Mining market data: a network approach
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Publication:2499151
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Cited in
(65)- On solving simplified diversified top-\(k\,s\)-plex problem
- Portfolio optimization through a network approach: network assortative mixing and portfolio diversification
- Learning driven three-phase search for the maximum independent union of cliques problem
- Comparative analysis of the BRIC countries stock markets using network approach
- An ellipsoidal bounding scheme for the quasi-clique number of a graph
- Finding weakly correlated nodes in random variable networks
- Clustering networked funded European research activities through rank-size laws
- Data Analytics on Graphs Part III: Machine Learning on Graphs, from Graph Topology to Applications
- Exact algorithms for the minimum cost vertex blocker clique problem
- Separator-based data reduction for signed graph balancing
- Statistical analysis of financial networks
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- On some statistical procedures for stock selection problem
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- Exact MIP-based approaches for finding maximum quasi-cliques and dense subgraphs
- An analytical comparison of the LP relaxations of integer models for the \(k\)-club problem
- A network-based dynamic analysis in an equity stock market
- Dynamics of cluster structure in financial correlation matrix
- The \textsc{max quasi-independent set} problem
- Resource pricing games on graphs: existence of Nash equilibria
- A graph clustering algorithm based on a clustering coefficient for weighted graphs
- A maximum edge-weight clique extraction algorithm based on branch-and-bound
- A clustering-based portfolio strategy incorporating momentum effect and market trend prediction
- Measures of uncertainty in market network analysis
- Isolation concepts for clique enumeration: comparison and computational experiments
- The maximum balanced subgraph of a signed graph: applications and solution approaches
- Network models to improve robot advisory portfolios
- Optimal decision for the market graph identification problem in a sign similarity network
- A network-based data mining approach to portfolio selection via weighted clique relaxations
- Synergies of operations research and data mining
- Upper bounds and heuristics for the 2-club problem
- Computational study of the US stock market evolution: a rank correlation-based network model
- Simple measure of similarity for the market graph construction
- An analysis of parameter adaptation in reactive tabu search
- Detecting a most closeness-central clique in complex networks
- A branch-and-bound approach for maximum quasi-cliques
- Robust identification in random variable networks
- A cutting plane method for solving harvest scheduling models with area restrictions
- An integer programming approach for finding the most and the least central cliques
- Enumerating Isolated Cliques in Synthetic and Financial Networks
- Reliability of maximum spanning tree identification in correlation-based market networks
- Comparative analysis of two similarity measures for the market graph construction
- Statistical procedures for the market graph construction
- Detecting large risk-averse 2-clubs in graphs with random edge failures
- On minimization of the number of branches in branch-and-bound algorithms for the maximum clique problem
- On inclusionwise maximal and maximum cardinality \(k\)-clubs in graphs
- Integer models and upper bounds for the 3-club problem
- Potential energy principles in networked systems and their connections to optimization problems on graphs
- Algorithms for detecting optimal hereditary structures in graphs, with application to clique relaxations
- A variable neighborhood search heuristic for the maximum ratio clique problem
- Asset portfolio optimization using support vector machines and real-coded genetic algorithm
- Network structures uncertainty for different markets
- Clustering and maximum likelihood search for efficient statistical classification with medium-sized databases
- The triangle \(k\)-club problem
- On CLIQUE Problem for Sparse Graphs of Large Dimension
- Two-phase heuristics for the \(k\)-club problem
- Identifying risk-averse low-diameter clusters in graphs with stochastic vertex weights
- A network structural approach to the link prediction problem
- Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems
- Graph theoretical representations of equity indices and their centrality measures
- Networks of causal relationships in the U.S. stock market
- Analyzing the stock market based on the structure of \textit{kNN} network
- Community detection for New York stock market by SCORE-CCD
- A review on algorithms for maximum clique problems
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