1 code implementation • 31 Dec 2020 • José Vinícius de Miranda Cardoso, Jiaxi Ying, Daniel Perez Palomar
In the past two decades, the field of applied finance has tremendously benefited from graph theory.
no code implementations • 20 May 2020 • José Vinícius de Miranda Cardoso, Daniel P. Palomar
We investigate the problem of learning undirected graphical models under Laplacian structural constraints from the point of view of financial market data.