Enhancing stock price data analysis through variants of principal component analysis
This work investigates and identifies suitable dimensionality reduction approaches based on variants of principal component analysis (PCA) for various transformations of stock price data. The classical PCA, dynamic principal component analysis (DPCA) and generalised dynamic principal component analy...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | en |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2024
|
| Online Access: | http://journalarticle.ukm.my/25179/1/89-107%20Paper.pdf http://journalarticle.ukm.my/25179/ https://www.ukm.my/jqma/ |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|