Package: fingraph 0.1.0

Ze Vinicius

fingraph: Learning Graphs for Financial Markets

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) <https://papers.nips.cc/paper/2021/hash/a64a034c3cb8eac64eb46ea474902797-Abstract.html> "Learning graphs in heavy-tailed markets", Advances in Neural Informations Processing Systems (NeurIPS).

Authors:Ze Vinicius [cre, aut]

fingraph_0.1.0.tar.gz


fingraph_0.1.0.tar.gz(r-4.4-noble)
fingraph.pdf |fingraph.html✨
fingraph/json (API)

# Install 'fingraph' in R:
install.packages('fingraph', repos = c('https://convexfi.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/convexfi/fingraph/issues

On CRAN:

Conda:

4.28 score 38 stars 83 downloads 3 exports 24 dependencies

Last updated 2 years agofrom:ab73613f0d. Checks:1 OK, 1 NOTE. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 23 2025
R-4.4-linuxNOTEMar 23 2025

Exports:learn_connected_graphlearn_kcomp_heavytail_graphlearn_regular_heavytail_graph

Dependencies:clicrayondata.tablegluehmsjsonlitelatticelifecycleMASSMatrixmvtnormpkgconfigprettyunitsprogressR6RcppRcppArmadilloRcppEigenrlangrlistspectralGraphTopologyvctrsXMLyaml