Name of QuantLet: Dimensionality Reduction and Visualization

Published in: Not yet published

Description: Performs dimensionality reduction and visualization on 710 features from the insider trading prediction dataset (2014–2019).

Keywords: 
- insider trading
- dimensionality reduction
- PCA
- t-SNE
- UMAP
- Leiden clustering
- visualization

Author: Wolfgang K. Härdle, Yezhou Sha, Yunhui Shi

Submitted: November 11 2025

Example: The Quantlet produces PCA, t-SNE, and UMAP plots showing the 710-feature embeddings of insider and non-insider samples under different sampling ratios, as well as Leiden clustering visualizations illustrating sample separation in 2D space.