Community detection for New York stock market by SCORE-CCD

DOI10.1007/s00180-022-01245-0OpenAlexW4283700375MaRDI QIDQ6178876

Yan'an Yan, Yuehan Yang

Publication date: 5 September 2023

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-022-01245-0

zbMATH Keywords

stock marketcommunity detectionundirected networkcomposite coefficient of determinationSCORE

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites Work

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• Fast community detection by SCORE
• Improvements on SCORE, Especially for Weak Signals
• Coauthorship and citation networks for statisticians
• Statistical analysis of financial networks
• Community detection for statistical citation network by D-SCORE
• Mining market data: a network approach
• Composite Coefficient of Determination and Its Application in Ultrahigh Dimensional Variable Screening
• Introduction to Econophysics

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