default author photo

Seda Tolun

Independent

United States

SCHOLARLY PAPERS

2

DOWNLOADS

0

TOTAL CITATIONS

0

Scholarly Papers (2)

Actions:
Email selected abstracts
1.

Dimension Reduction in Optimal Portfolio Selection Problem Using Nonnegative Matrix Factorization and Nonnegative Principal Components Analysis

International Conference on Information Complexity and Statistical Modeling in High Dimensions with Applications (IC-SMHD-2016)
Posted: 29 Sep 2017
H. Alper Tayalı and Seda Tolun
Istanbul University - School of Business and Independent

Abstract:

Loading...

Data analysis, Turkish Industrial Index, Markowitz, Efficient Frontier

2.

Dimension Reduction in Mean-Variance Portfolio Optimization

Expert Systems with Applications, Volume 92, pp. 161-169, February 2018, Forthcoming
Posted: 29 Sep 2017 Last Revised: 02 Oct 2017
H. Alper Tayalı and Seda Tolun
Istanbul University - School of Business and Independent

Abstract:

Loading...

Non-negative principal components analysis; Non-negative matrix factorization; Multivariate time series; Portfolio backtesting; Statistical variance procedure