@inproceedings{ICML-c2-2013-GaneshapillaiGL,
	author        = "Gartheeban Ganeshapillai and John V. Guttag and Andrew Lo",
	booktitle     = "{Proceedings of the 30th International Conference on Machine Learning, Cycle 2}",
	ee            = "http://jmlr.org/proceedings/papers/v28/ganeshapillai13.html",
	pages         = "109--117",
	publisher     = "{JMLR.org}",
	series        = "{JMLR Proceedings}",
	title         = "{Learning Connections in Financial Time Series}",
	volume        = 28,
	year          = 2013,
}