ResearchDatasetsS&P 500 log-return dataS&P 500 log-return dataFollowBenchmarksTaskDatasetSOTA methodSortMost resultsRecently updatedMost papersApplyTaskDatasetSOTA resultTrendResultsSparse Principal Component AnalysisS&P 500 log-return data July 2023 to February 202416Total Nonzero Loadings16
Sparse Principal Component AnalysisS&P 500 log-return data July 2023 to February 202416Total Nonzero Loadings16