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Philip L. H. Yu :
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Edmond H. C. Wu , Philip L. H. Yu Independent Component Analysis for Clustering Multivariate Time Series Data. [Citation Graph (0, 0)][DBLP ] ADMA, 2005, pp:474-482 [Conf ] Edmond HaoCun Wu , Philip L. H. Yu , W. K. Li An Independent Component Ordering and Selection Procedure Based on the MSE Criterion. [Citation Graph (0, 0)][DBLP ] ICA, 2006, pp:286-294 [Conf ] Edmond H. C. Wu , Philip L. H. Yu Volatility Modelling of Multivariate Financial Time Series by Using ICA-GARCH Models. [Citation Graph (0, 0)][DBLP ] IDEAL, 2005, pp:571-579 [Conf ] 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. [Citation Graph (0, 0)][DBLP ] Int. J. Neural Syst., 2006, v:16, n:5, pp:371-382 [Journal ] Edmond HaoCun Wu , Philip L. H. Yu Pattern recognition of the term structure using independent component analysis. [Citation Graph (0, 0)][DBLP ] IJPRAI, 2006, v:20, n:2, pp:173-188 [Journal ] Search in 0.001secs, Finished in 0.001secs