The forecasting of stock price is one of the most challenging tasks in investment/financial decision-making since stock prices/indices are inherently noisy and non-stationary. In ...
Independent component analysis (ICA) is a popular approach for blind source separation (BSS). In this study, we develop a new mutual information measure for BSS and unsupervised l...
How can we efficiently find a clustering, i.e. a concise description of the cluster structure, of a given data set which contains an unknown number of clusters of different shape ...
Abstract— Independent subspace analysis (ISA) is a generalization of independent component analysis (ICA), where multidimensional ICA is incorporated with the idea of invariant f...
In independent component analysis problems, when we use a one-unit objective function to iteratively estimate several independent components, the uncorrelatedness between the indep...