Multiplicative ICA Algorithm for Interaction Analysis in Financial Markets

Ryszard Szupiluk, Piotr Wojewnik, Tomasz Zabkowski. Multiplicative ICA Algorithm for Interaction Analysis in Financial Markets. In Leszek Rutkowski, Marcin Korytkowski, Rafal Scherer, Ryszard Tadeusiewicz, Lotfi A. Zadeh, Jacek M. Zurada, editors, Artificial Intelligence and Soft Computing - 11th International Conference, ICAISC 2012, Zakopane, Poland, April 29-May 3, 2012, Proceedings, Part II. Volume 7268 of Lecture Notes in Computer Science, pages 608-615, Springer, 2012. [doi]

Abstract

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