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ALTERNATING SCHEME FOR METHOD OF MOMENTS

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dc.contributor.author Kozybayeva, Kymbat
dc.date.accessioned 2021-06-07T04:41:25Z
dc.date.available 2021-06-07T04:41:25Z
dc.date.issued 2021-05
dc.identifier.citation Kozybayeva, K. (2021). Alternating scheme for method of moments. (Unpublished master`s thesis). Nazarbayev University, Nur-Sultan, Kazakhstan en_US
dc.identifier.uri http://nur.nu.edu.kz/handle/123456789/5443
dc.description.abstract In the financial market, there is always an unexpected issue between measures of dif ferent obligations, stocks, currency. Big financial companies before doing investments are highly interested in exploring the behavior of a certain market. For such analysis, we use different methods which are calling dimension reduction techniques. This work adopted the principal component analysis and maximum mean discrepancy distance to assess ten different bond yields by calculating their changes. In the beginning, we will explain in detail the nature of our data and show some results from the theorem about the Wiener process. After we will apply the classic method and our new (al ternating to PCA) method. In the end, we will compare graphs of each method and conclude the effectiveness of Maximum Mean Discrepancy distance en_US
dc.language.iso en en_US
dc.publisher Nazarbayev University School of Sciences and Humanities en_US
dc.rights Attribution-NonCommercial-ShareAlike 3.0 United States *
dc.rights.uri http://creativecommons.org/licenses/by-nc-sa/3.0/us/ *
dc.subject Maximum Mean Discrepancy distance en_US
dc.subject Type of access: Gated Access en_US
dc.subject financial market en_US
dc.title ALTERNATING SCHEME FOR METHOD OF MOMENTS en_US
dc.type Master's thesis en_US
workflow.import.source science


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