Search for dissertations about: "Ying Pang"
Found 1 swedish dissertation containing the words Ying Pang.
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1. Factor-Augmented Forecasting for High-Dimensional Data
Abstract : In this thesis, we take a critical look at the factor-augmented forecast models, when a large number of time series variables available can provide the vital information for prediction. We discuss how to describe the commonality and idiosyncrasy of high-dimensional data by a handful of factors in various levels, and how to improve the predictive performance using these factors as augmented predictors. READ MORE
Result pages:
1