The University of Southampton

Publications

Millington, Tristan and Niranjan, Mahesan (2017) Robust portfolio risk minimization using the graphical lasso. 10 pp . (doi:10.1007/978-3-319-70096-0_88).

Millington, Tristan and Niranjan, Mahesan (2019) Quantifying influence in financial markets via partial correlation network inference. In 2019 11th International Symposium on Image and Signal Processing and Analysis (ISPA). IEEE.. (doi:10.1109/ISPA.2019.8868437).

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