Learning connections in financial time series

Thesis: Ph. D., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, 2014. === Cataloged from PDF version of thesis. === Includes bibliographical references (pages 125-132). === Much of modern financial theory is based upon the assumption that a portfolio...

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Bibliographic Details
Main Author: Gartheeban, Ganeshapillai
Other Authors: John V. Guttag.
Format: Others
Language:English
Published: Massachusetts Institute of Technology 2015
Subjects:
Online Access:http://hdl.handle.net/1721.1/93061