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

Publié en ligne: 13 déc. 2023

Reçu: 09 févr. 2023

Accepté: 23 juin 2023

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

Mots clés

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.