Enhancing stock price data analysis through variants of principal component analysis

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Enhancing stock price data analysis through variants of principal component analysis

This work investigates and identifies suitable dimensionality reduction approaches based on variants of principal component analysis (PCA) for various transformations of stock price data. The classical PCA, dynamic principal component analysis (DPCA) and generalised dynamic principal component analy...

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Bibliographic Details
Main Authors:	Seow, Teck Xiang, Dharini Pathmanathan, Khoo, Tzung Hsuen
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2024
Online Access:	http://journalarticle.ukm.my/25179/ http://journalarticle.ukm.my/25179/1/89-107%20Paper.pdf

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