Uncertainty of market graph identification

DOI10.1007/S43069-025-00563-5MaRDI QIDQ6884990zbMATH OpenFDO

Authors Koldanov P. A., Koldanov A. P., Tsygankov V. V.

Publication date 12 December 2025

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

Full work available at URL https://doi.org/10.1007/S43069-025-00563-5

zbMATH Keywords

Kendall correlationmarket graphmarket networkPearson correlationrandom variable networkstatistically significant conclusionsthreshold similarity graph

Mathematics Subject Classification ID

Random graphs (graph-theoretic aspects) (05C80) Financial markets (91G15)

Cites work

• A review of two decades of correlations, hierarchies, networks and clustering in financial markets
• A robustness comparison of two market network models
• A Theory of some Multiple Decision Problems, I
• Computational study of the US stock market evolution: a rank correlation-based network model
• scientific article; zbMATH DE number 1249686 (Why is no real title available?)
• scientific article; zbMATH DE number 1964693 (Why is no real title available?)
• scientific article; zbMATH DE number 3061365 (Why is no real title available?)
• Measures of uncertainty in market network analysis
• Mining market data: a network approach
• Ordinal Measures of Association
• Reliability of maximum spanning tree identification in correlation-based market networks
• SPANNING TREES AND BOOTSTRAP RELIABILITY ESTIMATION IN CORRELATION-BASED NETWORKS
• Statistical analysis of financial networks
• Statistical analysis of graph structures in random variable networks
• Statistical procedures for the market graph construction

This page was built for publication: Uncertainty of market graph identification

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6884990)