Wataru Souma, Hiroshi Iyetomi, Hiroshi Yoshikawa. Application of Complex Hilbert Principal Component Analysis to Financial Data. In Sorel Reisman, Sheikh Iqbal Ahamed, Claudio Demartini, Thomas M. Conte, Ling Liu 0001, William R. Claycomb, Motonori Nakamura, Edmundo Tovar, Stelvio Cimato, Chung-Horng Lung, Hiroki Takakura, Ji-Jiang Yang, Toyokazu Akiyama, Zhiyong Zhang 0002, Kamrul Hasan, editors, 41st IEEE Annual Computer Software and Applications Conference, COMPSAC 2017, Turin, Italy, July 4-8, 2017. Volume 2. pages 391-394, IEEE Computer Society, 2017. [doi]
Abstract is missing.