The DNA of security return

DOI10.1080/14697688.2014.920100zbMath1395.62322OpenAlexW2063064912MaRDI QIDQ4682989

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)

Uses Software

• FastICA
• TVICA
• GHICA

Cites Work

• Independent component analysis, a new concept?
• Principal component analysis.
• Indeterminacy and identifiability of blind identification
• Independent component ordering in ICA time series analysis.
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