Independent component analysis and feature extraction of financial time series

Caillé, Y. (1998). Independent component analysis and feature extraction of financial time series. Masters thesis, Aston University.

Abstract

DUE TO COPYRIGHT RESTRICTIONS ONLY AVAILABLE FOR CONSULTATION AT ASTON UNIVERSITY LIBRARY AND INFORMATION SERVICES WITH PRIOR ARRANGEMENT

Additional Information:	Department: Electronic Engineering and Computer Science NO SCANNING ALLOWED
Institution:	Aston University
Uncontrolled Keywords:	component analysis,electronic engineering,computer science,financial time series,extraction
Last Modified:	30 Sep 2024 08:19
Date Deposited:	19 Mar 2014 11:30
Completed Date:	1998
Authors:	Caillé, Y.

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