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fingraph  

Learning Graphs for Financial Markets
View on CRAN: Click here


Download and install fingraph package within the R console
Install from CRAN:
install.packages("fingraph")

Install from Github:
library("remotes")
install_github("cran/fingraph")

Install by package version:
library("remotes")
install_version("fingraph", "0.1.0")



Attach the package and use:
library("fingraph")
Maintained by
Ze Vinicius
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-02-14
Latest Update: 2023-02-14
Description:
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).
How to cite:
Ze Vinicius (2023). fingraph: Learning Graphs for Financial Markets. R package version 0.1.0, https://cran.r-project.org/web/packages/fingraph. Accessed 29 Mar. 2025.
Previous versions and publish date:
0.1.0 (2023-02-14 10:20)
Other packages that cited fingraph R package
View fingraph citation profile
Other R packages that fingraph depends, imports, suggests or enhances
Complete documentation for fingraph
Functions, R codes and Examples using the fingraph R package
Some associated functions: learn_connected_graph . learn_kcomp_heavytail_graph . learn_regular_heavytail_graph . 
Some associated R codes: connected-graph-admm.R . connected-graph-heavy-tail-admm.R . k-component-graph-heavy-tail.R .  Full fingraph package functions and examples
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