Pages that link to "Item:Q957122"

The following pages link to Statistical analysis of financial networks (Q957122):

Displaying 48 items.

• On some statistical procedures for stock selection problem (Q276526) (← links)
• Exact MIP-based approaches for finding maximum quasi-cliques and dense subgraphs (Q276864) (← links)
• Robust identification in random variable networks (Q337687) (← links)
• Separator-based data reduction for signed graph balancing (Q613659) (← links)
• A network-based data mining approach to portfolio selection via weighted clique relaxations (Q744697) (← links)
• Optimal dynamic portfolio selection with earnings-at-risk (Q946329) (← links)
• Isolation concepts for clique enumeration: comparison and computational experiments (Q1040581) (← links)
• Statistical procedures for the market graph construction (Q1615123) (← links)
• Optimal decision for the market graph identification problem in a sign similarity network (Q1621915) (← links)
• Random matrix theory analysis of cross-correlations in the US stock market: evidence from Pearson's correlation coefficient and detrended cross-correlation coefficient (Q1673123) (← links)
• Dynamics of cluster structure in financial correlation matrix (Q1694154) (← links)
• Dynamic communities in stock market (Q1724821) (← links)
• Dense subgraphs in random graphs (Q1741497) (← links)
• Analyzing the stock market based on the structure of \textit{kNN} network (Q1755331) (← links)
• Measures of uncertainty in market network analysis (Q1783053) (← links)
• Resource pricing games on graphs: existence of Nash equilibria (Q1940431) (← links)
• The Zipf-Poisson-stopped-sum distribution with an application for modeling the degree sequence of social networks (Q2008132) (← links)
• Fractal structure in the S\&P500: a correlation-based threshold network approach (Q2120707) (← links)
• Networks of causal relationships in the U.S. stock market (Q2148732) (← links)
• Modified generalized sample entropy and surrogate data analysis for stock markets (Q2199610) (← links)
• A clustering-based portfolio strategy incorporating momentum effect and market trend prediction (Q2201385) (← links)
• Financial time series analysis based on fractional and multiscale permutation entropy (Q2206614) (← links)
• Large-scale clique cover of real-world networks (Q2288213) (← links)
• Bias reduction in the population size estimation of large data sets (Q2305310) (← links)
• Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems (Q2393069) (← links)
• Structure characteristics of the international stock market complex network in the perspective of whole and part (Q2398798) (← links)
• Computational study of the US stock market evolution: a rank correlation-based network model (Q2438061) (← links)
• Simple measure of similarity for the market graph construction (Q2438062) (← links)
• The co-evolution of integrated corporate financial networks and supply chain networks with insolvency risk (Q2438074) (← links)
• Mining market data: a network approach (Q2499151) (← links)
• An optimal trade-off model for portfolio selection with sensitivity of parameters (Q2628195) (← links)
• Comparative Analysis of Two Similarity Measures for the Market Graph Construction (Q2820106) (← links)
• Comparative Analysis of the BRIC Countries Stock Markets Using Network Approach (Q2820118) (← links)
• Shareholding Networks and Centrality: An Application to the Italian Financial Market (Q3606087) (← links)
• Extreme risk spillover network: application to financial institutions (Q4555151) (← links)
• Network Structures Uncertainty for Different Markets (Q4562470) (← links)
• Recovering Social Networks from Individual Attributes (Q4911188) (← links)
• Fast Algorithms for the Maximum Clique Problem on Massive Graphs with Applications to Overlapping Community Detection (Q4985798) (← links)
• Graph theoretical representations of equity indices and their centrality measures (Q5014184) (← links)
• Data Analytics on Graphs Part III: Machine Learning on Graphs, from Graph Topology to Applications (Q5094178) (← links)
• Dynamic analysis of influential stocks based on conserved networks (Q5158870) (← links)
• Some Statistical Problems with High Dimensional Financial data (Q5227362) (← links)
• Detection and Diagnosis of Distribution Changes of Degree Ratio in Complex Networks (Q5265877) (← links)
• Enumerating Isolated Cliques in Synthetic and Financial Networks (Q5505678) (← links)
• Optimal Multiple Decision Statistical Procedure for Inverse Covariance Matrix (Q5745760) (← links)
• Hierarchies in communities of UK stock market from the perspective of Brexit (Q5861202) (← links)
• Research on systemic risk in a triple network (Q6172020) (← links)
• Community detection for New York stock market by SCORE-CCD (Q6178876) (← links)