2 code implementations • 11 Dec 2015 • Libin Yang, William Rea, and Alethea Rea
We show that the last few components in principal component analysis of the correlation matrix of a group of stocks may contain useful financial information by identifying highly correlated pairs or larger groups of stocks.
no code implementations • 3 Feb 2014 • Jan Koeman, William Rea
By using a small example, an analogy to photographic compression, and a simple visualization using heatmaps, we show that latent semantic analysis (LSA) is able to extract what appears to be semantic meaning of words from a set of documents by blurring the distinctions between the words.
