Pages that link to "Item:Q4825220"

The following pages link to Asset Trees and Asset Graphs in Financial Markets (Q4825220):

Displaying 27 items.

• Bayesian dynamic financial networks with time-varying predictors (Q395955) (← links)
• Stock data clustering and multiscale trend detection (Q430849) (← links)
• Equity trees and graphs via information theory (Q977585) (← links)
• The effects of node exclusion on the centrality measures in graph models of interacting economic agents (Q1618449) (← links)
• Bank supervision using the threshold-minimum dominating set (Q1619369) (← links)
• Dynamics of cluster structure in financial correlation matrix (Q1694154) (← links)
• Dynamic communities in stock market (Q1724821) (← links)
• Analyzing the stock market based on the structure of \textit{kNN} network (Q1755331) (← links)
• Emerging markets in the global economic network: real(ly) decoupling? (Q1782571) (← links)
• Systemic risk and causality dynamics of the world international shipping market (Q1783122) (← links)
• Boolean network representation of contagion dynamics during a financial crisis (Q1783241) (← links)
• The maximum number of 3- and 4-cliques within a planar maximally filtered graph (Q1783249) (← links)
• Overlapping modularity at the critical point of \(k\)-clique percolation (Q1953103) (← links)
• A tail-revisited Markowitz mean-variance approach and a portfolio network centrality (Q2090116) (← links)
• Asset allocation: new evidence through network approaches (Q2241054) (← links)
• Smart network based portfolios (Q2675737) (← links)
• The structure and resilience of financial market networks (Q2787717) (← links)
• Risk-Dependent Centrality in Economic and Financial Networks (Q3295871) (← links)
• Stability and hierarchy of quasi-stationary states: financial markets as an example (Q3302370) (← links)
• TOPOLOGICAL PROPERTIES OF BANK NETWORKS: THE CASE OF BRAZIL (Q3401857) (← links)
• Community Detection in Temporal Multilayer Networks, with an Application to Correlation Networks (Q3459668) (← links)
• Equity markets’ clustering and the global financial crisis (Q4555194) (← links)
• Study of Statistical Correlations in Intraday and Daily Financial Return Time Series (Q4687373) (← links)
• Macroeconomic and Financial Networks: Review of Some Recent Developments in Parametric and Non-parametric Approaches (Q5022167) (← links)
• A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets (Q5153521) (← links)
• Exact multivariate amplitude distributions for non-stationary Gaussian or algebraic fluctuations of covariances or correlations (Q5876982) (← links)
• A dynamic latent-space model for asset clustering (Q6645246) (← links)