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 ...
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...
: 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 ...
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. ...
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...