Ryszard Szupiluk, Piotr Wojewnik, Tomasz Zabkowski. Independent Component Analysis Filtration for Value at Risk Modelling. In Valeri Mladenov, Petia D. Koprinkova-Hristova, Günther Palm, Alessandro E. P. Villa, Bruno Appollini, Nikola Kasabov, editors, Artificial Neural Networks and Machine Learning - ICANN 2013 - 23rd International Conference on Artificial Neural Networks, Sofia, Bulgaria, September 10-13, 2013. Proceedings. Volume 8131 of Lecture Notes in Computer Science, pages 553-562, Springer, 2013. [doi]
Abstract is missing.