"Independent Component Analysis Filtration for Value at Risk Modelling."

Ryszard Szupiluk, Piotr Wojewnik, Tomasz S. Zabkowski (2013)

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DOI: 10.1007/978-3-642-40728-4_69

access: closed

type: Conference or Workshop Paper

metadata version: 2024-08-15

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Ryszard Szupiluk, Piotr Wojewnik, Tomasz S. Zabkowski:
Independent Component Analysis Filtration for Value at Risk Modelling. ICANN 2013: 553-562

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