Eigen Decomposition for Dimensionality Reduction | Dataford Interview Questions
Asked 2mo ago|
AKUNA CAPITAL
Eigen Decomposition for Dimensionality Reduction
MediumUnsupervised LearningFeature Engineeringmodel training
Problem
Explain how you would apply linear algebra concepts, such as eigenvalues and eigenvectors, to reduce the dimensionality of a multi-asset correlation matrix for AKUNA CAPITAL.
Problem
Explain how you would apply linear algebra concepts, such as eigenvalues and eigenvectors, to reduce the dimensionality of a multi-asset correlation matrix for AKUNA CAPITAL.
Your answer
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