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) <> "Learning graphs in heavy-tailed markets", Advances in Neural Informations Processing Systems (NeurIPS).

Getting started

Package details

AuthorZe Vinicius [cre, aut]
MaintainerZe Vinicius <>
Package repositoryView on CRAN
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fingraph documentation built on Feb. 16, 2023, 9:50 p.m.