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