Open AccessSingular Valued Decomposition and Principal Component Analysis to Compare Market Indexes
Author(s) -
Fernando Vadillo,
Nerea Vadillo
Publication year - 2021
Publication title -
journal of mathematical finance
Language(s) - English
Resource type - Journals
eISSN - 2162-2434
pISSN - 2162-2442
DOI - 10.4236/jmf.2021.113027
Subject(s) - principal component analysis , singular value decomposition , decomposition , econometrics , mathematics , value (mathematics) , component (thermodynamics) , singular spectrum analysis , principal (computer security) , economics , statistics , computer science , algorithm , physics , ecology , biology , thermodynamics , operating system
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