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pca-analysis

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Abstract: The S&P500 is difficult to predict. Multi-factor models provide a useful framework for making returns predictions and for controlling portfolio risk. This paper explores a three-step process in predicting PCA and Autoencoders factors to generate multi-factor models from the S&P500 component securities.

  • Updated Jan 18, 2020
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JED is a program for performing Essential Dynamics of protein trajectories written in Java. JED is a powerful tool for examining the dynamics of proteins from trajectories derived from MD or Geometric simulations. Currently, there are two types of PCA: distance-pair and Cartesian, and three models: COV, CORR, and PCORR.

  • Updated May 18, 2018
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Reduce the time that cars spend on the test bench. Work with a dataset representing different permutations of features in a Mercedes-Benz car to predict the time it takes to pass testing. Optimal algorithms will contribute to faster testing, resulting in lower carbon dioxide emissions without reducing Mercedes-Benz’s standards.

  • Updated Jan 18, 2023
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