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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).
Version: | 0.1.0 |
Depends: | spectralGraphTopology |
Imports: | MASS, stats, progress, mvtnorm |
Suggests: | testthat |
Published: | 2023-02-14 |
DOI: | 10.32614/CRAN.package.fingraph |
Author: | Ze Vinicius [cre, aut] |
Maintainer: | Ze Vinicius <jvmirca at gmail.com> |
BugReports: | https://github.com/convexfi/fingraph/issues |
License: | GPL-3 |
URL: | https://github.com/convexfi/fingraph/ |
NeedsCompilation: | no |
Materials: | README |
CRAN checks: | fingraph results |
Reference manual: | fingraph.pdf |
Package source: | fingraph_0.1.0.tar.gz |
Windows binaries: | r-devel: fingraph_0.1.0.zip, r-release: fingraph_0.1.0.zip, r-oldrel: fingraph_0.1.0.zip |
macOS binaries: | r-release (arm64): fingraph_0.1.0.tgz, r-oldrel (arm64): fingraph_0.1.0.tgz, r-release (x86_64): fingraph_0.1.0.tgz, r-oldrel (x86_64): fingraph_0.1.0.tgz |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.