Results 91 to 100 of about 576,910 (192)

Potential PCA interpretation problems for volatility smile dynamics [PDF]

open access: yes
Principal Component Analysis (PCA) is a common procedure for the analysis of financial market data, such as implied volatility smiles or interest rate curves.
Reiswich, Dimitri, Tompkins, Robert
core  

On the Eigenspectrum of the Gram matrix and the generalisation error of kernel PCA

open access: yes, 2004
In this paper we analyze the relationships between the eigenvalues of the m x m Gram matrix K for a kernel k(.,.) corresponding to a sample x1,...,xm drawn from a density p(x) and the eigenvalues of the corresponding continuous eigenproblem. We bound the
Shawe-Taylor, John   +3 more
core   +1 more source

A least squares approach to Principal Component Analysis for interval valued data [PDF]

open access: yes
Principal Component Analysis (PCA) is a well known technique the aim of which is to synthesize huge amounts of numerical data by means of a low number of unobserved variables, called components.
D'Urso, Pierpaolo, Giordani, Paolo
core  

Lipoprotein(a) and Prostate Cancer: A Systematic Review of Observational, Genetic and Mendelian Randomization Evidence. [PDF]

open access: yesInt J Mol Sci
Kisiała M   +12 more
europepmc   +1 more source

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