Learning Undirected Graphs in Financial Markets

José Vinícius de Miranda Cardoso, Daniel P. Palomar. Learning Undirected Graphs in Financial Markets. In Michael B. Matthews, editor, 54th Asilomar Conference on Signals, Systems, and Computers, ACSCC 2020, Pacific Grove, CA, USA, November 1-4, 2020. pages 741-745, IEEE, 2020. [doi]

@inproceedings{CardosoP20,
  title = {Learning Undirected Graphs in Financial Markets},
  author = {José Vinícius de Miranda Cardoso and Daniel P. Palomar},
  year = {2020},
  doi = {10.1109/IEEECONF51394.2020.9443573},
  url = {https://doi.org/10.1109/IEEECONF51394.2020.9443573},
  researchr = {https://researchr.org/publication/CardosoP20},
  cites = {0},
  citedby = {0},
  pages = {741-745},
  booktitle = {54th Asilomar Conference on Signals, Systems, and Computers, ACSCC 2020, Pacific Grove, CA, USA, November 1-4, 2020},
  editor = {Michael B. Matthews},
  publisher = {IEEE},
  isbn = {978-0-7381-3126-9},
}