Supervised kernel principal component analysis for forecasting
Authors:
- Puyi FangPFPuyi Fang
- Zhaoxing GaoZGZhaoxing Gao
- Ruey S. TsayRTRuey S. Tsay
- 3 August 2023
- journal article
- research article
- Published by Elsevier in Finance Research Letters
- Vol. 58
Abstract
No abstract availableKeywords
Funding Information
- National Natural Science Foundation of China (12201558)
- Booth School of Business, University of Chicago
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