Evolutionary Factor Analysis  book cover
1st Edition

Evolutionary Factor Analysis



  • Available for pre-order on June 9, 2023. Item will ship after June 30, 2023
ISBN 9781466505926
June 30, 2023 Forthcoming by Chapman & Hall
256 Pages 50 B/W Illustrations

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USD $120.00

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Book Description

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.

Author(s)

Biography

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.