CRAN/E | fingraph

fingraph

Learning Graphs for Financial Markets

Installation

About

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).

github.com/convexfi/fingraph/
Bug report File report

Key Metrics

Version 0.1.0
Published 2023-02-14 220 days ago
Needs compilation? no
License GPL-3
CRAN checks fingraph results

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Maintainer

Maintainer

Ze Vinicius

jvmirca@gmail.com

Authors

Ze Vinicius

cre / aut

Material

README
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-develnot available

x86_64

r-releasenot available

x86_64

r-oldrelnot available

x86_64

Depends

spectralGraphTopology

Imports

MASS
stats
progress
mvtnorm

Suggests

testthat