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IDEAL   2000 International Conference on Intelligent Data Engineering and Automated Learning
Wall of Fame | Most Viewed IDEAL-2000 Paper
IDEAL
2000
Springer
14 years 3 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
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