Applying independent component analysis to factor model in finance

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 1983, Issue , 2000, Pages 538-544

  Cha, Siu Ming ^a   Chan, Lai Wan ^a  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

BLIND SOURCE SEPARATION; DATA MINING; ENGINEERING EDUCATION; FINANCE; INDEPENDENT COMPONENT ANALYSIS; INTELLIGENT AGENTS;

DATA-MINING TOOLS; FACTOR MODEL; INDEPENDENT COMPONENT ANALYSIS(ICA); UNDERLYING FACTORS;

FACTOR ANALYSIS;

EID: 84944058328     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/3-540-44491-2_78     Document Type: Conference Paper

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