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References from Factor analysis of financial time series using EEMD-ICA based approach. Local targets link to admitted publications; unresolved targets remain external evidence.
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Source separation from single-channel recordings by combining empirical-mode decomposition and independent component analysis
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Financial time series forecasting using independent component analysis and support vector regression
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Explaining crude oil prices using fundamental measures
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Generalized entropy plane based on large deviations theory for financial time series
2020 · External reference
Conditional quantile estimation for generalized autoregressive conditional heteroscedasticity models
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Mixed pixel decomposition of mineral spectrum based on EMD-ICA method
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Hybrid wavelet and EMD/ICA approach for artifact suppression in pervasive EEG
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Modeling the world oil market: assessment of a quarterly econometric model
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Financial time series forecasting using support vector machines
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Gold price analysis based on ensemble empirical model decomposition and independent component analysis
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Gold and oil futures markets: are markets efficient
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Multifractal detrended cross-correlation analysis on gold, crude oil and foreign exchange rate time series
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Oil price fluctuations and U.S. dollar exchange rates
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Time-varying risk premiums in petroleum futures prices
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A new approach for crude oil price analysis based on empirical mode decomposition
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An analysis of factors affecting price volatility of the US oil market
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What has driven oil prices since 2000? A structural change perspective
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The crude oil market and the gold market: evidence for cointegration, causality and price discovery
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Spillover effect of US dollar exchange rate on oil prices
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