Reliability of maximum spanning tree identification in correlation-based market networks

DOI10.1016/j.physa.2022.127482OpenAlexW4225135571WikidataQ114142331 ScholiaQ114142331MaRDI QIDQ2158099

Alexander P. Koldanov, Petr A. Koldanov, Valeriy A. Kalyagin

Publication date: 22 July 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2022.127482

zbMATH Keywords

false discovery ratestatistical uncertaintymaximum spanning treemarket network modelcorrelation based networkdistribution free statistical proceduresrandom variable network

Mathematics Subject Classification ID

Reasoning under uncertainty in the context of artificial intelligence (68T37) Statistical mechanics, structure of matter (82-XX)

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