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fingraph: Learning Graphs for Financial Markets
Learning graphs for financial markets with optimization algorithms. This package contains implementations of the algorithms described in the paper: Cardoso JVM, Ying J, and Palomar DP (2021) <https://papers.nips.cc/paper/2021/hash/a64a034c3cb8eac64eb46ea474902797-Abstract.html> "Learning graphs in heavy-tailed markets", Advances in Neural Informations Processing Systems (NeurIPS).
Getting started
Browse package contents
Package details |
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| Author | Ze Vinicius [cre, aut] |
| Maintainer | Ze Vinicius <jvmirca@gmail.com> |
| License | GPL-3 |
| Version | 0.1.0 |
| URL | https://github.com/convexfi/fingraph/ |
| Package repository | View on CRAN |
| Installation |
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