Dimension Reduction EA for Portfolio Replication Problem: Search Space Change by Fixing Important Variables.
Yukiko OritoYoshiko HanadaPublished in: SCIS&ISIS (2016)
Keyphrases
- dimension reduction
- variable selection
- search space
- evolutionary algorithm
- principal component analysis
- fitness function
- feature extraction
- singular value decomposition
- high dimensionality
- low dimensional
- high dimensional
- dimensionality reduction
- data mining and machine learning
- manifold learning
- search algorithm
- high dimensional problems
- high dimensional data
- enterprise architecture
- feature space
- random projections
- feature selection
- high dimensional data analysis
- linear discriminant analysis
- unsupervised learning
- cluster analysis
- partial least squares
- discriminative information
- dimension reduction methods
- data sets
- microarray
- genetic programming
- least squares
- optimal solution
- genetic algorithm