Applying Independent Component Analysis to Factor Model in Finance

Siu-Ming Cha, Lai-Wan Chan. Applying Independent Component Analysis to Factor Model in Finance. In Kwong-Sak Leung, Lai-Wan Chan, Helen Meng, editors, Intelligent Data Engineering and Automated Learning - IDEAL 2000, Data Mining, Financial Engineering, and Intelligent Agents, Second International Conference, Shatin, N.T. Hong Kong, China, December 13-15, 2000, Proceedings. Volume 1983 of Lecture Notes in Computer Science, pages 538-544, Springer, 2000. [doi]

Abstract

Abstract is missing.