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Uncovering Residual Factors in Financial Time Series via PCA and MTP2-constrained Gaussian Graphical Models

Fuente: arXiv

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Bibliographic Details
Main Authors:	Watanabe, Koshi, Ozaki, Ryota, Imajo, Kentaro, Hirano, Masanori
Format:	Preprint
Published:	2026
Subjects:	Computational Engineering, Finance, and Science
Online Access:	Acceder al recurso
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