Value at Risk Using the Principal Components Analysis on the Polish Power Exchange.
Grazyna TrzpiotAlicja GanczarekPublished in: GfKl (2005)
Keyphrases
- principal components analysis
- covariance matrix
- exploratory data analysis
- linear discriminant analysis
- support vector machine
- dimensionality reduction
- power consumption
- principal components
- multivariate statistical analysis
- hand geometry
- risk assessment
- risk management
- feature extraction
- decision making
- information exchange
- high risk
- text categorisation
- risk analysis
- feature selection
- electricity markets
- pattern recognition
- image processing