2006 | ||
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4 | EE | Edmond H. C. Wu, Philip L. H. Yu, W. K. Li: Value at Risk Estimation Using Independent Component Analysis-generalized Autoregressive Conditional Heteroscedasticity (ica-garch) Models. Int. J. Neural Syst. 16(5): 371-382 (2006) |
3 | EE | Edmond H. C. Wu, Philip L. H. Yu: ICLUS: A robust and scalable clustering model for time series via independent component analysis. Int. J. Systems Science 37(13): 987-1001 (2006) |
2005 | ||
2 | EE | Edmond H. C. Wu, Philip L. H. Yu: Independent Component Analysis for Clustering Multivariate Time Series Data. ADMA 2005: 474-482 |
1 | EE | Edmond H. C. Wu, Philip L. H. Yu: Volatility Modelling of Multivariate Financial Time Series by Using ICA-GARCH Models. IDEAL 2005: 571-579 |
1 | W. K. Li | [4] |
2 | Philip L. H. Yu | [1] [2] [3] [4] |