Fluctuation of Commodity Price in the EC Market and Its Factor Analysis.
Tatsuya OguraKazuhiko TsudaPublished in: KES (2020)
Keyphrases
- factor analysis
- stock market
- component analysis
- independent component analysis
- portfolio management
- discriminant analysis
- cluster analysis
- portfolio optimization
- statistical tests
- automatic model selection
- electronic commerce
- correspondence analysis
- matrix factorization
- stock price
- latent factors
- computer vision
- financial markets
- trading strategies
- neural network
- information criterion
- stock exchange
- learning algorithm
- databases