Sufficient forecasting using factor models

Keyphrases

• Factor Model 100%
• Predictive Score 100%
• Central Subspace 100%
• Simulation Study 50%
• Nonlinear Effects 50%
• Principal Coordinate Analysis (PCoA) 50%
• Asymptotic Properties 50%
• Forecasting Techniques 50%
• Macroeconomic Variables 50%
• Predictive Power 50%
• High-dimensional Factor Models 50%
• Natural Methods 50%
• Multiple Regression 50%
• High-dimensional Predictors 50%
• Projection Index 50%
• Nonparametric Prediction 50%
• Projected Principal Component Analysis 50%
• Projection Direction 50%
• Deep Learning Architectures 50%
• Semiparametric Factor Models 50%
• Sufficient Dimension Reduction 50%
• High-dimensional Regime 50%
• Linear Estimates 50%

Engineering

• Principal Components 100%
• Component Analysis 100%
• Dimensionality 50%
• Nonlinear Effect 50%
• Dimensional Factor 50%
• Linear Estimate 50%
• Deep Learning 50%

Economics, Econometrics and Finance

• Factor Model 100%
• Principal Components 50%
• Macroeconomic Variable 25%
• Time Series 25%