A robustness comparison of two market network models
Year of publication: |
2022
|
---|---|
Authors: | Semenov, D. P. ; Koldanov, Alexander P. ; Koldanov, Petr ; Pardalos, Panos M. |
Published in: |
IMA journal of management mathematics. - Oxford : Univ. Press, ISSN 1471-6798, ZDB-ID 2045093-X. - Vol. 33.2022, 1, p. 123-137
|
Subject: | arket network analysis | random variables network | measures of association | uncertainty | risk function | distribution-free statistical procedures | Unternehmensnetzwerk | Business network | Netzwerk | Network | Theorie | Theory | Risiko | Risk | Soziales Netzwerk | Social network |
-
Risk-sharing and probabilistic network structure
Pelliccia, Marco, (2012)
-
The structure of risk-sharing networks
Henderson, Heath, (2022)
-
Network Effects on Risk Co-Movements : A Network Quantile Autoregression-Based Analysis
Chen, Yu, (2023)
- More ...
-
Analysis of weakly correlated nodes in market network
Semenov, Dmitry, (2024)
-
Simple measure of similarity for the market graph construction
Bautin, Grigory A., (2013)
-
Semenov, D. P., (1893)
- More ...