Stock BBS Factor Model Using Principal Component Score.
Hirohiko SuwaEiichi UmeharaToshizumi OhtaPublished in: WCSS (2012)
Keyphrases
- principal components
- principal component analysis
- dimensionality reduction
- stock market
- hyperplane
- principal component regression
- multivariate data
- correlation coefficient
- kernel space
- stock trading
- stock price
- stock data
- linear classifiers
- principal components analysis
- feature set
- principal curves
- dimension reduction
- covariance matrix
- least squares
- opinion leaders
- data mining