"Time dependent analysis of financial networks using supervised latent ..."

Shotaro Ito, Koji Eguchi (2017)

> Home

Details and statistics

DOI: 10.1109/BIGDATA.2017.8258282

access: closed

type: Conference or Workshop Paper

metadata version: 2021-03-31

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - conf/bigdataconf/ItoE17
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/bigdataconf/ItoE17
Shotaro Ito, Koji Eguchi:
Time dependent analysis of financial networks using supervised latent feature relational models. IEEE BigData 2017: 3086-3090

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.