Analysis of weakly correlated nodes in market network
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Publication:6538799
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)
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correlationindependent setsstock returnhubsdegrees distributionhistogram of vertices degreesmarket network
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- Statistical analysis of financial networks
- Statistical analysis of graph structures in random variable networks
- Reliability of maximum spanning tree identification in correlation-based market networks
- Confidence regions for entries of a large precision matrix
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