Gartheeban Ganeshapillai, John V. Guttag, Andrew Lo. Learning Connections in Financial Time Series. In Proceedings of the 30th International Conference on Machine Learning, ICML 2013, Atlanta, GA, USA, 16-21 June 2013. Volume 28 of JMLR Proceedings, pages 109-117, JMLR.org, 2013. [doi]
Abstract is missing.