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postgraduate thesis: Independent component analysis and its applications in finance

TitleIndependent component analysis and its applications in finance
Authors
Advisors
Advisor(s):Yu, PLH
Issue Date2007
PublisherThe University of Hong Kong (Pokfulam, Hong Kong)
Citation
Wu, H. [吳浩存]. (2007). Independent component analysis and its applications in finance. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3955909
DegreeDoctor of Philosophy
SubjectRandom variables.
Mathematical statistics.
Finance - Statistics.
Dept/ProgramStatistics and Actuarial Science
Persistent Identifierhttp://hdl.handle.net/10722/52742
HKU Library Item IDb3955909

 

DC FieldValueLanguage
dc.contributor.advisorYu, PLH-
dc.contributor.authorWu, Hao-cun.-
dc.contributor.author吳浩存-
dc.date.issued2007-
dc.identifier.citationWu, H. [吳浩存]. (2007). Independent component analysis and its applications in finance. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3955909-
dc.identifier.urihttp://hdl.handle.net/10722/52742-
dc.languageeng-
dc.publisherThe University of Hong Kong (Pokfulam, Hong Kong)-
dc.relation.ispartofHKU Theses Online (HKUTO)-
dc.rightsThe author retains all proprietary rights, (such as patent rights) and the right to use in future works.-
dc.rightsThis work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.-
dc.source.urihttp://hub.hku.hk/bib/B39559099-
dc.subject.lcshRandom variables.-
dc.subject.lcshMathematical statistics.-
dc.subject.lcshFinance - Statistics.-
dc.titleIndependent component analysis and its applications in finance-
dc.typePG_Thesis-
dc.identifier.hkulb3955909-
dc.description.thesisnameDoctor of Philosophy-
dc.description.thesislevelDoctoral-
dc.description.thesisdisciplineStatistics and Actuarial Science-
dc.description.naturepublished_or_final_version-
dc.description.natureabstract-
dc.identifier.doi10.5353/th_b3955909-
dc.date.hkucongregation2008-
dc.identifier.mmsid991022683759703414-

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