Directed Principal Component Analysis (Q2931712)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Directed Principal Component Analysis |
scientific article |
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Directed Principal Component Analysis (English)
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26 November 2014
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principal component analysis
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covariance matrix estimation
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high-dimensional data
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portfolio management
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convex optimization
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decision analysis
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stochastic programming
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