Application of independent component analysis-based dimensionality reduction technique in effective information extraction of high-dimensional high-frequency data

Publicado en línea: 13 dic 2023

Recibido: 09 feb 2023

Aceptado: 23 jun 2023

DOI: https://doi.org/10.2478/amns.2023.2.01478

Palabras clave

Independent component analysis, Whitening, Objective function, Great likelihood estimation, High-dimensional high-frequency data

© 2023 Xiaohui Wang, published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.