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Both principal component analysis (PCA) and random projection (RP) are widely used tools for dimension reduction. From a unified perspective, the only difference between them
Both principal component analysis (PCA) and random projection (RP) are widely used tools for dimension reduction. From a unified perspective, the only difference between them lies on the projection matrix
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Asset Management A Systematic Approach To Factor Investing
Authors: Andrew Ang
1st Edition
0199959323, 978-0199959327
