52 citations
- Toulouse School of EconomicsFR3 papers
- Centre National de la Recherche ScientifiqueFR2 papers
- Goddard Space Flight CenterUS2 papers
- Toulouse Mathematics Institute2 papers
- Université de ToulouseFR2 papers
- Université Fédérale de Toulouse Midi-PyrénéesFR2 papers
- Université Toulouse-I-CapitoleFR2 papers
- University of JyväskyläFI2 papers
- Academy of Mathematics and Systems ScienceCN1 paper
- Beijing University of Chemical TechnologyCN1 paper
- Centre de Génie Industriel1 paper
- Centre National d'Études SpatialesFR1 paper
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stat.ME2024
Invariant Coordinate Selection and Fisher discriminant subspace beyond the case of two groups
Colombe Becquart, Aurore Archimbaud, Anne Ruiz-Gazen +2
Invariant Coordinate Selection (ICS) is a multivariate technique that relies on the simultaneous diagonalization of two scatter matrices. It serves various purposes, including its…
econ.EM2024★ 7 cited
Bank Cost Efficiency and Credit Market Structure Under a Volatile Exchange Rate
Mikhail Mamonov, Christopher Parmeter, Artem Prokhorov
We study the impact of exchange rate volatility on cost efficiency and market structure in a cross-section of banks that have non-trivial exposures to foreign currency (FX) operati…
econ.EM2024★ 1 cited
Estimating the Impact of Social Distance Policy in Mitigating COVID-19 Spread with Factor-Based Imputation Approach
Difang Huang, Ying Liang, Boyao Wu +1
We identify the effectiveness of social distancing policies in reducing the transmission of the COVID-19 spread. We build a model that measures the relative frequency and geographi…