Hirohiko Suwa, Eiichi Umehara, Toshizumi Ohta. Stock BBS Factor Model Using Principal Component Score. In Shu-Heng Chen, Takao Terano, Ryuichi Yamamoto, Chung-Ching Tai, editors, Advances in Computational Social Science, The Fourth World Congress [Post-Conference Proceedings of the World Congress on Social Simulation, WCSS 2012, Taipei, Taiwan, Sepemtember 4-7, 2012]. Volume 11 of Agent-Based Social Systems, pages 3-15, Springer, 2012. [doi]
Abstract is missing.