Showing results 1 to 5 of 5
| Title | Author(s) | Issue Date | |
|---|---|---|---|
Financial data mining using flexible ICA-GARCH models Book:Dynamic and advanced data mining for progressing technological development: innovations and systemic approaches | 2010 | ||
Independent component analysis for clustering multivariate time series data Proceeding/Conference:Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) | 2005 | ||
A smoothed bootstrap test for independence based on mutual information Journal:Computational Statistics and Data Analysis | 2009 | ||
Value at risk estimation using independent component analysis-generalized autoregressive conditional heteroscedasticity (ICA-garch) models Journal:International Journal of Neural Systems | 2006 | ||
Volatility modelling of multivariate financial time series by using ICA-GARCH models Proceeding/Conference:Lecture Notes in Computer Science | 2005 |