Learning Connections in Financial Time Series

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]

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