| Publication | Date of Publication | Type |
|---|
Finding weakly correlated nodes in random variable networks
SN Operations Research Forum | 2025-01-10 | Paper |
Analysis of weakly correlated nodes in market network
Computational Management Science | 2024-05-14 | Paper |
Reliability of maximum spanning tree identification in correlation-based market networks
Physica A | 2022-07-22 | Paper |
A robustness comparison of two market network models
IMA Journal of Management Mathematics | 2021-11-16 | Paper |
Statistical analysis of graph structures in random variable networks
SpringerBriefs in Optimization | 2020-12-03 | Paper |
Loss function, unbiasedness, and optimality of Gaussian graphical model selection
Journal of Statistical Planning and Inference | 2019-08-09 | Paper |
Network structures uncertainty for different markets
Network Models in Economics and Finance | 2018-12-20 | Paper |
Optimal decision for the market graph identification problem in a sign similarity network
Annals of Operations Research | 2018-11-12 | Paper |
Statistical procedures for the market graph construction
Computational Statistics and Data Analysis | 2018-11-02 | Paper |
Measures of uncertainty in market network analysis
Physica A | 2018-09-20 | Paper |
Homogeneity hypothesis testing for degree distribution in the market graph
Springer Proceedings in Mathematics & Statistics | 2018-02-14 | Paper |
Stability Testing of Stock Returns Connections
Springer Proceedings in Mathematics & Statistics | 2018-02-14 | Paper |
Testing hypothesis on degree distribution in the market graph
Springer Proceedings in Mathematics & Statistics | 2018-02-14 | Paper |
| Comparison of robustness of statistical procedures for network structure analysis | 2018-01-30 | Paper |
Uniformly most powerful unbiased test for conditional independence in Gaussian graphical model
Statistics & Probability Letters | 2017-01-16 | Paper |
MULTIPLE TESTING OF SIGN SYMMETRY FOR STOCK RETURN DISTRIBUTIONS
International Journal of Theoretical and Applied Finance | 2017-01-04 | Paper |
Robust identification in random variable networks
Journal of Statistical Planning and Inference | 2016-11-10 | Paper |
Efficiency Analysis of Branch Network
Springer Proceedings in Mathematics & Statistics | 2016-09-13 | Paper |
On some statistical procedures for stock selection problem
Annals of Mathematics and Artificial Intelligence | 2016-05-04 | Paper |
| Multiple testing with optimal individual tests in Gaussian graphical model selection | 2016-04-23 | Paper |
Market graph and Markowitz model
Optimization in Science and Engineering | 2015-10-05 | Paper |
Simple measure of similarity for the market graph construction
Computational Management Science | 2014-03-10 | Paper |
Optimal Multiple Decision Statistical Procedure for Inverse Covariance Matrix
Springer Optimization and Its Applications | 2014-01-31 | Paper |
