How to optimise the bandwidths and the dimension of latent spaces in the KCCA and A-CCA machine learning algorithms for statistical matching purposes?
Magermans, Céline
Promotor(s) : Heuchenne, Cédric
Date of defense : 2-Sep-2024/7-Sep-2024 • Permalink : http://hdl.handle.net/2268.2/21316
Details
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 |
Date of defense : | 2-Sep-2024/7-Sep-2024 |
Advisor(s) : | Heuchenne, Cédric |
Committee's member(s) : | Guillot, Malka
Ulm, Maren |
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.
Cite this master thesis
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The University of Liège does not guarantee the scientific quality of these students' works or the accuracy of all the information they contain.