Table of Contents
ISRN Signal Processing
Volume 2013, Article ID 434832, 14 pages
http://dx.doi.org/10.1155/2013/434832
Research Article

Dynamically Measuring Statistical Dependencies in Multivariate Financial Time Series Using Independent Component Analysis

Machine Learning Research Group, Department of Engineering Science, University of Oxford, Oxford OX1 3PJ, UK

Received 30 March 2013; Accepted 4 May 2013

Academic Editors: A. Krzyzak, C.-M. Kuo, S. Kwong, W. Liu, and F. Perez-Cruz

Copyright © 2013 Nauman Shah and Stephen J. Roberts. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Nauman Shah and Stephen J. Roberts, “Dynamically Measuring Statistical Dependencies in Multivariate Financial Time Series Using Independent Component Analysis,” ISRN Signal Processing, vol. 2013, Article ID 434832, 14 pages, 2013. https://doi.org/10.1155/2013/434832.