Component analysis in financial time series

IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr)

Volumn , Issue , 1999, Pages 183-190

  Lesch, Ragnar H ^a   Caille, Yannick ^a   Lowe, David ^a  

^a ASTON UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

FEATURE EXTRACTION; MARKETING; SIGNAL RECONSTRUCTION; SPURIOUS SIGNAL NOISE; TIME SERIES ANALYSIS; VECTORS;

BLIND SOURCE SEPARATION; CURRENCY EXCHANGE RATE; FINANCIAL TIME SERIES; INDEPENDENT COMPONENT ANALYSIS; PRINCIPAL COMPONENT ANALYSIS; SIGNAL TO NOISE DECOMPOSITION;

FINANCIAL DATA PROCESSING;

EID: 0032646565     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Article

References (11)