Simple measure of similarity for the market graph construction (Q2438062)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simple measure of similarity for the market graph construction |
scientific article |
Statements
Simple measure of similarity for the market graph construction (English)
0 references
10 March 2014
0 references
measure of dependence of random variables
0 references
Pearson correlation
0 references
sign correlation
0 references
market graph
0 references
stock returns
0 references
independent sets
0 references
cliques
0 references
