Bibliographies thématiques / Multifactor analysis

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Littérature scientifique sur le sujet « Multifactor analysis »

Auteur : Grafiati
Publié le 7 juin 2025
Mis à jour le 2 août 2025

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Articles de revues sur le sujet "Multifactor analysis"

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Luu, Khoa, Marios Savvides, Tien D. Bui, and Ching Y. Suen. "Compressed Submanifold Multifactor Analysis." IEEE Transactions on Pattern Analysis and Machine Intelligence 39, no. 3 (2017): 444–56. http://dx.doi.org/10.1109/tpami.2016.2554107.

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Good, Phillip I. "Analysis of MultiFactor Experimental Designs." Journal of Modern Applied Statistical Methods 8, no. 2 (2009): 355–59. http://dx.doi.org/10.22237/jmasm/1257033660.

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Peltomäki, Jarkko. "Investment styles and the multifactor analysis of market timing skill." International Journal of Managerial Finance 13, no. 1 (2017): 21–35. http://dx.doi.org/10.1108/ijmf-04-2015-0095.

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Purpose The purpose of this paper is to present and demonstrate how the use of a multifactor model in the analysis of market timing skill can be misleading because the use of a multifactor model does not suit all investment styles equally well. If the factors of the analysis model do not span the portfolio holdings of a fund with less conventional investment strategy, the use of a multifactor model may even deteriorate the overall inference in measuring the market timing skill of a large sample of funds. Design/methodology/approach This study investigates the limitations of multifactor models
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Aleksandrov, M. T., E. N. Vasil’ev, A. V. Lebedev, G. P. Kuz’min, E. M. Khokhlov, and M. I. Voropaeva. "Multifactor analysis in laser fluorescence diagnostics." Journal of Communications Technology and Electronics 52, no. 4 (2007): 457–61. http://dx.doi.org/10.1134/s1064226907040110.

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Kao, Jehng-Jung, and Hung-Yue Lin. "Multifactor Spatial Analysis for Landfill Siting." Journal of Environmental Engineering 122, no. 10 (1996): 902–8. http://dx.doi.org/10.1061/(asce)0733-9372(1996)122:10(902).

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Dermody, Orla. "Mucking through multifactor experiments; design and analysis of multifactor studies in global change research." New Phytologist 172, no. 4 (2006): 598–600. http://dx.doi.org/10.1111/j.1469-8137.2006.01921.x.

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Garcia Gaona, Robinson Alexander, and Carlos Andres Zapata Quimbayo. "Multifactorial Heath-Jarrow-Morton model using principal component analysis." International Journal of Electrical and Computer Engineering (IJECE) 14, no. 1 (2024): 566. http://dx.doi.org/10.11591/ijece.v14i1.pp566-573.

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In this study, we propose an implementation of the multifactor Heath-Jarrow-Morton (HJM) interest rate model using an approach that integrates principal component analysis (PCA) and Monte Carlo simulation (MCS) techniques. By integrating PCA and MCS with the multifactor HJM model, we successfully capture the principal factors driving the evolution of short-term interest rates in the US market. Additionally, we provide a framework for deriving spot interest rates through parameter calibration and forward rate estimation. For this, we use daily data from the US yield curve from June 2017 to Dece
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Alexander, Garcia Gaona Robinson, and Zapata Quimbayo Carlos Andres. "Multifactorial Heath-Jarrow-Morton model using principal component analysis." International Journal of Electrical and Computer Engineering (IJECE) 14, no. 1 (2024): 566–73. https://doi.org/10.11591/ijece.v14i1.pp566-573.

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In this study, we propose an implementation of the multifactor Heath-Jarrow- Morton (HJM) interest rate model using an approach that integrates principal component analysis (PCA) and Monte Carlo simulation (MCS) techniques. By integrating PCA and MCS with the multifactor HJM model, we successfully capture the principal factors driving the evolution of short-term interest rates in the US market. Additionally, we provide a framework for deriving spot interest rates through parameter calibration and forward rate estimation. For this, we use daily data from the US yield curve from June 2017 to Dec
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Chib, Siddhartha, and Bakhodir Ergashev. "Analysis of Multifactor Affine Yield Curve Models." Journal of the American Statistical Association 104, no. 488 (2009): 1324–37. http://dx.doi.org/10.1198/jasa.2009.ap08029.

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Wu, Xueping. "A conditional multifactor analysis of return momentum." Journal of Banking & Finance 26, no. 8 (2002): 1675–96. http://dx.doi.org/10.1016/s0378-4266(01)00179-0.

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Thèses sur le sujet "Multifactor analysis"

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Kapoor, Deepa. "Bayesian design and analysis of small multifactor industrial experiments." Thesis, Queen Mary, University of London, 2011. http://qmro.qmul.ac.uk/xmlui/handle/123456789/1270.

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Unreplicated two level fractional factorial designs are a common type of experimental design used in the early stages of industrial experimentation. They allow considerable information about the e ects of several factors on the response to be obtained with a relatively small number of runs. The aim of this thesis is to improve the guidance available to experimenters in choosing a good design and analysing data. This is particularly important when there is commercial pressure to minimise the size of the experiment. A design is usually chosen based on optimality, either in terms of a variance cr
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Sanders, Margaret. "Multifactor Models of Ordinal Data: Comparing Four Factor Analytical Methods." The Ohio State University, 2014. http://rave.ohiolink.edu/etdc/view?acc_num=osu1388745127.

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Roy, Samuel, and Jakob Jönsson. "Analysing multifactor investing & artificial neural network for modern stock market prediction." Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Företagsekonomi, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-43875.

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In this research we investigate the relationship between multifactor investing and Artificial Neural Network (ANN) and contribute to modern stock market prediction. We present the components for multifactor investing i.e. value, quality, size, low volatility & momentum as well as a methodology for ANN which provides the theory for the results. The return for the multifactor funds tested in this research is recorded below the benchmark used. However, the factors do have a dynamic relationship when testing for correlation and the multifactor regression analysis showed a high explanatory powe
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MIGLIETTA, FEDERICA. "Socially responsible investments in continental Europe: a multifactor style analysis à la Fama and French." Doctoral thesis, Università Bocconi, 2005. http://hdl.handle.net/11565/4050386.

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Martin, Dale Frederick Hosking. "Improving the Detection of Narcissistic Transformational Leaders with the Multifactor Leadership Questionnaire: An Item Response Theory Analysis." ScholarWorks, 2011. https://scholarworks.waldenu.edu/dissertations/849.

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Narcissistic transformation leaders have inflicted severe physical, psychological, and financial damage on individuals, institutions, and society. Multifactor Leadership Questionnaire (MLQ) has shown promise for early detection of narcissistic leadership tendencies, but selection criteria have not been established. The purpose of this quantitative research was to determine if item response theory (IRT) could advance the detection of narcissistic leadership tendencies using an item-level analysis of the 20 transformational leadership items of the MLQ. Three archival samples of subordinates from
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Ladrón, de Guevara Cortés Rogelio. "Techniques For Estimating the Generative Multifactor Model of Returns in a Statistical Approach to the Arbitrage Pricing Theory. Evidence from the Mexican Stock Exchange." Doctoral thesis, Universitat de Barcelona, 2016. http://hdl.handle.net/10803/386545.

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This dissertation focuses on the estimation of the generative multifactor model of returns on equities, under a statistical approach of the Arbitrage Pricing Theory (APT), in the context of the Mexican Stock Exchange. Therefore, this research takes as frameworks two main issues: (i) the multifactor asset pricing models, specially the statistical risk factors approach, and (ii) the dimension reduction or feature extraction techniques: Principal Component Analysis, Factor Analysis, Independent Component Analysis and Non-linear Principal Component Analysis, utilized to extract the underlying syst
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Benabou, Daniel. "Modelagem de curva futura de energia elétrica utilizando o modelo HJM Multifatorial aplicada ao mercado brasileiro de energia elétrica." reponame:Repositório Institucional do FGV, 2018. http://hdl.handle.net/10438/24786.

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Submitted by Daniel Benabou (dbenabas@gmail.com) on 2018-09-24T14:05:05Z No. of bitstreams: 1 Daniel Benabou - Final.pdf: 1509370 bytes, checksum: b5f974a956000f0474b19f3aa92f13db (MD5)<br>Approved for entry into archive by Joana Martorini (joana.martorini@fgv.br) on 2018-09-24T15:01:39Z (GMT) No. of bitstreams: 1 Daniel Benabou - Final.pdf: 1509370 bytes, checksum: b5f974a956000f0474b19f3aa92f13db (MD5)<br>Approved for entry into archive by Isabele Garcia (isabele.garcia@fgv.br) on 2018-09-24T20:11:14Z (GMT) No. of bitstreams: 1 Daniel Benabou - Final.pdf: 1509370 bytes, checksum: b5f974a
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Xie, Shuichang. "A REGIME SWITCHING MULTIFACTOR MODEL FOR THE STOCK AND BOND RETURNS." 2012. http://hdl.handle.net/10222/15424.

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In contrast to the studies of constant or time-varying correlations between stock and bond returns, in this thesis, I explore the regime-dependent correlations between stock and bond returns. Specifically, I start with a comprehensive asset pricing model, i.e., a regime-switching multifactor model, and then investigate the regime-dependent correlations between stock and bond returns. Based on the BIC, the number of regimes in the regime-switching model is optimally determined to be two. For the two regimes, the directions of the regime-dependent correlations appear to be significantly differen
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Géczy, Christopher C. "Some generalized tests of mean-variance efficiency and multifactor model performance /." 1999. http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&res_dat=xri:pqdiss&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&rft_dat=xri:pqdiss:9943066.

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"Application Of Multifactor Dimensionality Reduction To Genetic Data In Combination With Fmri Voxels For Integrated Analysis And Classification Of Schizophrenia Patients." Tulane University, 2014.

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Livres sur le sujet "Multifactor analysis"

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Kapetanios, G. Panels with nonstationary multifactor error structures. IZA, 2006.

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Daniel, Cuthbert. Fitting equations to data: Computer analysis of multifactor data, second edition. Wiley, 1999.

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Apostolides, Anthony D. Estimation and analysis of multifactor productivity in truck transportation, 1987-2003. U.S. Dept. of Transportation, Research and Innovative Technology Administration, Bureau of Transportation Statistics, Office of Advanced Studies, 2009.

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Cas, Alexandra. On concepts and measures of multifactor productivity in Canada, 1961-1980. Cambridge University Press, 1991.

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Stone, Paula. Transformational leadership in principals: An analysis of the multifactor leadership questionnaire results. Educational Resources Information Center, 1992.

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Apostolides, Anthony D. An analysis of labor and multifactor productivity in air transportation: 1990-2001. U.S. Dept. of Transportation, Bureau of Transportation Statistics, Office of Advanced Studies, 2002.

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Guerrieri, Luca. Investment-specific and multifactor productivity in multi-sector open economies: Data and analysis. Federal Reserve Board, 2005.

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Cas, Alexandra, and Thomas K. Rymes. On Concepts and Measures of Multifactor Productivity in Canada, 1961-1980. Cambridge University Press, 2011.

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Cas, Alexandra, and Thomas K. Rymes. On Concepts and Measures of Multifactor Productivity in Canada, 1961-1980. Cambridge University Press, 2009.

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RANGANATHAN, VINAY, and E. ESWARA REDDY. A STUDY ON LEADERSHIP STYLES OF PRINCIPALS AND ORGANIZATIONAL COMMITMENT OF TEACHERS IN SECONDARY SCHOOLS OF BENGALURU CITY. Jupiter Publications Consortium, 2023. http://dx.doi.org/10.47715/jpc.b.978-93-91303-72-3.

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The problem statement of the study was to compare the educational leadership behaviours of government and private school principals in Bengaluru city and to understand the organizational commitment of teachers in relation to demographic variables. The objectives were i) to study perceptions of secondary school teachers on the leadership styles of their Principals ii) to compare the differences in leadership attributes between government and private school principals in select schools of Bengaluru city iii) to study the influence of demographic variables on the organizational commitment of the
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Chapitres de livres sur le sujet "Multifactor analysis"

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Murphy, Kevin, and Brett Myors. "Multifactor ANOVA Designs." In Statistical Power Analysis, 5th ed. Routledge, 2023. http://dx.doi.org/10.4324/9781003296225-7.

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Christensen, Ronald. "Multifactor Analysis of Variance." In Springer Texts in Statistics. Springer New York, 1987. http://dx.doi.org/10.1007/978-1-4757-1951-2_7.

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Christensen, Ronald. "Multifactor Analysis of Variance." In Springer Texts in Statistics. Springer New York, 1996. http://dx.doi.org/10.1007/978-1-4757-2477-6_7.

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Christensen, Ronald. "Multifactor Analysis of Variance." In Springer Texts in Statistics. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-32097-3_7.

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Christensen, Ronald. "Multifactor Analysis of Variance." In Springer Texts in Statistics. Springer New York, 2011. http://dx.doi.org/10.1007/978-1-4419-9816-3_7.

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Christensen, Ronald. "Multifactor Analysis of Variance." In Springer Texts in Statistics. Springer New York, 2002. http://dx.doi.org/10.1007/978-0-387-21544-0_7.

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Kariya, Takeaki. "Multifactor Models and their Applications." In Quantitative Methods for Portfolio Analysis. Springer Netherlands, 1993. http://dx.doi.org/10.1007/978-94-011-1721-0_7.

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Moore, Jason H., and Peter C. Andrews. "Epistasis Analysis Using Multifactor Dimensionality Reduction." In Methods in Molecular Biology. Springer New York, 2014. http://dx.doi.org/10.1007/978-1-4939-2155-3_16.

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Schoenmaker, Dirk, and Willem Schramade. "Risk-Return Analysis." In Springer Texts in Business and Economics. Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-031-35009-2_12.

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AbstractRisk-return analysis is central to financial decision-making. The basic idea is that risk-averse investors ask compensation for higher risk, in the form of a risk premium on risky assets. The key insight of portfolio theory is that a company’s risk, at least as measured by the distribution of its historical stock returns, can be split into systematic or market-wide risk and idiosyncratic risk. As idiosyncratic risk can be diversified away in a portfolio, investors are only rewarded with a risk premium for the market risk component. This is the beta of the Capital Asset Pricing Model. B
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Karayianni, Katerina, Ioannis Valavanis, Keith Grimaldi, and Konstantina Nikita. "Multifactor Dimensionality Reduction for the Analysis of Obesity in a Nutrigenetics Context." In Lecture Notes in Computer Science. Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-30448-4_29.

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Actes de conférences sur le sujet "Multifactor analysis"

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Park, Sung Won, and Marios Savvides. "Multifactor analysis based on factor-dependent geometry." In 2011 IEEE Conference on Computer Vision and Pattern Recognition (CVPR). IEEE, 2011. http://dx.doi.org/10.1109/cvpr.2011.5995397.

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Sudakova, Anastasia E., and Andrey A. Tarasyev. "Development of multifactor dynamic model of forecasting of scientific migration." In INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS ICNAAM 2019. AIP Publishing, 2020. http://dx.doi.org/10.1063/5.0027280.

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Pollak, Frantisek, Katarina Belovodska, and Bozka Malinak. "Multifactor Analysis of Online Reputation of Slovak Teaching Hospitals." In 36. mednarodna konferenca o razvoju organizacijskih znanosti, Portorož, Slovenija / 36th International Conference on Organizational Science Development, Portorož, Slovenia. Univerzitetna založba Univerze v Mariboru / University of Maribor Press, 2017. http://dx.doi.org/10.18690/978-961-286-020-2.62.

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Yang Li, Yangzhou Du, and Xueyin Lin. "Kernel-based multifactor analysis for image synthesis and recognition." In Tenth IEEE International Conference on Computer Vision (ICCV'05) Volume 1. IEEE, 2005. http://dx.doi.org/10.1109/iccv.2005.131.

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Nagaraju, A., M. Ajith Kumar reddy, CH Venugopal reddy, and R. Mohandas. "Multifactor Analysis to Predict Best Crop using Xg-Boost Algorithm." In 2021 5th International Conference on Trends in Electronics and Informatics (ICOEI). IEEE, 2021. http://dx.doi.org/10.1109/icoei51242.2021.9452918.

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Vo, Luan, Xiao-Ping Zhang, and Fang Wang. "Multifactor systematic risk analysis based on Piecewise Mean Reverting model." In 2013 IEEE Global Conference on Signal and Information Processing (GlobalSIP). IEEE, 2013. http://dx.doi.org/10.1109/globalsip.2013.6737105.

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Wang, Yuefan, Zhongquan Gu, Yuhao Liu, and Lihao Wu. "A study of multifactor quantitative analysis of sports game trends." In ICSCIS 2024: 2024 International Conference on Smart City and Information System. ACM, 2024. http://dx.doi.org/10.1145/3685088.3685179.

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Liu, Xin, Oleg Baturin, and Grigorii Popov. "Research on Multifactor Analysis Method for Thermodynamic Calculation of Turbofan Engine." In SIUSAI 2024: 2024 3rd International Symposium on Intelligent Unmanned Systems and Artificial Intelligence. ACM, 2024. http://dx.doi.org/10.1145/3669721.3674532.

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Lepe, Melissa, Marek Homola, Clement Li, et al. "Multifactor Analysis of Operational Factors Contributing to Aircraft Overflight Noise Variation." In AIAA SCITECH 2025 Forum. American Institute of Aeronautics and Astronautics, 2025. https://doi.org/10.2514/6.2025-2004.

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Yang, Cheng-Hong, Sin-Hua Moi, Li-Yeh Chuang, and Yu-Da Lin. "New Evaluation Measures for Multifactor Dimensionality Reduction in SNP-SNP Interaction Analysis." In 2020 IEEE 20th International Conference on Bioinformatics and Bioengineering (BIBE). IEEE, 2020. http://dx.doi.org/10.1109/bibe50027.2020.00036.

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Rapports d'organisations sur le sujet "Multifactor analysis"

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AN ANALYTICAL METHOD FOR EVALUATING THE DEFLECTION AND LOAD-BEARING AND ENERGY ABSORPTION CAPACITY OF ROCKFALL RING NETS CONSIDERING MULTIFACTOR INFLUENCE. The Hong Kong Institute of Steel Construction, 2022. http://dx.doi.org/10.18057/ijasc.2022.18.3.1.

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In this study, an analytical method for evaluating the structural performance, including maximum deflection, load-bearing, and energy absorption capacity of a steel wire-ring net, was proposed to effectively design the ring net of the flexible barrier systems. Puncture tests of the ring nets and two-point traction tests of the three-ring chains with various wire-ring specifications were conducted. Correlation analysis was used to test the results between ring nets and chains, revealing that three structural performance indicators of the test specimens were strongly related. The ring net’s stru
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