A New Possibilistic Mean-Variance Model Based on the Principal Components Analysis: An Application on the Turkish Holding Stocks.
Furkan GoktasAhmet DuranPublished in: J. Multiple Valued Log. Soft Comput. (2019)
Keyphrases
- principal components analysis
- covariance matrix
- principal components
- dimensionality reduction
- exploratory data analysis
- investment strategies
- text categorisation
- linear discriminant analysis
- feature extraction
- support vector machine
- multivariate statistical analysis
- stock market
- expected utility
- possibility theory
- utility function
- possibilistic logic
- financial data
- trading strategies
- image processing
- portfolio optimization
- stock price
- dow jones
- decision trees