The Reconstruction of Financial Signals Using Fast ICA for Systemic Risk.
Kuan-Heng ChenKhaldoun KhashanahPublished in: SSCI (2015)
Keyphrases
- independent component analysis
- risk management
- signal processing
- portfolio optimization
- factor analysis
- financial risk
- independent components
- signal reconstruction
- decision making
- blind source separation
- financial crisis
- risk analysis
- portfolio management
- blind signal separation
- blind separation
- source separation
- credit risk
- three dimensional
- risk assessment
- image reconstruction
- reconstruction method
- early warning
- risk factors
- risk evaluation
- discrete tomography
- compressive sensing
- high resolution
- principal component analysis
- high risk
- reconstruction error
- independent components analysis
- financial information
- pattern recognition
- scan data
- stock market
- natural image statistics
- source signals
- statistically independent
- risk averse
- investment decisions
- spectral analysis