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

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...

Related paper: https://arxiv.org/pdf/2005.09958.pdf