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6
votes
2answers
1k views
Cluster analysis vs PCA for risk models?
I built risk models using cluster analysis in a previous life. Years ago I learned about principal component analysis and I've often wondered whether that would have been more appropriate. What are ...
4
votes
2answers
358 views
How to make the final Interpretation of PCA?
I have question regarding final loading of data back to original variables.
So for example:
I have 10 variable from a,b,c....j using returns for last 300 days i got return matrix of 300 X 10.
...
