Application of ICA and PCA to extracting structure from stock return (Q2923541)
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scientific article; zbMATH DE number 6364176
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Application of ICA and PCA to extracting structure from stock return |
scientific article; zbMATH DE number 6364176 |
Statements
3 November 2014
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stock index
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independent component analysis
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principle component analysis
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Application of ICA and PCA to extracting structure from stock return (English)
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0.7837539911270142
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0.7054246664047241
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0.6929084062576294
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0.6853554248809814
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0.6815958023071289
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