2 papers
econ.GN2019
A new set of cluster driven composite development indicators
Anshul Verma, Orazio Angelini, Tiziana Di Matteo
Composite development indicators used in policy making often subjectively aggregate a restricted set of indicators. We show, using dimensionality reduction techniques, including Pr…
q-fin.ST2019
A memory-based method to select the number of relevant components in Principal Component Analysis
Anshul Verma, Pierpaolo Vivo, Tiziana Di Matteo
We propose a new data-driven method to select the optimal number of relevant components in Principal Component Analysis (PCA). This new method applies to correlation matrices whose…