Machine Learning for Dimension Reduction in Factor Zoo

Additional Metadata
Keywords	Factor Zoo; Dimension Reduction; Nested Model; Lasso Regression; PLS; PCA; Elastic Nets; Machine Learning; GRS Statistic; Regularization
Thesis Advisor	Soebhag, A
Persistent URL	hdl.handle.net/2105/72633
Series	Business Economics
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Karakas, A. (2024, August 29). Machine Learning for Dimension Reduction in Factor Zoo. Business Economics. Retrieved from http://hdl.handle.net/2105/72633

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