23 citations · 32 across the 4 of their papers we have counts for
4 papers
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…
Comparison of robustness of statistical procedures for network structure analysis
L. P. Semenov, V. A. Kalyagin, P. A. Koldanov +3
Different network structures are compiared with respect to degree of robustnes of identification statistical procedures. It is shown that threshold (market) graph, cliques and inde…
Optimal decision for the market graph identification problem in sign similarity network
V. A. Kalyagin, P. A. Koldanov, P. M. Pardalos
Investigation of the market graph attracts a growing attention in market network analysis. One of the important problem connected with market graph is to identify it from observati…
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…