Cargando…

Stock price prediction using principal components

The literature provides strong evidence that stock price values can be predicted from past price data. Principal component analysis (PCA) identifies a small number of principle components that explain most of the variation in a data set. This method is often used for dimensionality reduction and ana...

Descripción completa

Detalles Bibliográficos
Autores principales: Ghorbani, Mahsa, Chong, Edwin K. P.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7083277/
https://www.ncbi.nlm.nih.gov/pubmed/32196528
http://dx.doi.org/10.1371/journal.pone.0230124