Tristan Millington, Mahesan Niranjan. Quantifying Influence in Financial Markets via Partial Correlation Network Inference. In Sven Loncaric, Robert Bregovic, Marco Carli, Marko Subasic, editors, 11th International Symposium on Image and Signal Processing and Analysis, ISPA 2019, Dubrovnik, Croatia, September 23-25, 2019. pages 306-311, IEEE, 2019. [doi]
Abstract is missing.