A comparative study of Gaussian TFA learning and statistical tests on the factor number in APT
Refereed conference paper presented and published in conference proceedings

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AbstractThe recently developed TFA model is found to be useful for determining factor number h in classical financial APT analysis. In this paper, comparisons of factor number determination using different techniques will be shown. Results reveal that TFA is superior to MLFA as well as eigenvalue analysis.
All Author(s) ListChiu KC, Xu L
Name of ConferenceInternational Joint Conference on Neural Networks (IJCNN 02)
Start Date of Conference12/05/2002
End Date of Conference17/05/2002
Place of ConferenceHONOLULU
Country/Region of ConferenceUnited States of America
Pages2243 - 2248
LanguagesEnglish-United Kingdom
Web of Science Subject CategoriesComputer Science; Computer Science, Artificial Intelligence; Computer Science, Theory & Methods; Engineering; Engineering, Electrical & Electronic

Last updated on 2020-26-05 at 00:13