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Börsenkurs 1 Correlation 1 Covariance matrix 1 Hauptkomponentenanalyse 1 Korrelation 1 Portfolio selection 1 Portfolio-Management 1 Principal component analysis 1 Share price 1 Theorie 1 Theory 1 eigenvalues and eigenvector 1 financial transaction 1 linear maps 1 portfolio optimization 1 principal component analysis 1 risk analysis 1 singular value decomposition 1 stock price 1 vector space 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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Mavungu, Masiala 1
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Algorithmic finance 1
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Computation of financial risk using principal component analysis
Mavungu, Masiala - In: Algorithmic finance 10 (2023) 1/2, pp. 1-20
Persistent link: https://www.econbiz.de/10014474552
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