Statistical analysis of financial networks
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Cites work
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Cited in
(66)- Isolation concepts for clique enumeration: comparison and computational experiments
- Statistical procedures for the market graph construction
- Optimal decision for the market graph identification problem in a sign similarity network
- Random matrix theory analysis of cross-correlations in the US stock market: evidence from Pearson's correlation coefficient and detrended cross-correlation coefficient
- Dynamics of cluster structure in financial correlation matrix
- Dynamic communities in stock market
- Dense subgraphs in random graphs
- Analyzing the stock market based on the structure of \textit{kNN} network
- Measures of uncertainty in market network analysis
- Resource pricing games on graphs: existence of Nash equilibria
- The Zipf-Poisson-stopped-sum distribution with an application for modeling the degree sequence of social networks
- Fractal structure in the S\&P500: a correlation-based threshold network approach
- Networks of causal relationships in the U.S. stock market
- Modified generalized sample entropy and surrogate data analysis for stock markets
- A clustering-based portfolio strategy incorporating momentum effect and market trend prediction
- Financial time series analysis based on fractional and multiscale permutation entropy
- Large-scale clique cover of real-world networks
- Bias reduction in the population size estimation of large data sets
- Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems
- Structure characteristics of the international stock market complex network in the perspective of whole and part
- Computational study of the US stock market evolution: a rank correlation-based network model
- Simple measure of similarity for the market graph construction
- The co-evolution of integrated corporate financial networks and supply chain networks with insolvency risk
- Mining market data: a network approach
- An optimal trade-off model for portfolio selection with sensitivity of parameters
- On some statistical procedures for stock selection problem
- Exact MIP-based approaches for finding maximum quasi-cliques and dense subgraphs
- Comparative analysis of two similarity measures for the market graph construction
- Comparative analysis of the BRIC countries stock markets using network approach
- Testing hypothesis on degree distribution in the market graph
- Financial interaction networks inferred from traded volumes
- Robust identification in random variable networks
- Shareholding Networks and Centrality: An Application to the Italian Financial Market
- Extreme risk spillover network: application to financial institutions
- Network structures uncertainty for different markets
- Recovering social networks from individual attributes
- Fast Algorithms for the Maximum Clique Problem on Massive Graphs with Applications to Overlapping Community Detection
- Graph theoretical representations of equity indices and their centrality measures
- Data Analytics on Graphs Part III: Machine Learning on Graphs, from Graph Topology to Applications
- Dynamic analysis of influential stocks based on conserved networks
- Some statistical problems with high dimensional financial data
- Detection and diagnosis of distribution changes of degree ratio in complex networks
- A pseudo-Boolean approach to the market graph analysis by means of the p-median model
- Enumerating Isolated Cliques in Synthetic and Financial Networks
- Optimal Multiple Decision Statistical Procedure for Inverse Covariance Matrix
- Hierarchies in communities of UK stock market from the perspective of Brexit
- Separator-based data reduction for signed graph balancing
- On the maximal independence polynomial of the covering graph of the hypercube up to \(n=6\)
- Research on systemic risk in a triple network
- Community detection for New York stock market by SCORE-CCD
- Analysis of weakly correlated nodes in market network
- Model-based reinforcement learning with non-Gaussian environment dynamics and its application to portfolio optimization
- Finding weakly correlated nodes in random variable networks
- Uncertainty of market graph identification
- Inferring financial stock returns correlation from complex network analysis
- Risk contagion analysis of listed banks in China based on nonlinear correlation network
- Clique detection with a given reliability
- Exploring the core-periphery and community structure in the financial networks through random matrix theory
- Characteristics of networks in financial markets
- A Wavelet Lifting Approach for Representing and Denoising Functions on Network Edges
- Multilayer topology-aware graph contrastive learning for fraud detection in the Ethereum transaction network
- Extremal dependence networks for mitigating systemic risk via maximum independent sets
- Network portfolio optimization with dynamic lower bounds on asset weights
- A network-based data mining approach to portfolio selection via weighted clique relaxations
- Optimal dynamic portfolio selection with earnings-at-risk
- Network and eigenvalue analysis of financial transaction networks
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