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 APA Style APA-ALL Style AAA 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). Machine Learning for Dimension Reduction in Factor Zoo. In Business Economics.http://hdl.handle.net/2105/72633

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