The Analysis of Financial Time-series Data by Independent Component Analysis

E.R. Pike, E.G. Klepfish

Research output: Chapter in Book/Report/Conference proceeding › Conference paper

Original language	English
Title of host publication	The Applications of Econophysics
Publisher	Springer
Pages	174 - 180
Number of pages	7
ISBN (Print)	443114028X
Publication status	Published - 2004
Event	Second Nikkei Econophysics Symposium - Tokyo Duration: 12 Nov 2002 → 14 Nov 2002

Conference	Second Nikkei Econophysics Symposium
City	Tokyo
Period	12/11/2002 → 14/11/2002

Cite this

@inbook{297224a5499948bbbb24ce4c79110bb5,

title = "The Analysis of Financial Time-series Data by Independent Component Analysis ",

author = "E.R. Pike and E.G. Klepfish",

year = "2004",

language = "English",

isbn = "443114028X",

pages = "174 -- 180",

booktitle = "The Applications of Econophysics",

publisher = "Springer",

note = "Second Nikkei Econophysics Symposium ; Conference date: 12-11-2002 Through 14-11-2002",

}