A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets (Q5153521): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q244516
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 4 users not shown)
Property / author
 
Property / author: Frank Nielsen / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2592261270 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1703.00485 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Systemic risk and causality dynamics of the world international shipping market / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-random topology of stock markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: How news affects the trading behaviour of different categories of investors in a financial market / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5359675 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hierarchically nested factor model from multivariate data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Correlation based networks of equity returns sampled at different time horizons / rank
 
Normal rank
Property / cites work
 
Property / cites work: SPANNING TREES AND BOOTSTRAP RELIABILITY ESTIMATION IN CORRELATION-BASED NETWORKS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Cluster analysis for portfolio optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability and hierarchy of quasi-stationary states: financial markets as an example / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nested hierarchies in planar graphs / rank
 
Normal rank
Property / cites work
 
Property / cites work: APPLICATION OF RANDOM MATRIX THEORY TO STUDY CROSS-CORRELATIONS OF STOCK PRICES / rank
 
Normal rank
Property / cites work
 
Property / cites work: CO-OCCURRENCE NETWORK OF REUTERS NEWS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Clustering heteroskedastic time series by model-based procedures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asset Trees and Asset Graphs in Financial Markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic asset trees and Black Monday / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to Econophysics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Detection of false investment strategies using unsupervised learning methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio selection based on graphs: does it align with Markowitz-optimal portfolios? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncovering the dynamics of correlation structures relative to the collective market motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Algorithms of maximum likelihood data clustering with applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Influence network in the Chinese stock market / rank
 
Normal rank
Property / cites work
 
Property / cites work: Clustering of financial time series in risky scenarios / rank
 
Normal rank
Property / cites work
 
Property / cites work: Cluster Analysis of Time Series via Kendall Distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Emergence of statistically validated financial intraday lead-lag relationships / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical properties of asset returns: stylized facts and statistical issues / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reconstruction methods for networks: the case of economic and financial systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2896083 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Unveiling the relation between herding and liquidity with trader lead-lag networks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Cleaning large correlation matrices: tools from random matrix theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rotational Invariant Estimator for General Noisy Matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotics of hierarchical clustering for growing dimension / rank
 
Normal rank
Property / cites work
 
Property / cites work: High-frequency cross-correlation in a set of stocks / rank
 
Normal rank

Latest revision as of 17:33, 26 July 2024

scientific article; zbMATH DE number 7404604
Language Label Description Also known as
English
A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets
scientific article; zbMATH DE number 7404604

    Statements

    A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    30 September 2021
    0 references
    0 references
    0 references

    Identifiers