Wylie CHAN

Singapore, Singapore, Singapore

Yearly Stats: $0 Earned |

Principal Components Analysis (PCA)

Principal Components Analysis (PCA)
Feature Selection
Discovers orthogonal factors in the basket of factors/features.
Implementation in Excel VBA.
This takes the time-series of a basket of factors, and discovers the factors which are most responsible for the overall variance of the basket.

$150 / Hour
$150 minimum budget