HIGHLIGHTS
- who: Tristan Millington from the School of Electronics and Computer Science, University of, UK have published the research: Partial correlation financial networks, in the Journal: (JOURNAL)
- what: The authors compare and contrast the two. The authors show that the partial correlation networks have a smaller and much less variable intensity than the correlation networks but in fact are less stable. The authors compare the edge weights in these networks.
- how: The exact results are shown in Table 1.
SUMMARY
With these regularized covariance and precision matrices, the authors can . . .
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