Camiz, Sergio - In: Handbook of research on emerging theories, models, and …, (pp. 1-29). 2021
component analysis when dealing with stock-exchange price time-series. The method is based on a particular principal component … principal component analysis, limited to the usual orthogonal factors, each one representing an independent source of variation …In this paper, an exploratory hierarchical method to classify variables is introduced as an alternative to principal …