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

Data publikacji: 13 gru 2023

Otrzymano: 09 lut 2023

Przyjęty: 23 cze 2023

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

Słowa kluczowe

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.