Figure 13.1 - Nonlinear dimensionality re duction.png | 167.7 KB | |
Figure 13.10 - Return volatility patterns captured by the first two principal components.png | 474.3 KB | |
Figure 13.11 - Eigenportfolio weights.png | 113.8 KB | |
Figure 13.12 - Cumulative eigenportfolio returns.png | 265.2 KB | |
Figure 13.13 - Silhouette plots for three and four clusters.png | 66.6 KB | |
Figure 13.14 - Dendrograms and cophenetic correlation for different dissimilarity measures.png | 164.8 KB | |
Figure 13.15 - Comparing the DBSCAN and HDBSCAN clustering algorithms.png | 591.9 KB | |
Figure 13.16 - Original and clustered correlation matrix.png | 828.7 KB | |
Figure 13.17 - Cumulative returns for the different portfolios.png | 484.2 KB | |
Figure 13.2 - The number of features required to keep the average distance constant grows exponentially with the number of dimensions.png | 20.7 KB | |
Figure 13.3 - Average distance of 1,000 data points in a unit hypercube.png | 15.6 KB | |
Figure 13.4 - PCA in 2D from various perspectives.png | 292.5 KB | |
Figure 13.5 - Visual representation of dimensionality reduction from 3D to 2D.png | 80.3 KB | |
Figure 13.6 - The SVD decomposed.png | 32.8 KB | |
Figure 13.7 - t-SNE and UMAP visualization of Fashion MNIST image data for different hyperparameters.png | 980.2 KB | |
Figure 13.8 - (Cumulative) explained return variance by PCA-based risk factors.png | 75 KB | |
Figure 13.9 - Explained variance of the top 10 principal components—100 trials.png | 116.8 KB | |