no code implementations • 7 Sep 2019 • Qiong Wu, Christopher G. Brinton, Zheng Zhang, Andrea Pizzoferrato, Zhenming Liu, Mihai Cucuringu
Pricing assets has attracted significant attention from the financial technology community.
no code implementations • 10 Jan 2019 • Mihai Cucuringu, Andrea Pizzoferrato, Yves van Gennip
We introduce a principled method for the signed clustering problem, where the goal is to partition a graph whose edge weights take both positive and negative values, such that edges within the same cluster are mostly positive, while edges spanning across clusters are mostly negative.