Petr A. Koldanov

Available identifiers

zbMath Open koldanov.petr-aMaRDI QIDQ276523

List of research outcomes

Publication	Date of Publication	Type
Reliability of maximum spanning tree identification in correlation-based market networks	2022-07-22	Paper
A robustness comparison of two market network models	2021-11-16	Paper
Statistical Analysis of Graph Structures in Random Variable Networks	2020-12-03	Paper
Loss function, unbiasedness, and optimality of Gaussian graphical model selection	2019-08-09	Paper
Network Structures Uncertainty for Different Markets	2018-12-20	Paper
Optimal decision for the market graph identification problem in a sign similarity network	2018-11-12	Paper
Statistical procedures for the market graph construction	2018-11-02	Paper
Measures of uncertainty in market network analysis	2018-09-20	Paper
Homogeneity Hypothesis Testing for Degree Distribution in the Market Graph	2018-02-14	Paper
Stability Testing of Stock Returns Connections	2018-02-14	Paper
Testing Hypothesis on Degree Distribution in the Market Graph	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	2017-01-16	Paper
MULTIPLE TESTING OF SIGN SYMMETRY FOR STOCK RETURN DISTRIBUTIONS	2017-01-04	Paper
Robust identification in random variable networks	2016-11-10	Paper
Efficiency Analysis of Branch Network	2016-09-13	Paper
On some statistical procedures for stock selection problem	2016-05-04	Paper
Multiple testing with optimal individual tests in Gaussian graphical model selection	2016-04-23	Paper
Market Graph and Markowitz Model	2015-10-05	Paper
Simple measure of similarity for the market graph construction	2014-03-10	Paper
Optimal Multiple Decision Statistical Procedure for Inverse Covariance Matrix	2014-01-31	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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