Fast_MFCF is an ultra-fast implementation of the Maximally Filtered Clique Forest (MFCF). It is based on the work by Guido Previde Massara and is fully implemented Hongyu (Eric) Lin. This repository contains both the legacy code for MFCF and the folder for fast-MFCF.
FinancialComputingUCL/MFCF
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