When can weak latent factors be statistically inferred?

By Jianqing Fan, Yuling Yan, Yuheng Zheng

Published 2024-07-04

Everscope rating

1822.2

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Principal Component Analysis. Problem types: Dimensionality Reduction, Time Series Analysis, Statistical Inference.

arXiv:2407.03616 · Paper rankings

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