Pages that link to "Item:Q2438061"
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The following pages link to Computational study of the US stock market evolution: a rank correlation-based network model (Q2438061):
Displaying 11 items.
- Comparing series of rankings with ties by using complex networks: an analysis of the Spanish stock market (IBEX-35 index) (Q258462) (← links)
- On multivariate network analysis of statistical data sets with different measures of association (Q276528) (← links)
- Robust identification in random variable networks (Q337687) (← links)
- A network-based data mining approach to portfolio selection via weighted clique relaxations (Q744697) (← links)
- Optimal decision for the market graph identification problem in a sign similarity network (Q1621915) (← links)
- Networks of causal relationships in the U.S. stock market (Q2148732) (← links)
- Reliability of maximum spanning tree identification in correlation-based market networks (Q2158099) (← links)
- Simple measure of similarity for the market graph construction (Q2438062) (← links)
- Mining market data: a network approach (Q2499151) (← links)
- STOCK MARKET DIFFERENCES IN CORRELATION-BASED WEIGHTED NETWORK (Q4911498) (← links)
- Analysis of weakly correlated nodes in market network (Q6538799) (← links)
