Independent component analysis for financial time series

IEEE 2000 Adaptive Systems for Signal Processing, Communications, and Control Symposium, AS-SPCC 2000

Volumn , Issue , 2000, Pages 111-116

  Oja, E ^a   Kiviluoto, K ^a   Malaroiu, S ^a  

^a AALTO UNIVERSITY   (Finland)

Author keywords

[No Author keywords available]

Indexed keywords

ADAPTIVE CONTROL SYSTEMS; ADAPTIVE SYSTEMS; BLIND SOURCE SEPARATION; FINANCE; FINANCIAL DATA PROCESSING; FORECASTING; INDEPENDENT COMPONENT ANALYSIS; MATHEMATICAL TRANSFORMATIONS; MIXTURES; SIGNAL PROCESSING; TIME SERIES;

COMPUTATIONALLY EFFICIENT; FINANCIAL APPLICATIONS; FINANCIAL TIME SERIES; INDEPENDENT COMPONENT ANALYSIS(ICA); INDEPENDENT SOURCES; KOLMOGOROV COMPLEXITY; LINEAR SIGNAL TRANSFORMS; TEMPORAL STRUCTURES;

TIME SERIES ANALYSIS;

EID: 84962424424     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ASSPCC.2000.882456     Document Type: Conference Paper

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