Inference of Partial Canonical Correlation Networks with Application to Stock Market Portfolio Selection

Gregory Breard, Natallia Katenka. Inference of Partial Canonical Correlation Networks with Application to Stock Market Portfolio Selection. In Carlotta Domeniconi, Francesco Gullo, Francesco Bonchi, Josep Domingo-Ferrer, Ricardo A. Baeza-Yates, Zhi-Hua Zhou, Xindong Wu, editors, IEEE International Conference on Data Mining Workshops, ICDM Workshops 2016, December 12-15, 2016, Barcelona, Spain. pages 69-76, IEEE, 2016. [doi]

Abstract

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