S3E03: Principal Components Analysis is your PAL
Quantitude
Is the Common Factor Model a Good Choice?
The majority of the time it does not matter, and i agree with that. There'r situations where you can't do a common factor model,. But there's another more important situation where you would use it. In the move toward data science and machine learning and big data, there's actually a resurgeance of principal component's analysis.
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