GHICA
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Software:37729
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Related Items (8)
TVICA -- time varying independent component analysis and its application to financial data ⋮ Estimation of volatility causality in structural autoregressions with heteroskedasticity using independent component analysis ⋮ New independent component analysis tools for time series ⋮ Joint forecasts of Dow Jones stocks under general multivariate loss function ⋮ A new way to order independent components ⋮ Stable mixture GARCH models ⋮ The DNA of security return ⋮ Optimal Portfolio Diversification via Independent Component Analysis
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