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).

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>
License: GPL-3
NeedsCompilation: no
Materials: README
CRAN checks: fingraph results


Reference manual: fingraph.pdf


Package source: fingraph_0.1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
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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