@article{paperid:1092190, author = {A. Kheyri and A. Bekker and Arashi, Mohammad}, title = {High-Dimensional Precision Matrix Estimation through GSOS with Application in the Foreign Exchange Market}, journal = {Mathematics}, year = {2022}, volume = {10}, number = {22}, month = {November}, issn = {2227-7390}, pages = {4232--4232}, numpages = {0}, keywords = {exchange rate; Gaussian graphical model; graphical elastic net; high-penalized log-likelihood; precision matrix estimation; ridge estimation}, }