Singular Value Decomposition as a Method for Analyses and Forecasts of Financial Data
This paper examines the sufficiency of a trading method based on singular value decomposition (SVD) of past stock prices. The SVD method is frequently used as a tool to reduce data noise, compress big-data, and analyse data components. Hence, the method is well suited to form a ground for a predictive tool of price developments. From the predicted pattern, a strategy was formed by construction of
