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HEC-Ecole de gestion de l'Université de Liège
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How to optimise the bandwidths and the dimension of latent spaces in the KCCA and A-CCA machine learning algorithms for statistical matching purposes?

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Magermans, Céline ULiège
Promotor(s) : Heuchenne, Cédric ULiège
Date of defense : 2-Sep-2024/7-Sep-2024 • Permalink : http://hdl.handle.net/2268.2/21316
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Title : How to optimise the bandwidths and the dimension of latent spaces in the KCCA and A-CCA machine learning algorithms for statistical matching purposes?
Translated title : [fr] Comment optimiser les largeurs de bande et la dimension des espaces latents dans les algorithmes d'apprentissage automatique KCCA et A-CCA à des fins d'appariement statistique ?
Author : Magermans, Céline ULiège
Date of defense  : 2-Sep-2024/7-Sep-2024
Advisor(s) : Heuchenne, Cédric ULiège
Committee's member(s) : Guillot, Malka ULiège
Ulm, Maren ULiège
Language : English
Number of pages : 98
Keywords : [en] Statistical Matching
[en] KCCA
[en] A-CCA
Discipline(s) : Business & economic sciences > Finance
Institution(s) : Université de Liège, Liège, Belgique
Degree: Master en ingénieur de gestion, à finalité spécialisée en Financial Engineering
Faculty: Master thesis of the HEC-Ecole de gestion de l'Université de Liège

Abstract

[en] This thesis aims to optimise the bandwidths and dimensions of latent spaces within the Kernel Canonical Correlation Analysis (KCCA) and Autoencoder Canonical Correlation Analysis (A-CCA) methods. These techniques, which incorporate machine learning algorithms, are part of the growing field of statistical matching. This area is expected to expand as the volume of accessible data and the emergence of new data sources increase.


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  • Magermans, Céline ULiège Université de Liège > Master ing. gest., fin. spéc. fin. engineering

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