114 citations · 256 across the 16 of their papers we have counts for
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cs.LG2020
Algorithms for Learning Graphs in Financial Markets
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. As a result, novel methods ranging from asset network estimation to hierarchical…
cs.LG2020★ 3 cited
Does the -norm Learn a Sparse Graph under Laplacian Constrained Graphical Models?
Jiaxi Ying, José Vinícius de M. Cardoso, Daniel P. Palomar
We consider the problem of learning a sparse graph under the Laplacian constrained Gaussian graphical models. This problem can be formulated as a penalized maximum likelihood estim…