Electrical Engineering Wroclaw University of Technology

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1. Independent Variable Selection: An Application of Independent Component Analysis to Forecasting a Stock Index / Cichocki, A ; Stansell, S R ; Leonowicz, Z ; Buck, J [ENY-PREPRINT-2008-002]
Forecasts of financial time series requires the use of a possibly large set of input (explanatory) variables drawn form a very large set of potential inputs. [...]
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