Evolutionary Factor Analysis

1. Auflage 2026
ISBN: 978-1-4665-0592-6
Verlag: Taylor & Francis Inc

Buch, Englisch, 256 Seiten, Format (B × H): 156 mm x 234 mm, Gewicht: 453 g

This book introduces factor analysis methods for the study of multivariate stochastic processes whose structure evolves over time. It introduces the theory of factor analysis and evolutionary stochastic processes and combines that to study evolutionary factor models. The book includes many real examples to illustrate applications from such fields as macroeconomics, finance, neuroscience, communication, and psychology. MATLAB® and R code is included throughout the book for implementation of the methods.

Zielgruppe

This book is intended for graduate students and researchers from statistics and mathematics. It would also be useful to researchers from economics and neuroscience as well as other areas.

Autoren/Hrsg.

Motta, Giovanni

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik

Über Autor(innen)

Giovanni Motta, Ph.D., has been among the first to introduce Evolutionary Factor Models and is a recognized authority in the field. Dr. Motta is currently affiliated with the Department of Quantitative Economics, Maastricht University, The Netherlands.