Discovering and Modeling the Driving Forces of Multidimensional Scales with Application to Financial Data


  • Dr. Emtair M. Abdalla Department of Mathematics, Faculty of Science, Sirte University, Libya


Descriptive tools, Gaussian distribution, Spectral decomposition, Dimension reduction, Driving Forces, principal components, modeling characteristics, skewness and kurtosis, Financial Factors


In this paper, the driving forces are represented by linear and nonlinear principal components. In order to extract such forces, dimension reduction is applied using spectral decomposition technique. The most contributing lower order principal components are retained to represent the driving forces. The modeling of these forces is achieved in comparison to the Gaussian one.


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