Ni Zhan, Yijia Sun, Aman Jakhar, He Liu. Graphical models for financial time series and portfolio selection. In Tucker Balch, editor, ICAIF '20: The First ACM International Conference on AI in Finance, New York, NY, USA, October 15-16, 2020. ACM, 2020. [doi]
@inproceedings{ZhanSJL20,
title = {Graphical models for financial time series and portfolio selection},
author = {Ni Zhan and Yijia Sun and Aman Jakhar and He Liu},
year = {2020},
doi = {10.1145/3383455.3422566},
url = {https://doi.org/10.1145/3383455.3422566},
researchr = {https://researchr.org/publication/ZhanSJL20},
cites = {0},
citedby = {0},
booktitle = {ICAIF '20: The First ACM International Conference on AI in Finance, New York, NY, USA, October 15-16, 2020},
editor = {Tucker Balch},
publisher = {ACM},
isbn = {978-1-4503-7584-9},
}