Functional dynamic factor models with application to yield curve forecasting

Social Sciences

• Forecasting 83%
• Application 33%
• Parameter 33%
• Pricing 33%
• Economic Theory 33%
• Data Analysis 16%
• Maturity 16%
• Statistical Inference 16%
• Profits 16%
• Evaluation 16%
• Portfolio Management 16%
• Conceptualization 16%
• Novels 16%
• Consistency 16%
• Attempt 16%
• Interpretation 16%

Economics, Econometrics and Finance

• Factor Model 100%
• Yield 50%
• Time Series 33%
• Expectation-Maximization Algorithm 33%
• Economics 33%
• Portfolio Selection 16%
• Consistency 16%
• Securities 16%
• Profit 16%

Computer Science

• Application 33%
• Algorithms 16%
• Functional Data Analysis 16%
• Universal Model 16%
• Smoothing Parameter 16%
• Portfolio Management 16%
• Computing 16%
• Contexts 16%