Graph similarity learning for change-point detection in dynamic networks
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- Stefanos Bennett & Mihai Cucuringu & Gesine Reinert, 2022. "Lead-lag detection and network clustering for multivariate time series with an application to the US equity market," Papers 2201.08283, arXiv.org.
- Areejit Samal & Hirdesh K. Pharasi & Sarath Jyotsna Ramaia & Harish Kannan & Emil Saucan & Jurgen Jost & Anirban Chakraborti, 2020. "Network geometry and market instability," Papers 2009.12335, arXiv.org, revised Jan 2021.
- Ivor Cribben & Yi Yu, 2017. "Estimating whole-brain dynamics by using spectral clustering," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 66(3), pages 607-627, April.
- Anirban Chakraborti & Hrishidev & Kiran Sharma & Hirdesh K. Pharasi, 2019. "Phase separation and scaling in correlation structures of financial markets," Papers 1910.06242, arXiv.org, revised Jul 2020.
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This paper has been announced in the following NEP Reports:- NEP-BIG-2022-05-02 (Big Data)
- NEP-CMP-2022-05-02 (Computational Economics)
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