"Sparsistent filtering of comovement networks from high-dimensional ..."

Arnab Chakrabarti, Anindya S. Chakrabarti (2022)

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DOI: 10.1016/J.JOCS.2022.101902

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type: Journal Article

metadata version: 2023-01-03

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Arnab Chakrabarti, Anindya S. Chakrabarti:
Sparsistent filtering of comovement networks from high-dimensional data. J. Comput. Sci. 65: 101902 (2022)

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