TVICA -- time varying independent component analysis and its application to financial data (Q1623451)
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scientific article; zbMATH DE number 6983930
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | TVICA -- time varying independent component analysis and its application to financial data |
scientific article; zbMATH DE number 6983930 |
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TVICA -- time varying independent component analysis and its application to financial data (English)
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23 November 2018
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adaptive methods
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local homogeneity
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portfolio risk analysis
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sequential testing
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0.7938997149467468
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0.7880796790122986
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0.7633689045906067
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0.7578441500663757
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0.7535629272460938
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