fingraph

Learning Graphs for Financial Markets

CRAN Package

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).

  • Version0.1.0
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?No
  • Last release02/14/2023

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  • Depends1 package
  • Imports4 packages
  • Suggests1 package