Learning Connections in Financial Time Series

By Gartheeban Ganeshapillai, John V. Guttag, Andrew W. Lo. 2013

25 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Sang Il Lee
2. Seong Joon Yoo
3. Omer Berat Sezer
4. A. Ozbayoglu
5. M. Ugur Gudelek
6. Sima Siami‐Namini

Citations in the corpus

• Threshold-based portfolio: the role of the threshold and its applications (2017, methodology): “[34] propose a machine learning-based method to build a connectedness matrix and address the shortcomings of correlation in capturing events such as large losses.”