JungleDiff's user avatar
JungleDiff's user avatar
JungleDiff's user avatar
JungleDiff
  • Member for 6 years, 2 months
  • Last seen more than 3 years ago
10 votes
2 answers
3k views

Raising a variance-covariance matrix to a negative half power

7 votes
1 answer
3k views

Decomposing $R^2$ into independent variables

3 votes
1 answer
54 views

Conditional correlation, copula, portfolio optimization and diversification

2 votes
1 answer
311 views

Decomposing VIF (Variance Inflation Factor)

2 votes
1 answer
2k views

Including the dependent variable in your data to perform principal component analysis?

2 votes
1 answer
2k views

What size of data is good to use principal component analysis?

2 votes
1 answer
493 views

Determining up/down market trends in timeseries data

2 votes
0 answers
268 views

Can I ignore multicollinearity? [closed]

2 votes
1 answer
53 views

Influence of a data point on the regression result?

1 vote
1 answer
289 views

Reducing the dependency among variables

1 vote
1 answer
1k views

How to perform classification if you had to use linear regression?

1 vote
1 answer
239 views

Cook's Distance result: Does not make much sense

1 vote
2 answers
625 views

Decomposing R squared or VIF

1 vote
1 answer
47 views

Measuring correlation between random variables when they are not normally distributed?

0 votes
0 answers
65 views

Machine learning techniques to evaluate hedge funds

0 votes
0 answers
19 views

Robust method to extract "pure" part of a variable

0 votes
0 answers
9 views

Correlation among different industries of the stock market [duplicate]

0 votes
0 answers
21 views

What machine learning methods for estimating return, risk contributions of sectors to market?

0 votes
0 answers
49 views

Constrained optimization - quantitative finance

-2 votes
1 answer
3k views

How to simulate multivariate lognormal distribution? [closed]