Reliability of maximum spanning tree identification in correlation-based market networks
type: Item
instance of: scholarly article
title: Reliability of maximum spanning tree identification in correlation-based market networks
published in: Physica A
publication date: 2022-07-22T00:00:00Z
Mathematics Subject Classification ID: 82-XX
Mathematics Subject Classification ID: 68T37
Mathematics Subject Classification ID: 62-07
zbMATH DE Number: 7562503
zbMATH Keywords: market network model
zbMATH Keywords: maximum spanning tree
zbMATH Keywords: random variable network
zbMATH Keywords: correlation based network
zbMATH Keywords: statistical uncertainty
zbMATH Keywords: false discovery rate
zbMATH Keywords: distribution free statistical procedures
Wikidata QID: Q114142331
author: Valery A. Kalyagin
author: Alexander P. Koldanov
author: Petr A. Koldanov
MaRDI profile type: MaRDI publication profile
full work available at URL: j.physa.2022.127482
OpenAlex ID: W4225135571
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DOI: 10.1016/J.PHYSA.2022.127482
description: scientific article; zbMATH DE number 7562503