IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v48y2005i2p431-443.html
   My bibliography  Save this article

Statistical analysis of financial networks

Author

Listed:
  • Boginski, Vladimir
  • Butenko, Sergiy
  • Pardalos, Panos M.

Abstract

No abstract is available for this item.

Suggested Citation

  • Boginski, Vladimir & Butenko, Sergiy & Pardalos, Panos M., 2005. "Statistical analysis of financial networks," Computational Statistics & Data Analysis, Elsevier, vol. 48(2), pages 431-443, February.
    • Handle: RePEc:eee:csdana:v:48:y:2005:i:2:p:431-443
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(04)00025-8
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. P. S. Bradley & Usama M. Fayyad & O. L. Mangasarian, 1999. "Mathematical Programming for Data Mining: Formulations and Challenges," INFORMS Journal on Computing, INFORMS, vol. 11(3), pages 217-238, August.
    2. H. Jeong & B. Tombor & R. Albert & Z. N. Oltvai & A.-L. Barabási, 2000. "The large-scale organization of metabolic networks," Nature, Nature, vol. 407(6804), pages 651-654, October.
    3. Anna Nagurney & Stavros Siokos, 1997. "Financial Networks," Advances in Spatial Science, Springer, number 978-3-642-59066-5, Fall.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Jin Wang & Bo Huang & Xuefeng Xia & Zhirong Sun, 2006. "Funneled Landscape Leads to Robustness of Cell Networks: Yeast Cell Cycle," PLOS Computational Biology, Public Library of Science, vol. 2(11), pages 1-10, November.
    2. Zhou, Wei-Xing & Jiang, Zhi-Qiang & Sornette, Didier, 2007. "Exploring self-similarity of complex cellular networks: The edge-covering method with simulated annealing and log-periodic sampling," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 375(2), pages 741-752.
    3. Aardal, Karen & van den Berg, Pieter L. & Gijswijt, Dion & Li, Shanfei, 2015. "Approximation algorithms for hard capacitated k-facility location problems," European Journal of Operational Research, Elsevier, vol. 242(2), pages 358-368.
    4. Jorge Peña & Yannick Rochat, 2012. "Bipartite Graphs as Models of Population Structures in Evolutionary Multiplayer Games," PLOS ONE, Public Library of Science, vol. 7(9), pages 1-13, September.
    5. Sgrignoli, P. & Agliari, E. & Burioni, R. & Schianchi, A., 2015. "Instability and network effects in innovative markets," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 108(C), pages 260-271.
    6. Long Ma & Xiao Han & Zhesi Shen & Wen-Xu Wang & Zengru Di, 2015. "Efficient Reconstruction of Heterogeneous Networks from Time Series via Compressed Sensing," PLOS ONE, Public Library of Science, vol. 10(11), pages 1-12, November.
    7. Christian F A Negre & Hayato Ushijima-Mwesigwa & Susan M Mniszewski, 2020. "Detecting multiple communities using quantum annealing on the D-Wave system," PLOS ONE, Public Library of Science, vol. 15(2), pages 1-14, February.
    8. Biggiero, Lucio & Angelini, Pier Paolo, 2015. "Hunting scale-free properties in R&D collaboration networks: Self-organization, power-law and policy issues in the European aerospace research area," Technological Forecasting and Social Change, Elsevier, vol. 94(C), pages 21-43.
    9. Tamás Nepusz & Tamás Vicsek, 2013. "Hierarchical Self-Organization of Non-Cooperating Individuals," PLOS ONE, Public Library of Science, vol. 8(12), pages 1-9, December.
    10. Aslam, Faheem & Aziz, Saqib & Nguyen, Duc Khuong & Mughal, Khurrum S. & Khan, Maaz, 2020. "On the efficiency of foreign exchange markets in times of the COVID-19 pandemic," Technological Forecasting and Social Change, Elsevier, vol. 161(C).
    11. Semi Min & Juyong Park, 2019. "Modeling narrative structure and dynamics with networks, sentiment analysis, and topic modeling," PLOS ONE, Public Library of Science, vol. 14(12), pages 1-20, December.
    12. Jiang, Jingchi & Zheng, Jichuan & Zhao, Chao & Su, Jia & Guan, Yi & Yu, Qiubin, 2016. "Clinical-decision support based on medical literature: A complex network approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 459(C), pages 42-54.
    13. Xiao-Bai Li & Sumit Sarkar, 2011. "Protecting Privacy Against Record Linkage Disclosure: A Bounded Swapping Approach for Numeric Data," Information Systems Research, INFORMS, vol. 22(4), pages 774-789, December.
    14. Gerhardt, Günther J.L. & Lemke, Ney & Corso, Gilberto, 2006. "Network clustering coefficient approach to DNA sequence analysis," Chaos, Solitons & Fractals, Elsevier, vol. 28(4), pages 1037-1045.
    15. Laurienti, Paul J. & Joyce, Karen E. & Telesford, Qawi K. & Burdette, Jonathan H. & Hayasaka, Satoru, 2011. "Universal fractal scaling of self-organized networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(20), pages 3608-3613.
    16. Chen, Qinghua & Shi, Dinghua, 2004. "The modeling of scale-free networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 335(1), pages 240-248.
    17. Liu, X. & Murata, T., 2010. "Advanced modularity-specialized label propagation algorithm for detecting communities in networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(7), pages 1493-1500.
    18. Brandner, Hubertus & Lessmann, Stefan & Voß, Stefan, 2013. "A memetic approach to construct transductive discrete support vector machines," European Journal of Operational Research, Elsevier, vol. 230(3), pages 581-595.
    19. Wen, Xiangxi & Tu, Congliang & Wu, Minggong, 2018. "Node importance evaluation in aviation network based on “No Return” node deletion method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 546-559.
    20. Lawford, Steve & Mehmeti, Yll, 2020. "Cliques and a new measure of clustering: With application to U.S. domestic airlines," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 560(C).

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:48:y:2005:i:2:p:431-443. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.