A comparative study of Gaussian TFA learning and statistical tests on the factor number in APT

Proceedings of the International Joint Conference on Neural Networks

Volumn 3, Issue , 2002, Pages 2243-2248

  Chiu, Kai Chun ^a   Xu, Lei ^a  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EIGENVALUES AND EIGENFUNCTIONS; MATRIX ALGEBRA; RANDOM PROCESSES; STATE SPACE METHODS; STATISTICAL TESTS;

ARBITRAGE PRICING THEORY; TEMPORAL FACTOR ANALYSIS;

MAXIMUM LIKELIHOOD ESTIMATION;

EID: 0036082976     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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