Xing Yan, Qi Wu, Wen Zhang. Cross-sectional Learning of Extremal Dependence among Financial Assets. In Hanna M. Wallach, Hugo Larochelle, Alina Beygelzimer, Florence d'Alché-Buc, Edward A. Fox, Roman Garnett, editors, Advances in Neural Information Processing Systems 32: Annual Conference on Neural Information Processing Systems 2019, NeurIPS 2019, 8-14 December 2019, Vancouver, BC, Canada. pages 3852-3862, 2019. [doi]
Abstract is missing.