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]

@inproceedings{BreardK16,
  title = {Inference of Partial Canonical Correlation Networks with Application to Stock Market Portfolio Selection},
  author = {Gregory Breard and Natallia Katenka},
  year = {2016},
  doi = {10.1109/ICDMW.2016.0018},
  url = {http://dx.doi.org/10.1109/ICDMW.2016.0018},
  researchr = {https://researchr.org/publication/BreardK16},
  cites = {0},
  citedby = {0},
  pages = {69-76},
  booktitle = {IEEE International Conference on Data Mining Workshops, ICDM Workshops 2016, December 12-15, 2016, Barcelona, Spain},
  editor = {Carlotta Domeniconi and Francesco Gullo and Francesco Bonchi and Josep Domingo-Ferrer and Ricardo A. Baeza-Yates and Zhi-Hua Zhou and Xindong Wu},
  publisher = {IEEE},
}