Finding weakly correlated nodes in random variable networks

DOI10.1007/S43069-024-00401-0MaRDI QIDQ6660104zbMATH OpenFDO

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

Publication date 10 January 2025

Published in SN Operations Research Forum (Search for Journal in Brave)

zbMATH Keywords

Kendall correlationstock returnsPearson correlationstatistical significancefamily-wise error rate (FWER)random variable networkmultiple hypotheses testing procedureweakly correlated stocks

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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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?)
• Elliptically contoured models in statistics and portfolio theory
• Market graph and Markowitz model
• Measures of uncertainty in market network analysis
• Mining market data: a network approach
• Optimality of the Holm procedure among general step-down multiple testing procedures
• 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

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