Comparative Analysis of Two Similarity Measures for the Market Graph Construction-Reference-Cited by-同舟云学术

Comparative Analysis of Two Similarity Measures for the Market Graph Construction

Published:2013 Issue: Volume: Page:29-41
ISSN:2194-1009
Container-title:Springer Proceedings in Mathematics & Statistics
language:
Short-container-title:

Author:

Bautin Grigory A.,Kalyagin Valery A.,Koldanov Alexander P.

Publisher

Springer New York

Link

http://link.springer.com/content/pdf/10.1007/978-1-4614-8588-9_3

Reference10 articles.

1. Mantegna, R.N.: Hierarchical structure in financial market. Eur. Phys. J. B 11, 193–197 (1999)

2. Tumminello, M., Aste, T., Di Matteo, T., Mantegna, R.N.: Proc. Natl. Acad. Sci. USA 102(30), 10421–10426 (2005)

3. Tumminello, M., Lillo, F., Mantegna, R.N.: Correlation, hierarchies and networks in financial markets. J. Econ. Behav. Organ. 75, 40–58 (2010)

4. Boginsky, V., Butenko, S., Pardalos, P.M.: On structural properties of the market graph. In: Nagurney, A. (ed.) Innovations in Financial and Economic Networks, pp. 29–45. Edward Elgar, Northampton (2003)

5. Boginsky, V., Butenko, S., Pardalos, P.M.: Statistical analysis of financial networks. Comput. Stat. Data Anal. 48, 431–443 (2005)

Cited by 8 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Comparative Analysis of Financial Network Topology for the Russian, Chinese and US Stock Markets;WSEAS TRANSACTIONS ON BUSINESS AND ECONOMICS;2020-03-20

2. Optimal decision for the market graph identification problem in a sign similarity network;Annals of Operations Research;2017-04-03

3. Robust identification in random variable networks;Journal of Statistical Planning and Inference;2017-02

4. Testing the Stationarity of Sign Coincidence in Market Network;Models, Algorithms and Technologies for Network Analysis;2016

5. On multivariate network analysis of statistical data sets with different measures of association;Annals of Mathematics and Artificial Intelligence;2015-06-12