Optimal decision for the market graph identification problem in a sign similarity network
type: Item
instance of: scholarly article
title: Optimal decision for the market graph identification problem in a sign similarity network
zbMATH Open document ID: 1404.62141
published in: Annals of Operations Research
publication date: 2018-11-12T00:00:00Z
full work available at URL: https://arxiv.org/abs/1512.06449
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 05C90
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 6976244
zbMATH Keywords: Pearson correlation network
zbMATH Keywords: sign similarity network
zbMATH Keywords: market graph
zbMATH Keywords: multiple decision statistical procedures
zbMATH Keywords: loss function
zbMATH Keywords: risk function
zbMATH Keywords: optimal multiple decision procedures
zbMATH Keywords: Gaussian multivariate distributions
author: Valery A. Kalyagin
author: Alexander P. Koldanov
author: Petr A. Koldanov
author: Panos M. Pardalos
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W2238994812
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DOI: 10.1007/S10479-017-2491-6
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description: scientific article; zbMATH DE number 6976244