Computation of financial risk using principal component analysis

Masiala Mavungu

Year of publication:	2023
Authors:	Mavungu, Masiala
Published in:	Algorithmic finance. - Amsterdam : IOS Press, ISSN 2158-5571, ZDB-ID 3099846-3. - Vol. 10.2023, 1/2, p. 1-20
Subject:	Covariance matrix \| eigenvalues and eigenvector \| financial transaction \| linear maps \| principal component analysis \| portfolio optimization \| risk analysis \| singular value decomposition \| stock price \| vector space \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Korrelation \| Correlation \| Börsenkurs \| Share price \| Hauptkomponentenanalyse \| Principal component analysis

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