Dimension Reduction in Optimal Portfolio Selection Problem Using Nonnegative Matrix Factorization and Nonnegative Principal Components Analysis

TAYALI H. A., TOLUN S.

International Conference on Information Complexity and Statistical Modeling in High Dimensions with Applications (IC-SMHD-2016), 18 - 21 Mayıs 2016

  • Yayın Türü: Bildiri / Özet Bildiri
  • İstanbul Üniversitesi Adresli: Evet