23 citations · 33 across the 5 of their papers we have counts for
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q-fin.ST2021★ 9 cited
Reliability of MST identification in correlation-based market networks
V. A. Kalyagin, A. P. Koldanov, P. A. Koldanov
Maximum spanning tree (MST) is a popular tool in market network analysis. Large number of publications are devoted to the MST calculation and it's interpretation for particular sto…
q-fin.ST2013★ 23 cited
Measures of uncertainty in market network analysis
V. A. Kalyagin, A. P. Koldanov, P. A. Koldanov +2
Statistical uncertainty of different filtration techniques for market network analysis is studied. Two measures of statistical uncertainty are discussed. One is based on conditiona…