搜索结果: 1-2 共查到“信息科学与系统科学 other factors”相关记录2条 . 查询时间(0.109 秒)
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Estimation of Common Factors for Microstructure Noise and Effcient Price in a High-frequency Dual Factor Model
高频双因子模型 微结构 噪声公因数 效率价格 估计
2023/4/17
We develop the Double Principal Component Analysis (DPCA) based on a dual factor structure for high-frequency intraday returns contaminated by microstructure noise. The dual factor structure allows a ...
We give some answers to the following question: If the binding number of a graph G is more than 1+(a-1)/b, does G have an [a,b]-factor?