hypothesis in the Romanian financial market case; 2) a critical distinction between the concept of "risk" and the concept of … "incertitude"; 3) the use of the individual yield/risk ratio versus the market one as a selection variable; 4) the renouncement at … disfunctions, there is a possibility to build an "optimal" portfolio based on a yield-risk arbitrage inside an efficiency frontier …

noise is present have been developed. In noisy ICA, we have to deal with the problem of estimation of the noise free … shrinkage [10]. The final part of the paper presents a LMS optimal PCA compression/decompression scheme, where the noise is …/decompression technique and PCA based noise removal method several tests were performed on the same set of data. The tests proved that the …