Marco Cuturi, Alexandre d'Aspremont
Mean Reversion with a Variance Threshold
ICML, 2013.
@inproceedings{ICML-c3-2013-Cuturid,
author = "Marco Cuturi and Alexandre d'Aspremont",
booktitle = "{Proceedings of the 30th International Conference on Machine Learning, Cycle 3}",
ee = "http://jmlr.org/proceedings/papers/v28/cuturi13.html",
pages = "271--279",
publisher = "{JMLR.org}",
series = "{JMLR Proceedings}",
title = "{Mean Reversion with a Variance Threshold}",
volume = 28,
year = 2013,
}











