This paper develops time series methods for forecasting correlations in high dimensional problems. The Dynamic Conditional Correlation model is given a new convenient estimation approach called the MacGyver method. It is compared with the FACTOR ARCH model and a new model called the FACTOR DOUBLE ARCH model. Finally the latter model is blended with the DCC to give a FACTOR DCC model. This famil...

Many speech enhancement algorithms have been proposed for speech restoration from distorted speech. However, if some components of the signal are completely missed or distorted, there is no way for those algorithms to restore the clean speech. Considering that the restricted Boltzmann machine (RBM) is a stochastic version of the Hopfield network which can be used as an associative memory, we pr...

This paper develops time series methods for forecasting correlations in high dimensional problems. The Dynamic Conditional Correlation model is given a new convenient estimation approach called the MacGyver method. It is compared with the FACTOR ARCH model and a new model called the FACTOR DOUBLE ARCH model. Finally the latter model is blended with the DCC to give a FACTOR DCC model. This famil...