GHICA
From MaRDI portal
Cited in
(10)- TVICA -- time varying independent component analysis and its application to financial data
- Estimation of volatility causality in structural autoregressions with heteroskedasticity using independent component analysis
- Joint forecasts of Dow Jones stocks under general multivariate loss function
- CuBICA
- TVICA
- The DNA of security return
- Optimal portfolio diversification via independent component analysis
- A new way to order independent components
- Stable mixture GARCH models
- New independent component analysis tools for time series
This page was built for software: GHICA
