Dynamic Covariance Estimation under Structural Assumptions via a Joint Optimization Approach - researchr publication authors

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Wenyu Chen, Riade Benbaki, Yada Zhu, Rahul Mazumder. Dynamic Covariance Estimation under Structural Assumptions via a Joint Optimization Approach. In 4th ACM International Conference on AI in Finance, ICAIF 2023, Brooklyn, NY, USA, November 27-29, 2023. pages 445-453, ACM, 2023. [doi]

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