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Sparse Principal Component Analysis on S&P 500 log-return data (Jul 2023 - Feb 2024)

16Total Nonzero Loadings

SPCA

Updated 1mo ago

Evaluation Results

Method	Links
SPCA 2026.03		16
SP-SPCA 2026.03		16
SP-SPCA 2026.03		52
SPCA 2026.03		75
SP-SPCA 2026.03		152
SPCA 2026.03		209
SP-SPCA 2026.03		2,002
SPCA 2026.03		2,187
SP-SPCA 2026.03		5,721
SPCA 2026.03		6,319
SP-SPCA 2026.03		9,055
SPCA 2026.03		9,852
SP-SPCA 2026.03		12,103
SPCA 2026.03		12,856
SPCA 2026.03		25,150
SP-SPCA 2026.03		25,150