说明：What makes RQE attractive comparatively to other entropy measures used in finance (see Zhou et al., 2013) is the dissimilarity matrix <qq_18822147> 上传 | 大小：1mb
说明：In this section, we introduce the optimization problems of the support vector data descr iption (SVDD). We follow Tax (2001) and Tax and Duin (2004). <qq_18822147> 上传 | 大小：311kb
说明：In the p dimensional space formed by p asset returns, PCA finds the most important k directions that capture the most important variations in the given returns of p assets. Usually, k is less than p. Therefore, by using PCA you can decompose the p as <qq_18822147> 上传 | 大小：4mb
说明：In the p dimensional space formed by p asset returns, PCA finds the most important k directions that capture the most important variations in the given returns of p assets. Usually, k is less than p. Therefore, by using PCA you can decompose the p as <qq_18822147> 上传 | 大小：440kb
说明：In the p dimensional space formed by p asset returns, PCA finds the most important k directions that capture the most important variations in the given returns of p assets. Usually, k is less than p. Therefore, by using PCA you can decompose the p as <qq_18822147> 上传 | 大小：469kb
