105 search results - page 1 / 21 » Applying Independent Component Analysis to Factor Model in F... |
IDEAL
2000
Springer
13 years 8 months ago
2000
Springer
Factor model is a very useful and popular model in finance. In this paper, we show the relation between factor model and blind source separation, and we propose to use Independent ...
ICA
2007
Springer
13 years 8 months ago
2007
Springer
Abstract. A nonparametric Bayesian extension of Independent Components Analysis (ICA) is proposed where observed data Y is modelled as a linear superposition, G, of a potentially i...
DELTA
2010
IEEE
13 years 9 months ago
2010
IEEE
: Most of published audio watermark algorithms are suffered a trade-off between inaudibility and detectibility, and the detection performance depends greatly on the strength of noi...
ICA
2007
Springer
13 years 8 months ago
2007
Springer
Independent Component Analysis (ICA) is a statistical method for expressing an observed set of random vectors as a linear combination of statistically independent components. This...
MCS
2008
Springer
13 years 4 months ago
2008
Springer
The technique of ANOVA has been widely used in Economics and Finance where the observations are usually time-dependent but the model itself is treated as independent in time. In t...