Extensions of ICA for Causality Discovery in the Hong Kong Stock Market - researchr publication related

researchr

You are not signed in
Sign in
Sign up

Kun Zhang, Lai-Wan Chan. Extensions of ICA for Causality Discovery in the Hong Kong Stock Market. In Irwin King, Jun Wang, Laiwan Chan, DeLiang L. Wang, editors, Neural Information Processing, 13th International Conference, ICONIP 2006, Hong Kong, China, October 3-6, 2006, Proceedings, Part III. Volume 4234 of Lecture Notes in Computer Science, pages 400-409, Springer, 2006. [doi]

The following publications are possibly variants of this publication:

Event Pattern Discovery from the Stock Market BulletinFang Li, Huanye Sheng, Dongmo Zhang. dis 2002: 310-315 [doi]

A multiscaling test of causality effects among international stock marketsCheng Zhang, Francis In, Alan Farley. npsc, 12:91-112, 2004.

runs on WebDSL