Independent Component Analysis for Financial Time Series

Erkki Oja, K. Kiviluoto, S. Malaroiu

    Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

    33 Citations (Scopus)
    Original languageEnglish
    Title of host publicationIEEE 2000 Symp. on Adapt. Systems for Signal Proc., Comm. and Control AS-SPCC, Lake Louise, Canada, October 1-4, 2000
    Pages111-116
    Publication statusPublished - 2000
    MoE publication typeA4 Article in a conference publication

    Keywords

    • independent component analysis
    • time series

    Cite this