The DNA of security return

DOI10.1080/14697688.2014.920100MaRDI QIDQ4682989zbMATH OpenOpenAlexFDO

Authors Chang-Ho Han

Publication date 19 September 2018

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/14697688.2014.920100

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• scientific article; zbMATH DE number 777596 (Why is no real title available?)
• An overview of independent component analysis and its applications
• Independent component analysis, a new concept?
• Independent component analysis: principles and practice
• Independent component ordering in ICA time series analysis.
• Indeterminacy and identifiability of blind identification
• Introductory econometrics for finance
• Principal component analysis.

Describes a project that uses

Uses Software

• GHICA
• TVICA
• FastICA

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