Component analysis in financial time series.
Ragnar H. LeschYannick CailléDavid LowePublished in: CIFEr (1999)
Keyphrases
- component analysis
- financial time series
- stock market
- financial time series forecasting
- non stationary
- blind source separation
- financial data
- factor analysis
- turning points
- exchange rate
- stock price
- multivariate time series
- computer vision
- long term
- pattern recognition
- credit card
- short term
- video sequences
- reinforcement learning