Computation of financial risk using principal component analysis (Q6597644)
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scientific article; zbMATH DE number 7906105
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Computation of financial risk using principal component analysis |
scientific article; zbMATH DE number 7906105 |
Statements
Computation of financial risk using principal component analysis (English)
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3 September 2024
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covariance matrix
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eigenvalues and eigenvector
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financial transaction
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linear maps
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principal component analysis
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portfolio optimization
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risk analysis
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singular value decomposition
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stock price
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vector space
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