专栏 实证资产定价杂录 订阅专栏 Principal Component Analysis 多因子模型 资产定价(Asset Pricing) 赞同395 条评论 分享喜欢收藏申请转载 ...
Kelly, B., Pruitt, S., Su, Y., 2017. Instrumented principal component analysis. Working Paper.Kelly, B., Pruitt, S., Su, Y., 2017. Instrumented principal component analysis. Working Paper .Kelly, B. T., Pruitt, S. and Su, Y. (2017). Instrumented principal component analysis ....
The outermost thin layer of dead cells, stratum corneum (SC), is the principal component in the role of protecting skin inner tissue (Bowser & White, 1985; Bouwstra et al., 2003). However, with the increasing studies of dermal absorption, it has already been widely accepted that SC is...
Principal Component (PC) Analysis (A) was performed on the instrumented data extracting eight PC scores (ImPC) describing dynamic balance. The instrumented overall score (ImDGI) was then calculated as the sum of the mPCs. PCA revealed 2 components associated with stride features and regularity (...
principal component analysis and partial least squares regression, can be used to identify important influencing factors, and 2) propose a framework for predicting the failure rates based on the reported failures. The framework is illustrated with a case study based on the data collected from the ...
principal component analysis and partial least squares regression, can be used to identify important influencing factors, and 2) propose a framework for predicting the failure rates based on the reported failures. The framework is illustrated with a case study based on the data collected from the ...
inverse analysisresidual stress tensorThe residual stress tensor near the surface of a metal structural component or products of metallurgical processes (particularly welding) is considered in view of the estimation of its governing components. These are: the two principal stresses if the directions are...
Fault Tree Analysis (FTA) is an excellent tool for performing such evaluations of Safety Instrumented Systems. This well-known tool is easily applicable to the evaluation of SIS and provides numerous benefits to those who use it. The principal benefits include: 路A clear graphical representation ...