Equity factor analysis via column subset selection.
Christos BoutsidisDmitry MalioutovPublished in: GlobalSIP (2013)
Keyphrases
- subset selection
- factor analysis
- component analysis
- feature selection
- independent component analysis
- hill climbing
- discriminant analysis
- cluster analysis
- statistical tests
- matrix factorization
- automatic model selection
- correspondence analysis
- computer vision
- search algorithm
- latent factors
- objective function
- genetic algorithm ga
- computational complexity
- support vector machine
- information criterion
- search space
- data analysis