Philippe Huber

RAM Active Investments

8 rue du rhone

geneva, 1204

Switzerland

  • RAM Active Investments

SCHOLARLY PAPERS

5

DOWNLOADS

656

SSRN CITATIONS

2

CROSSREF CITATIONS

8

Scholarly Papers (5)

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1.

A Latent Factor Model for Ordinal Data to Measure Multivariate Predictive Ability of Financial Market Movements

FAME Research Paper No. 159
Number of pages: 44 Posted: 28 Nov 2005
Philippe Huber, O. Scaillet and Maria-Pia Victoria-Feser
RAM Active Investments, Swiss Finance Institute - University of Geneva and University of Geneva - HEC
Downloads 268 (183,281)

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structural equation model, latent variable, generalised linear model, factor analysis, multinomial logit, forecasts, LAMLE, canonical correlation

2.

Assessing Multivariate Predictors of Financial Market Movements: A Latent Factor Frame Work for Ordinal Data

Swiss Finance Institute Research Paper No. 08-45
Number of pages: 41 Posted: 23 Dec 2008
Philippe Huber, O. Scaillet and Maria-Pia Victoria-Feser
RAM Active Investments, Swiss Finance Institute - University of Geneva and University of Geneva - HEC
Downloads 170 (280,176)

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Latent variable, generalized linear model, factor analysis, multinomial logit, forecasts, LAMLE, Laplace approximation

3.

Genetic Algorithms: A Heuristic Approach to Multi-Dimensional Problems

Number of pages: 20 Posted: 13 Sep 2019
Philippe Huber and Tony Guida
RAM Active Investments and Université de Savoie - Finance and Banking
Downloads 112 (388,099)

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genetic algorithms, dimensionality reduction, portfolio optimisation

4.

Estimation of Generalized Linear Latent Variable Models

Journal of the Royal Statistical Society, Vol. 66, No. 4, pp. 893-908, 2004
Number of pages: 27 Posted: 15 Feb 2011
Philippe Huber, Elvezio Ronchetti and Maria-Pia Victoria-Feser
RAM Active Investments, University of Geneva - Research Center for Statistics and University of Geneva - HEC
Downloads 71 (516,885)
Citation 1

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Categorical variables, Laplace approximation, LISREL, M-estimators, Penalized quasi-likelihood, Varimax rotation

5.

A Simulation Study to Compare Competing Estimators in Structural Equation Models with Ordinal Variables

Number of pages: 23 Posted: 18 Feb 2011
Veronique Rica Elefant-Yanni, Philippe Huber and Maria-Pia Victoria-Feser
University of Geneva - Psychology Department (FPSE), RAM Active Investments and University of Geneva - HEC
Downloads 35 (701,510)
Citation 2

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Confirmatory factor analysis, Laplace approximation, covariance structure, LISREL, Generalized Linear Latent Variable Models, LAMLE