Independent Component Analysis for Financial Time Series

Erkki Oja, K. Kiviluoto, S. Malaroiu

Research output: Chapter in Book/Report/Conference proceeding › Conference article in proceedings › Scientific › peer-review

51 Citations (Scopus)

Original language	English
Title of host publication	IEEE 2000 Symp. on Adapt. Systems for Signal Proc., Comm. and Control AS-SPCC, Lake Louise, Canada, October 1-4, 2000
Pages	111-116
Publication status	Published - 2000
MoE publication type	A4 Conference publication

Keywords

@inproceedings{6de41fb2c75a450fa2b2597a94a06c50,

title = "Independent Component Analysis for Financial Time Series",

keywords = "independent component analysis, time series, independent component analysis, time series, independent component analysis, time series",

author = "Erkki Oja and K. Kiviluoto and S. Malaroiu",

year = "2000",

language = "English",

pages = "111--116",

booktitle = "IEEE 2000 Symp. on Adapt. Systems for Signal Proc., Comm. and Control AS-SPCC, Lake Louise, Canada, October 1-4, 2000",

}

TY - GEN

T1 - Independent Component Analysis for Financial Time Series

AU - Oja, Erkki

AU - Kiviluoto, K.

AU - Malaroiu, S.

PY - 2000

Y1 - 2000

KW - independent component analysis

KW - time series

KW - independent component analysis

KW - time series

KW - independent component analysis

KW - time series

M3 - Conference article in proceedings

SP - 111

EP - 116

BT - IEEE 2000 Symp. on Adapt. Systems for Signal Proc., Comm. and Control AS-SPCC, Lake Louise, Canada, October 1-4, 2000

ER -