PCA

PCA
principal component analysis (PCA)
A mathematical tool used to reduce the number of variables while retaining the original variability of the data The first principal component accounts for as much of the variability in the data as possible, and each succeeding component accounts for as much of the remaining variability as possible. In interest rate risk analysis, PCA is applied to define non-parallel yield curve sifts to model. The number of variables is equal to the number of points on the yield curve, the first principal component is the rate level, the second is the twist or rotation of the yield curve around a pivot point and the third is the change in curvature or " bow" in the yield curve. American Banker Glossary

Financial and business terms. 2012.

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  • PCA — ევროკავშირსა და საქართველოს შორის ორმხრივი ვაჭრობის მარეგულირებელ ჩარჩო დოკუმენტს წარმოადგენს პარტნიორობისა და თანამშრომლობის შესახებ შეთანხმება (PCA), რომელიც 1999 წლის 1 ივლისს შევიდა ძალაში. Source: ევროკავშირის სამეზობლო პოლიტიკა და… …   Georgian encyclopedia

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  • PCA protein complementation assay — PCA pour Protein fragment Complementation Assay, est une technique de biologie moléculaire consistant à vérifier des interactions protéine protéine en couplant chacune de nos protéines d intérêt avec des fragments d une protéine rapportrice… …   Wikipédia en Français

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