Mining market data: a network approach
From MaRDI portal
Publication:2499151
Recommendations
- Computational study of the US stock market evolution: a rank correlation-based network model
- Statistical analysis of financial networks
- Comparative analysis of the BRIC countries stock markets using network approach
- Graph theoretical representations of equity indices and their centrality measures
- Robustness of sign correlation in market network analysis
Cites work
- scientific article; zbMATH DE number 6118217 (Why is no real title available?)
- scientific article; zbMATH DE number 2128217 (Why is no real title available?)
- scientific article; zbMATH DE number 3639144 (Why is no real title available?)
- scientific article; zbMATH DE number 1256635 (Why is no real title available?)
- scientific article; zbMATH DE number 1302184 (Why is no real title available?)
- scientific article; zbMATH DE number 1985299 (Why is no real title available?)
- scientific article; zbMATH DE number 1424314 (Why is no real title available?)
- A Random Graph Model for Power Law Graphs
- Clique is hard to approximate within \(n^{1-\epsilon}\)
- Collective dynamics of `small-world' networks
- Emergence of Scaling in Random Networks
- Introduction to Econophysics
- Mathematical Programming for Data Mining: Formulations and Challenges
- Relaxing the uniformity and independence assumptions using the concept of fractal dimension
- Statistical analysis of financial networks
- Statistical mechanics of complex networks
Cited in
(68)- An analytical comparison of the LP relaxations of integer models for the \(k\)-club problem
- A cutting plane method for solving harvest scheduling models with area restrictions
- Asset portfolio optimization using support vector machines and real-coded genetic algorithm
- Enumerating Isolated Cliques in Synthetic and Financial Networks
- Network structures uncertainty for different markets
- Data Analytics on Graphs Part III: Machine Learning on Graphs, from Graph Topology to Applications
- The \textsc{max quasi-independent set} problem
- An analysis of parameter adaptation in reactive tabu search
- On some statistical procedures for stock selection problem
- On multivariate network analysis of statistical data sets with different measures of association
- Exact MIP-based approaches for finding maximum quasi-cliques and dense subgraphs
- Robust identification in random variable networks
- Algorithms for detecting optimal hereditary structures in graphs, with application to clique relaxations
- The triangle \(k\)-club problem
- Isolation concepts for clique enumeration: comparison and computational experiments
- Optimal decision for the market graph identification problem in a sign similarity network
- A branch-and-bound approach for maximum quasi-cliques
- Clique detection with a given reliability
- On CLIQUE Problem for Sparse Graphs of Large Dimension
- Potential energy principles in networked systems and their connections to optimization problems on graphs
- Statistical analysis of financial networks
- Analyzing the stock market based on the structure of \textit{kNN} network
- Exploring the core-periphery and community structure in the financial networks through random matrix theory
- On solving simplified diversified top-k\,s-plex problem
- Exact algorithms for the minimum cost vertex blocker clique problem
- Reliability of maximum spanning tree identification in correlation-based market networks
- A variable neighborhood search heuristic for the maximum ratio clique problem
- Identifying risk-averse low-diameter clusters in graphs with stochastic vertex weights
- Comparative analysis of the BRIC countries stock markets using network approach
- An ellipsoidal bounding scheme for the quasi-clique number of a graph
- The maximum balanced subgraph of a signed graph: applications and solution approaches
- Statistical procedures for the market graph construction
- Networks of causal relationships in the U.S. stock market
- Comparative analysis of two similarity measures for the market graph construction
- A network-based data mining approach to portfolio selection via weighted clique relaxations
- Network models to improve robot advisory portfolios
- The maximum ratio clique problem: A continuous optimization approach and some new results
- Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems
- Two-phase heuristics for the \(k\)-club problem
- On inclusionwise maximal and maximum cardinality k-clubs in graphs
- An integer programming approach for finding the most and the least central cliques
- 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
- Resource pricing games on graphs: existence of Nash equilibria
- The maximum ratio clique problem
- Detecting a most closeness-central clique in complex networks
- A network structural approach to the link prediction problem
- Separator-based data reduction for signed graph balancing
- Portfolio optimization through a network approach: network assortative mixing and portfolio diversification
- Synergies of operations research and data mining
- Uncertainty of market graph identification
- A maximum edge-weight clique extraction algorithm based on branch-and-bound
- A network-based dynamic analysis in an equity stock market
- Dynamics of cluster structure in financial correlation matrix
- Finding weakly correlated nodes in random variable networks
- Clustering networked funded European research activities through rank-size laws
- Measures of uncertainty in market network analysis
- A review on algorithms for maximum clique problems
- Integer models and upper bounds for the 3-club problem
- 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
- Community detection for New York stock market by SCORE-CCD
- A clustering-based portfolio strategy incorporating momentum effect and market trend prediction
- Learning driven three-phase search for the maximum independent union of cliques problem
- A graph clustering algorithm based on a clustering coefficient for weighted graphs
- Graph theoretical representations of equity indices and their centrality measures
- Clustering and maximum likelihood search for efficient statistical classification with medium-sized databases
This page was built for publication: Mining market data: a network approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2499151)
