Robustness of Sign Correlation in Market Network Analysis

DOI10.1007/978-3-319-09683-4_3zbMath1418.91624OpenAlexW92436000MaRDI QIDQ4562466

Grigory A. Bautin, Alexander P. Koldanov, Panos M. Pardalos

Publication date: 20 December 2018

Published in: Network Models in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-09683-4_3

zbMATH Keywords

heavy tailmixture distributionPearson correlationminimum span treesample sign

Mathematics Subject Classification ID

Deterministic network models in operations research (90B10) Actuarial science and mathematical finance (91G99)

Related Items (2)

On multivariate network analysis of statistical data sets with different measures of association ⋮ Robust identification in random variable networks

Cites Work

• Unnamed Item
• Unnamed Item
• Statistical procedures for the market graph construction
• Measures of uncertainty in market network analysis
• Simple measure of similarity for the market graph construction
• Comparative Analysis of Two Similarity Measures for the Market Graph Construction
• Elliptically Contoured Models in Statistics and Portfolio Theory
• On nonparametric signal detectors
• Introduction to Econophysics

This page was built for publication: Robustness of Sign Correlation in Market Network Analysis