A method to sparse eigen subspace and eigenportfolios.
Onur YilmazAli N. AkansuPublished in: FUSION (2015)
Keyphrases
- high accuracy
- significant improvement
- experimental evaluation
- cost function
- pairwise
- feature extraction
- neural network
- multiscale
- computational complexity
- preprocessing
- synthetic data
- computational cost
- eigenvalue decomposition
- classification method
- detection method
- training samples
- probabilistic model
- dynamic programming
- k means
- similarity measure