MULTIVARIATE TIME-SERIES ANALYSIS OF BANK FINANCIAL BEHAVIOR

被引:6
|
作者
CRAMER, RH
MILLER, RB
机构
关键词
D O I
10.2307/2330640
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:1003 / 1017
页数:15
相关论文
共 50 条
  • [1] DYNAMIC MODELING OF MULTIVARIATE TIME-SERIES FOR USE IN BANK ANALYSIS
    CRAMER, RH
    MILLER, RB
    [J]. JOURNAL OF MONEY CREDIT AND BANKING, 1976, 8 (01) : 85 - 96
  • [2] Multivariate Financial Time-Series Prediction With Certified Robustness
    Li, Hui
    Cui, Yunpeng
    Wang, Shuo
    Liu, Juan
    Qin, Jinyuan
    Yang, Yilin
    [J]. IEEE ACCESS, 2020, 8 : 109133 - 109143
  • [3] PROCESS COMPONENTS FOR MULTIVARIATE TIME-SERIES ANALYSIS
    CROOKES, JG
    CROSTON, K
    SYPSAS, P
    [J]. JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 1980, 31 (04) : 325 - 330
  • [4] COGNITIVE MULTIVARIATE TIME-SERIES AND ITS ANALYSIS
    GREGSON, RAM
    [J]. ACTA PSYCHOLOGICA, 1978, 42 (04) : 277 - 291
  • [5] THE DISCRIMINANT-ANALYSIS OF MULTIVARIATE TIME-SERIES
    KRZYSKO, M
    [J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 1983, 29 (04) : 612 - 614
  • [6] Multivariate time-series analysis and diffusion maps
    Lian, Wenzhao
    Talmon, Ronen
    Zaveri, Hitten
    Carin, Lawrence
    Coifman, Ronald
    [J]. SIGNAL PROCESSING, 2015, 116 : 13 - 28
  • [7] Financial time-series analysis: a brief overview
    Chakraborti, A.
    Patriarca, M.
    Santhanam, M. S.
    [J]. ECONOPHYSICS OF MARKETS AND BUSINESS NETWORKS, 2007, : 51 - +
  • [8] ON THE USE OF TIME-SERIES ANALYSIS FOR FINANCIAL PREDICTION
    MELLON, WG
    [J]. JOURNAL OF FINANCE, 1964, 19 (02): : 170 - 185
  • [9] Financial time-series analysis with rough sets
    Yao, JingTao
    Herbert, Joseph P.
    [J]. APPLIED SOFT COMPUTING, 2009, 9 (03) : 1000 - 1007
  • [10] Unscented Kalman Filter for Noisy Multivariate Financial Time-Series Data
    Abdulkadir, Said Jadid
    Yong, Suet-Peng
    [J]. MULTI-DISCIPLINARY TRENDS IN ARTIFICIAL INTELLIGENCE, 2013, 8271 : 87 - 96