Reliability of maximum spanning tree identification in correlation-based market networks
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DOI: 10.1016/j.physa.2022.127482
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- Dmitry Semenov & Alexander Koldanov & Petr Koldanov, 2024. "Analysis of weakly correlated nodes in market network," Computational Management Science, Springer, vol. 21(1), pages 1-18, June.
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Keywords
Market network model; Maximum spanning tree; Random variable network; Correlation based network; Statistical uncertainty; False Discovery Rate; Distribution free statistical procedures;All these keywords.
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