ALTERNATING SCHEME FOR METHOD OF MOMENTS

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dc.contributor.authorKozybayeva, Kymbat
dc.date.accessioned2021-05-19T08:48:44Z
dc.date.available2021-05-19T08:48:44Z
dc.date.issued2021-05
dc.description.abstractIn 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 distanceen_US
dc.identifier.citationKozybayeva, K. (2021). Alternating scheme for method of moments (Unpublished master`s thesis). Nazarbayev University, Nur-Sultan, Kazakhstanen_US
dc.identifier.urihttp://nur.nu.edu.kz/handle/123456789/5415
dc.language.isoenen_US
dc.publisherNazarbayev University School of Sciences and Humanitiesen_US
dc.rightsAttribution-NonCommercial-ShareAlike 3.0 United States*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-sa/3.0/us/*
dc.subjectType of access: Gated Accessen_US
dc.subjectMaximum Mean Discrepancy distanceen_US
dc.titleALTERNATING SCHEME FOR METHOD OF MOMENTSen_US
dc.typeMaster's thesisen_US
workflow.import.sourcescience

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