Using a principal component analysis for multi-currencies-trading in the foreign exchange market.
Hyun Woo ByunSeungho BaekJae Joon AhnKyong Joo OhTae Yoon KimPublished in: Intell. Data Anal. (2015)
Keyphrases
- foreign exchange
- principal component analysis
- exchange rate
- technical indicators
- stock market
- early warning
- dimensionality reduction
- principal components
- databases
- face recognition
- data analysis
- feature space
- covariance matrix
- independent component analysis
- short run
- linear discriminant analysis
- stock price
- short term
- face images
- high dimensional
- feature extraction
- search engine