17 citations · 20 across the 3 of their papers we have counts for
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stat.ML2020
Learning Undirected Graphs in Financial Markets
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. We show that Laplacian co…
stat.ML2019★ 17 cited
Structured Graph Learning Via Laplacian Spectral Constraints
Sandeep Kumar, Jiaxi Ying, Jos'e Vin'icius de M. Cardoso +1
Learning a graph with a specific structure is essential for interpretability and identification of the relationships among data. It is well known that structured graph learning fro…