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IDEAL
2000
Springer
11 years 5 months ago
Applying Independent Component Analysis to Factor Model in Finance
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 ...
Siu-Ming Cha, Lai-Wan Chan
ICA
2007
Springer
11 years 5 months ago
Infinite Sparse Factor Analysis and Infinite Independent Components Analysis
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...
David Knowles, Zoubin Ghahramani
DELTA
2010
IEEE
11 years 6 months ago
Independent Component Analysis Applied to Watermark Extraction and its Implemented Model on FPGAs
: 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...
Thuong Le-Tien, Dien Vo-Ngoc, Lan Ngo-Hoang, Sung ...
ICA
2007
Springer
11 years 5 months ago
Compact Representations of Market Securities Using Smooth Component Extraction
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...
Hariton Korizis, Nikolaos Mitianoudis, Anthony G. ...
MCS
2008
Springer
11 years 1 months ago
Three-factor profile analysis with GARCH innovations
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...
Pui-Lam Leung, Wing-Keung Wong
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