Talk by Vini on "Learning Graphs in Financial Markets"

Wed, 27 Jan 2021 00:00:00 +0000

“Learning Graphs in Financial Markets” presented by PhD student Jose Vinicius de M. Cardoso.

Talk (virtually) delivered at the Hong Kong Machine Learning Meetup, Hong Kong, Jan. 2021. https://www.meetup.com/Hong-Kong-Mach…

José Vinícius de M. Cardoso, Jiaxi Ying, and Daniel P. Palomar, “Algorithms for Learning Graphs in Financial Markets,” Dec, 2020. (https://arxiv.org/pdf/2012.15410)
José Vinícius de M. Cardoso and Daniel P. Palomar, “Learning Undirected Graphs in Financial Markets,” in Proc. of the 54th Asilomar Conference on Signals, Systems and Computers, Pacific Grove, CA, USA, 2020. (https://arxiv.org/pdf/2005.09958)
Jiaxi Ying, José Vinícius de M. Cardoso, and Daniel P. Palomar, “Minimax Estimation of Laplacian Constrained Precision Matrices,” in Proc. of the 24th International Conference on Artificial Intelligence and Statistics (AISTATS), vol. 130, pp. 3736-3744, April 2021.
Jiaxi Ying, José Vinícius de M. Cardoso, and Daniel P. Palomar, “Nonconvex Sparse Graph Learning under Laplacian Constrained Graphical Model,” Advances in Neural Information Processing Systems (NeurIPS), Dec. 2020.
Sandeep Kumar, Jiaxi Ying, José Vinícius de M. Cardoso, and Daniel P. Palomar, “A Unified Framework For Structured Graph Learning Via Spectral Constraints,” Journal of Machine Learning Research (JMLR), 21(22): 1-60, Jan. 2020.
Sandeep Kumar, Jiaxi Ying, José Vinícius de M. Cardoso, and Daniel P. Palomar, “Structured Graph Learning Via Laplacian Spectral Constraints,” Advances in Neural Information Processing Systems (NeurIPS), Dec. 2019.

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Wed, 13 May 2020 00:00:00 +0000

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Plenary Talk - "Learning graphs of stocks: From iid to time-varying models"

Fri, 01 May 2020 00:00:00 +0000

Plenary Talk by Prof. Daniel P Palomar on “Learning graphs of stocks: From iid to time-varying models,” Graph Signal Processing (GSP) Workshop, Madrid, Spain.

Plenary Talk (virtually) delivered at the Graph Signal Processing (GSP) Workshop 2020, Madrid, Spain, May 2020. Official GSP Workshop website: http://www.gspworkshop.org/plenary-sp…

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Talk by Vini on "Learning Graphs in Financial Markets"

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Check out my new YouTube channel!

Plenary Talk - "Learning graphs of stocks: From iid to time-varying models"