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Pattern recognition of the term structure using independent component analysis
Edmond Haocun WU
,
Leung Ho Philip YU
Department of Mathematics and Information Technology (MIT)
Research output
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peer-review
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Keyphrases
Copyright
20%
Dimensionality Reduction
20%
Financial Applications
20%
Financial Assets
20%
Financial Time Series Analysis
20%
International Cooperative Ataxia Rating Scale (ICARS)
100%
Multiple Yield Curves
20%
Multivariate Time Series
20%
Pattern Recognition
100%
Principal Coordinate Analysis (PCoA)
40%
Time to Maturity
20%
World Scientific Publishing
20%
Computer Science
Component Analysis
40%
Financial Asset
20%
Financial Time
20%
Independent Component Analysis
100%
Multivariate Time Series
20%
Pattern Recognition
100%
Principal Components
40%
Scientific Publishing
20%
Mathematics
Financial Time Series Analysis
20%
Independent Component
100%
Pattern Recognition
100%
Principal Component Analysis
40%
Term Structure
100%
Economics, Econometrics and Finance
Principal Components
100%
Time Series
100%
Yield Curve
50%