Mikhail Vladimirovich Batsyn

Personal Details

First Name:	Mikhail
Middle Name:	Vladimirovich
Last Name:	Batsyn
Suffix:
RePEc Short-ID:	pba1059
	http://www.hse.ru/en/org/persons/452159

Affiliation

Национальный исследовательский университет Высшая школа экономики, Лаборатория алгоритмов и технологий анализа сетевых структур (National Research University Higher School of Economics, Laboratory of algorithms and technologies for networks analysis)

http://nnov.hse.ru/en/latna
Russia, Nizhny Novgorod

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

1. Evgeny Maslov & Mikhail Batsyn & Panos Pardalos, 2014. "Speeding up branch and bound algorithms for solving the maximum clique problem," Journal of Global Optimization, Springer, vol. 59(1), pages 1-21, May.

   Cited by:

   1. Coniglio, Stefano & Furini, Fabio & San Segundo, Pablo, 2021. "A new combinatorial branch-and-bound algorithm for the Knapsack Problem with Conflicts," European Journal of Operational Research, Elsevier, vol. 289(2), pages 435-455.
   2. Stefano Coniglio & Stefano Gualandi, 2022. "Optimizing over the Closure of Rank Inequalities with a Small Right-Hand Side for the Maximum Stable Set Problem via Bilevel Programming," INFORMS Journal on Computing, INFORMS, vol. 34(2), pages 1006-1023, March.
   3. Assif Assad & Kusum Deep, 2018. "A heuristic based harmony search algorithm for maximum clique problem," OPSEARCH, Springer;Operational Research Society of India, vol. 55(2), pages 411-433, June.
   4. Yuichi Asahiro & Tomohiro Kubo & Eiji Miyano, 2019. "Experimental Evaluation of Approximation and Heuristic Algorithms for Maximum Distance-Bounded Subgraph Problems," The Review of Socionetwork Strategies, Springer, vol. 13(2), pages 143-161, October.
   5. Wu, Qinghua & Hao, Jin-Kao, 2015. "A review on algorithms for maximum clique problems," European Journal of Operational Research, Elsevier, vol. 242(3), pages 693-709.
   6. San Segundo, Pablo & Furini, Fabio & Álvarez, David & Pardalos, Panos M., 2023. "CliSAT: A new exact algorithm for hard maximum clique problems," European Journal of Operational Research, Elsevier, vol. 307(3), pages 1008-1025.

2. Kocheturov, Anton & Batsyn, Mikhail & Pardalos, Panos M., 2014. "Dynamics of cluster structures in a financial market network," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 413(C), pages 523-533.

   Cited by:

   1. Wu, Jianshe & Zhang, Long & Li, Yong & Jiao, Yang, 2016. "Partition signed social networks via clustering dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 443(C), pages 568-582.
   2. Dimitris Andriosopoulos & Michael Doumpos & Panos M. Pardalos & Constantin Zopounidis, 2019. "Computational approaches and data analytics in financial services: A literature review," Post-Print hal-02880149, HAL.
      • Dimitris Andriosopoulos & Michael Doumpos & Panos M. Pardalos & Constantin Zopounidis, 2019. "Computational approaches and data analytics in financial services: A literature review," Post-Print hal-02879937, HAL.
      • Dimitris Andriosopoulos & Michalis Doumpos & Panos M. Pardalos & Constantin Zopounidis, 2019. "Computational approaches and data analytics in financial services: A literature review," Journal of the Operational Research Society, Taylor & Francis Journals, vol. 70(10), pages 1581-1599, October.
   3. Bentian Li & Dechang Pi, 2018. "Analysis of global stock index data during crisis period via complex network approach," PLOS ONE, Public Library of Science, vol. 13(7), pages 1-16, July.
   4. Kong, Xiaolin & Ma, Chaoqun & Ren, Yi-Shuai & Narayan, Seema & Nguyen, Thong Trung & Baltas, Konstantinos, 2023. "Changes in the market structure and risk management of Bitcoin and its forked coins," Research in International Business and Finance, Elsevier, vol. 65(C).
   5. Gautier Marti & Frank Nielsen & Miko{l}aj Bi'nkowski & Philippe Donnat, 2017. "A review of two decades of correlations, hierarchies, networks and clustering in financial markets," Papers 1703.00485, arXiv.org, revised Nov 2020.
   6. Zhu, Xiaoyu & Ma, Yinghong & Liu, Zhiyuan, 2018. "A novel evolutionary algorithm on communities detection in signed networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 938-946.
   7. Millington, Tristan & Niranjan, Mahesan, 2021. "Stability and similarity in financial networks—How do they change in times of turbulence?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 574(C).
   8. Fazlollah Soleymani & Mahdi Vasighi, 2022. "Efficient portfolio construction by means of CVaR and k‐means++ clustering analysis: Evidence from the NYSE," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3679-3693, July.
   9. Huang, Wei-Qiang & Yao, Shuang & Zhuang, Xin-Tian & Yuan, Ying, 2017. "Dynamic asset trees in the US stock market: Structure variation and market phenomena," Chaos, Solitons & Fractals, Elsevier, vol. 94(C), pages 44-53.
   10. khoojine, Arash Sioofy & Han, Dong, 2019. "Network analysis of the Chinese stock market during the turbulence of 2015–2016 using log-returns, volumes and mutual information," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 1091-1109.
   11. Huang, Wei-Qiang & Zhuang, Xin-Tian & Yao, Shuang & Uryasev, Stan, 2016. "A financial network perspective of financial institutions’ systemic risk contributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 456(C), pages 183-196.
   12. Andrea Di Iura, 2022. "Comparison of empirical and shrinkage correlation algorithm for clustering methods in the futures market," SN Business & Economics, Springer, vol. 2(8), pages 1-17, August.
   13. Haiming Long & Ji Zhang & Nengyu Tang, 2017. "Does network topology influence systemic risk contribution? A perspective from the industry indices in Chinese stock market," PLOS ONE, Public Library of Science, vol. 12(7), pages 1-19, July.
   14. Tristan Millington & Mahesan Niranjan, 2020. "Construction of Minimum Spanning Trees from Financial Returns using Rank Correlation," Papers 2005.03963, arXiv.org, revised Nov 2020.
   15. Lu, Ya-Nan & Li, Sai-Ping & Zhong, Li-Xin & Jiang, Xiong-Fei & Ren, Fei, 2018. "A clustering-based portfolio strategy incorporating momentum effect and market trend prediction," Chaos, Solitons & Fractals, Elsevier, vol. 117(C), pages 1-15.
   16. Millington, Tristan & Niranjan, Mahesan, 2021. "Construction of minimum spanning trees from financial returns using rank correlation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 566(C).

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Mikhail Vladimirovich Batsyn should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

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