Integrating Nonlinear Independent Component Analysis and Neural Network in Stock Price Prediction.
Chi-Jie LuChih-Chou ChiuJung-Li YangPublished in: IEA/AIE (2009)
Keyphrases
- independent component analysis
- stock price prediction
- source separation
- stock price
- independent components
- neural network
- principal component analysis
- independent components analysis
- factor analysis
- blind source separation
- signal processing
- independent subspace analysis
- single channel
- principle component analysis
- natural gradient
- information extraction
- kernel pca
- artificial neural networks
- pattern recognition
- feature extraction
- blind signal separation
- computer vision