Weilong Guo

Cornell University

Ithaca, NY 14853

United States

SCHOLARLY PAPERS

2

DOWNLOADS

427

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

The Topology of Overlapping Portfolio Networks

Number of pages: 22 Posted: 18 Jun 2015
Weilong Guo, Andreea Minca and Li Wang
Cornell University, Cornell University and Massachusetts Institute of Technology (MIT) - Operations Research Center
Downloads 363 (82,226)
Citation 3

Abstract:

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Financial network, Fund portfolios, Vulnerability, Centrality, Forecasting, Graph clustering

2.

Large VARX Model With Network Regularization

Number of pages: 27 Posted: 15 Feb 2018
Weilong Guo and Andreea Minca
Cornell University and Cornell University
Downloads 64 (348,401)

Abstract:

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Varx Model, Networks, Group Lasso, High-Dimensional Time Series, Forecasting, Time Series Clustering