Statistical analysis of financial networks

DOI10.1016/j.csda.2004.02.004zbMath1429.62460OpenAlexW2080925589MaRDI QIDQ957122

Panos M. Pardalos, Sergiy I. Butenko, Vladimir L. Boginski

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2004.02.004

zbMATH Keywords

classification graph theory independent set data analysis clique degree distribution cross-correlation clustering coefficient power-law model diversified portfolio market graph stock price fluctuations

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial networks (including contagion, systemic risk, regulation) (91G45)

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Uses Software

CPLEX

Cites Work

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