Compact Representations of Market Securities Using Smooth Component Extraction

DOI10.1007/978-3-540-74494-8_92zbMath1173.62328OpenAlexW2139790109MaRDI QIDQ3608628

Nikolaos Mitianoudis, Hariton Korizis, A. G. Constantinides

Publication date: 5 March 2009

Published in: Independent Component Analysis and Signal Separation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-74494-8_92

zbMATH Keywords

financeFastICAindependent components analysismarket securitiesSmoothICA

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Underdetermined Source Separation Using Mixtures of Warped Laplacians

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