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, }