ResearchDatasetsS&P 500 log-return dataFollowBenchmarksTask NameDataset NameSOTA MethodSortMost resultsRecently updatedMost papersApplyTask NameDataset NameSOTA 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