scholarly journals Global Portfolio Diversification with Emerging Stock Markets

2016 ◽  
Vol 6 (1) ◽  
pp. 59-62 ◽  
Author(s):  
İlhan Meriç ◽  
Jie Ding ◽  
Gülser Meriç
Keyword(s):  
Principal Components Analysis ◽  
Principal Components ◽  
Stock Markets ◽  
Portfolio Diversification ◽  
Emerging Stock Markets ◽  
Low Correlation ◽  
Pca Method ◽  
Components Analysis ◽  
Global Investors ◽  
Developed Stock Markets

Because of their low correlation with each other and with developed stock markets, emerging stock markets are generally mentioned as attractive portfolio diversification prospects for global investors. In this paper, we use the Principal Components Analysis (PCA) method to study the global portfolio diversification opportunities for the investors of seven developed stock markets in twenty emerging stock markets with data for the January 1, 2003-January 1, 2014 period.

Co-Movements of Pacific-Basin Stock Markets: Portfolio Diversification Implications

2007 ◽  
Vol 8 (2) ◽  
pp. 11-34
Author(s):  
Ilhan Meric ◽  
Joe Kim ◽  
Lewis Coopersmith ◽  
Gulser Meric
Keyword(s):  
Principal Components ◽  
Stock Markets ◽  
Weak Form ◽  
Portfolio Diversification ◽  
Pacific Basin ◽  
Test Results ◽  
Considerable Time ◽  
Causality Test ◽  
The Pacific ◽  
Components Analysis

This paper studies the co-movements of and the linkages between twelve Pacific-Basin stock markets during the June 1995-May 2005 period. We use the principal components analysis (PCA) technique to group the stock markets into statistically significant principal components in terms of the similarities of their index return movements. The rolling correlation analysis results show that correlation between the Pacific-Basin stock markets has considerable time-varying volatility. The Granger causality test results indicate that the weekly index returns of most Pacific-Basin stock markets are weak-form efficient and that most Pacific-Basin stock markets have significant lead/lag linkages. The study investigates the portfolio diversification implications of the linkages between the Pacific-Basin stock markets.

scholarly journals Approach to Determine Crystalluria Influencing Factors in the Beni Mellal-Khenifra Area in Morocco, by Data Analysis

2021 ◽  
Vol 18 (2) ◽  
pp. 327-336
Author(s):  
Mohamed Bouha ◽  
Malika Echajia ◽  
Souad Mojahidi ◽  
Younes Aassem ◽  
Mustapha Oubenali ◽  
...  
Keyword(s):  
Principal Components Analysis ◽  
Principal Components ◽  
Stone Formation ◽  
Geographical Area ◽  
Urinary Calculi ◽  
Chemical Species ◽  
Urinary Stone ◽  
Chemical Profile ◽  
Pca Method ◽  
Components Analysis

Urolithiasis presents an ascending prevalence in several countries around the world. The purpose of the present work is to achieve a fast and robust approach to the multiple factors influencing the chemical profile of human crystalluria and therefore in promoting the development of urinary calculi. From February to July 2018, 148 morning urine samples have been collected from 148 patients at the BeniMellal Regional Hospital Center in Morocco. An observation by Polarizing Light Microscopy allowed us to detect the chemical profile of crystalluria.A classification by the Principal Components Analysis (PCA) method has been applied to the individuals that are 148 crystalluria samples and to nine factors that are: ''gender'', ''age'', '' geographical area '', '' water quality'', ''water amount per day '', ''personal and family history'', ''urinary pH'', ''presence of crystals'' and ''chemical profile''. The first results of the principal components analysis (PCA) method shows that there are similarities between crystalluria samples and more or less strong correlations, between some of the nine factors that can influence crystalluria. The frequency of majority constituents in crystalluria is age dependent and oxalic-calcium is the frequent chemical species for both genders. The study of crystalluria would be an excellent laboratory test that brings many benefits for the diagnosis and management of renal pathologies of crystalline origin.One can conclude that urolithiasis is multifactorial, various factors may increase the risk of urinary stone formation.

Diagnoses Generated by Numerical Taxonomic Methods Applied to Standard Blood Variables

1980 ◽  
Vol 19 (04) ◽  
pp. 205-209
Author(s):  
L. A. Abbott ◽  
J. B. Mitton
Keyword(s):  
Liver Cirrhosis ◽  
Renal Disease ◽  
Principal Components Analysis ◽  
Discriminant Function ◽  
Principal Components ◽  
Discriminant Function Analysis ◽  
Chronic Renal Disease ◽  
Function Analysis ◽  
Infectious Hepatitis ◽  
Components Analysis

Data taken from the blood of 262 patients diagnosed for malabsorption, elective cholecystectomy, acute cholecystitis, infectious hepatitis, liver cirrhosis, or chronic renal disease were analyzed with three numerical taxonomy (NT) methods : cluster analysis, principal components analysis, and discriminant function analysis. Principal components analysis revealed discrete clusters of patients suffering from chronic renal disease, liver cirrhosis, and infectious hepatitis, which could be displayed by NT clustering as well as by plotting, but other disease groups were poorly defined. Sharper resolution of the same disease groups was attained by discriminant function analysis.

Sign in / Sign up

Export Citation Format

Share Document