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Reduced-order autoregressive dynamics of a complex financial system: a PCA-based approach

Fuente: arXiv

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Bibliographic Details
Main Authors:	Khalilian, Pouriya, Azizi, Sara, Amiri, Mohammad Hossein, Firouzjaee, Javad T.
Format:	Preprint
Published:	2022
Subjects:	Statistical Finance Artificial Intelligence
Online Access:	Acceder al recurso
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