Factor Investing, Dimensionality Reduction, Sklearn, Python.
xy=(65, 0.85), xytext=(70, 0.7), arrowprops=dict(arrowstyle="->")) plt.grid(True) plt.show() summary We discusses the challenges of dealing with high-dimensional data in factor investing strategies, such as increased computational complexity, overfitting, sparsity, and irrelevance of features. The