Factor regression model

Known as: Factor regression

The factor regression model, or hybrid factor model, is a special multivariate model with the following form. where, is the -th (known) observation…

Papers overview

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2015

The analysis of large scale data logged from complex cyber-physical systems, such as microgrids, often entails the discovery of…

2014

ABSTRACT We propose a conditional density filtering (C-DF) algorithm for efficient online Bayesian inference. C-DF adapts MCMC…

2013

In recent years there have been numerous reports of a significant reduction in mortality in patients carrying «threatened» two…

2012

In this paper, a sound quality indices for the evaluation of vehicle intake and exhaust noise were developed through a…

2011

This paper aims to achieve gains in forecasting performance resulting from combination by incorporating information of the…

2009

2008

Housing investment is largely undiversified and differs from financial assets (e.g., stocks) in that it serves the dual purpose…

Highly Cited

2008

Highly Cited

2008

We propose a nonparametric Bayesian factor regression model that accounts for uncertainty in the number of factors, and the…

2007

We analyze common factors that affect returns on S&P 500 index options and find that 93% of the variation in option returns can…

2005