Robust and sparse banking network estimation
type: Item
instance of: scholarly article
title: Robust and sparse banking network estimation
zbMATH Open document ID: 1403.91394
author: Gabriele Torri
author: Rosella Giacometti
author: Sandra Paterlini
published in: European Journal of Operational Research
publication date: 2018-05-31T00:00:00Z
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 05C90
zbMATH DE Number: 6877268
zbMATH Keywords: finance
zbMATH Keywords: financial networks
zbMATH Keywords: graphical models
zbMATH Keywords: CDS spreads
describes a project that uses: PMTK
describes a project that uses: glasso
MaRDI profile type: Publication
full work available at URL: j.ejor.2018.03.041
OpenAlex ID: W2795852852
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DOI: 10.1016/J.EJOR.2018.03.041
Wikidata QID: Q130017600
description: scientific article; zbMATH DE number 6877268