Mining market data: a network approach
From MaRDI portal
Publication:2499151
DOI10.1016/J.COR.2005.01.027zbMATH Open1113.90079OpenAlexW2123963758MaRDI QIDQ2499151FDOQ2499151
Authors: Sergiy Butenko, Panos M. Pardalos, Vladimir Boginski 
Publication date: 14 August 2006
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cor.2005.01.027
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
clusteringdata miningcross-correlationgraph theorycliqueindependent setdegree distributionpower-law modelmarket graphstock price fluctuations
Cites Work
- Statistical mechanics of complex networks
- Emergence of Scaling in Random Networks
- Title not available (Why is that?)
- Title not available (Why is that?)
- Collective dynamics of ‘small-world’ networks
- Introduction to Econophysics
- Clique is hard to approximate within \(n^{1-\epsilon}\)
- Title not available (Why is that?)
- Statistical analysis of financial networks
- Title not available (Why is that?)
- Relaxing the uniformity and independence assumptions using the concept of fractal dimension
- A Random Graph Model for Power Law Graphs
- Mathematical Programming for Data Mining: Formulations and Challenges
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
Cited In (62)
- 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
- A Network Structural Approach to the Link Prediction Problem
- Enumerating Isolated Cliques in Synthetic and Financial Networks
- Asset portfolio optimization using support vector machines and real-coded genetic algorithm
- An analysis of parameter adaptation in reactive tabu search
- The \textsc{max quasi-independent set} problem
- 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
- The Maximum Ratio Clique Problem: A Continuous Optimization Approach and Some New Results
- Optimal decision for the market graph identification problem in a sign similarity network
- A branch-and-bound approach for maximum quasi-cliques
- On CLIQUE Problem for Sparse Graphs of Large Dimension
- Potential energy principles in networked systems and their connections to optimization problems on graphs
- Analyzing the stock market based on the structure of \textit{kNN} network
- Statistical analysis of financial networks
- 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
- 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
- Network models to improve robot advisory portfolios
- A network-based data mining approach to portfolio selection via weighted clique relaxations
- Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems
- Network Structures Uncertainty for Different Markets
- Two-phase heuristics for the \(k\)-club problem
- Integer models and upper bounds for the 3‐club problem
- An integer programming approach for finding the most and the least central cliques
- On inclusionwise maximal and maximum cardinality \(k\)-clubs in graphs
- 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
- The maximum ratio clique problem
- Resource pricing games on graphs: existence of Nash equilibria
- Detecting a most closeness-central clique in complex networks
- Comparative Analysis of Two Similarity Measures for the Market Graph Construction
- Separator-based data reduction for signed graph balancing
- Synergies of operations research and data mining
- A maximum edge-weight clique extraction algorithm based on branch-and-bound
- Dynamics of cluster structure in financial correlation matrix
- Measures of uncertainty in market network analysis
- Community detection for New York stock market by SCORE-CCD
- A review on algorithms for maximum clique problems
- On minimization of the number of branches in branch-and-bound algorithms for the maximum clique problem
- Detecting large risk-averse 2-clubs in graphs with random edge failures
- A clustering-based portfolio strategy incorporating momentum effect and market trend prediction
- A graph clustering algorithm based on a clustering coefficient for weighted graphs
- Clustering and maximum likelihood search for efficient statistical classification with medium-sized databases
- Data Analytics on Graphs Part III: Machine Learning on Graphs, from Graph Topology to Applications
- On solving simplified diversified top-\(k\,s\)-plex problem
- Portfolio optimization through a network approach: network assortative mixing and portfolio diversification
- 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
- Learning driven three-phase search for the maximum independent union of cliques problem
Uses Software
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)
