Statistical and computational techniques for extraction of underlying systematic risk factors: a comparative study in the Mexican Stock Exchange

This paper compares the dimension reduction or feature extraction techniques, e.g., Principal Component Analysis, Factor Analysis, Independent Component Analysis, and Neural Networks Principal Component Analysis, which are used as techniques for extracting the underlying systematic risk factors driv...

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Detalles Bibliográficos
Autores: Rogelio Ladrón de Guevar-Cortés, Salvador Torra-Porras, Enric Monte-Moreno
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2021
País:México
Institución:Universidad Veracruzana
Repositorio:Redalyc-UV
OAI Identifier:oai:redalyc.org:323572106006
Acceso en línea:https://www.redalyc.org/articulo.oa?id=323572106006
https://www.redalyc.org/journal/3235/323572106006/
https://www.redalyc.org/journal/3235/323572106006/html/
https://www.redalyc.org/journal/3235/323572106006/323572106006.epub
https://www.redalyc.org/journal/3235/323572106006/movil
Access Level:acceso abierto
Palabra clave:Economía y Finanzas
Factor Analysis
Mexican Stock Exchange
Principal Component Analysis
Independent Component Analysis
Neural Networks Principal Component Analysis
Descripción
Sumario:This paper compares the dimension reduction or feature extraction techniques, e.g., Principal Component Analysis, Factor Analysis, Independent Component Analysis, and Neural Networks Principal Component Analysis, which are used as techniques for extracting the underlying systematic risk factors driving the returns on equities of the Mexican Stock Exchange, under a statistical approach to the Arbitrage Pricing Theory. This research is carried out according to two different perspectives. First, an evaluation from a theoretical and matrix scope is done, making parallelism among their particular mixing and demixing processes, as well as the at-tributes of the factors extracted by each method. Secondly, an empirical study to measure the level of accuracy in the reconstruction of the original variables is accomplished. In general, the results of this research point to Neural Networks Principal Component Analysis as the best technique from both theoretical and empirical standpoints.JEL Classification: G12, G15, C45.