Analysis of weakly correlated nodes in market network

DOI10.1007/S10287-023-00499-3MaRDI QIDQ6538799FDOQ6538799

Authors Dmitry Semenov, Alexander P. Koldanov, Petr A. Koldanov

Publication date 14 May 2024

Published in Computational Management Science (Search for Journal in Brave)

zbMATH Keywords

correlationindependent setsstock returnhubsdegrees distributionhistogram of vertices degreesmarket network

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

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Cites work

• scientific article; zbMATH DE number 3624650 (Why is no real title available?)
• scientific article; zbMATH DE number 1964693 (Why is no real title available?)
• Computational study of the US stock market evolution: a rank correlation-based network model
• Confidence regions for entries of a large precision matrix
• Elliptically contoured models in statistics and portfolio theory
• Market graph and Markowitz model
• Multiple testing and error control in Gaussian graphical model selection
• Ordinal Measures of Association
• Reliability of maximum spanning tree identification in correlation-based market networks
• Statistical analysis of financial networks
• Statistical analysis of graph structures in random variable networks
• Testing Statistical Hypotheses

Cited in

(2)

• Editorial
• Finding weakly correlated nodes in random variable networks

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