Mean Reversion with a Variance Threshold
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Marco Cuturi, Alexandre d'Aspremont
Mean Reversion with a Variance Threshold
ICML, 2013.

ICML c3 2013
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@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,
}


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