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All Blog Posts Tagged 'PCA' (2)

Who cares if unsupervised machine learning is supervised learning in disguise?

Previously, we saw how unsupervised learning actually has built-in supervision, albeit hidden from the user.

In this post we will see how supervised and unsupervised learning algorithms share more in common than the textbooks would suggest. As a matter of fact, both classes can use identical…

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Added by Danko Nikolic on September 23, 2018 at 1:34pm — No Comments

How the ECB uses PCA to analyze Sovereign Bond Markets

I have extracted 4 pages from the ECB FSR of June 2011 to a summary '.pdf' file;

these pages are a box in that FSR (if u are familiar with the FSR you will gettit); the box is titled;-

COMMON TRENDS IN EURO AREA SOVEREIGN CREDIT DEFAULT SWAP PREMIA

& it contains a beautiful & succint description of how the ECB uses the PCA technique in this space.

I have placed the summary file on a url on my website (for…

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Added by John A Morrison on July 27, 2012 at 11:15am — No Comments

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