FastICA algorithm
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This paper proposes a new method for measuring the dependency between securities. Applying independent component analysis to the return data of the whole component securities in a universe, independent factors composing the returns are extracted. Reconstructing return data of individual component security based on such factors, wend that each security has a unique factor hierarchy
53p 
cothumenhmong4
24-03-2020
18
3
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In this paper, authors proposed an FPGAbased ICA implementation using FastICA algorithm. The design can process 4 audio channels with variable length from 29 to 225 samples.
7p vititan2711
13-08-2019
17
2
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