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IDEAL
2000
Springer
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Intelligent Agents
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IDEAL 2000
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Applying Independent Component Analysis to Factor Model in Finance
15 years 6 months ago
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www.cse.cuhk.edu.hk
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
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