It is relatively clear how to assess whether a particular stock investment did well. There is a purchase price and a sale price. This gives an exact return by which to measure performance. Looking at ...

This paper shows that the Expectation-Maximization (EM) algorithm for regime-switching dynamic factor models provides satisfactory performance relative to other estimation methods and delivers a good ...

In this work, we propose the Seasonal Dynamic Factor Analysis (SeaDFA), an extension of Nonstationary Dynamic Factor Analysis, through which one can deal with dimensionality reduction in vectors of ...

Harbor Commodity All-Weather Strategy ETF (HGER) is a dynamic, inflation-sensitive commodities ETF tracking the Quantix ...