Data-Driven Dynamic Factor Modeling via Manifold Learning

Fuente: arXiv

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Bibliographic Details
Main Authors:	Baker, Graeme, Capponi, Agostino, Sidaoui, J. Antonio
Format:	Preprint
Published:	2025
Subjects:	Machine Learning Probability 60J20 (Primary) 62H25, 37M99 (Secondary)
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2506.19945