Login / Signup
Value at Risk Estimation Using Independent Component Analysis-generalized Autoregressive Conditional Heteroscedasticity (ica-garch) Models.
Edmond H. C. Wu
Philip L. H. Yu
Wai Keung Li
Published in:
Int. J. Neural Syst. (2006)
Keyphrases
</>
independent component analysis
independent components
garch model
face recognition
stock market
blind source separation
data sets
feature extraction
multiscale
video sequences
feature vectors
kernel function
categorical data