Cross-sectional Learning of Extremal Dependence among Financial Assets

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]

Authors

Xing Yan

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Qi Wu

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Wen Zhang

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