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Results tagged with data-mining
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user 46230
An activity that seeks patterns in large, complex data sets. It usually emphasizes algorithmic techniques, but may also involve any set of related skills, applications, or methodologies with that goal.
2
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0
answers
24
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Correlation matrix on multi-time scales
I am trying to see how diversified a portfolio is, using the portfolio holdings weights and their return streams.
For example, let's say that the portfolio has $3$ stocks, so I will have the $3x1$ W …
- 217
0
votes
1
answer
447
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Including the dependent variable in your data to perform principal component analysis?
Let's say you have a data set with GPA (dependent variable) and Amount of alcohol, Amount of study, IQ, and SAT score as the independent variables. And you want to perform the principal component anal …
- 217