Measure transformed canonical correlation analysis with application to financial data

Koby Todros, Alfred O. Hero III. Measure transformed canonical correlation analysis with application to financial data. In IEEE 7th Sensor Array and Multichannel Signal Processing Workshop, SAM 2012, Hoboken, NJ, USA, June 17-20, 2012. pages 361-364, IEEE, 2012. [doi]

Abstract

Abstract is missing.