?
Measures of uncertainty in market network analysis
Physica A: Statistical Mechanics and its Applications. 2014. Vol. 413. No. 1. P. 59–70.
A general approach to measure statistical uncertainty of different filtration techniques for market network analysis is proposed. Two measures of statistical uncertainty are introduced and discussed. One is based on conditional risk for multiple decision statistical procedures and another one is based on average fraction of errors. It is shown that for some important cases the second measure is a particular case of the first one. The proposed approach is illustrated by numerical evaluation of statistical uncertainty for popular network structures (minimum spanning tree, planar maximally filtered graph, market graph, maximum cliques and maximum independent sets) in the framework of Gaussian network model of stock market.
Shipilov F., Barnyakov A., Ivanov A. et al., / Series Physics "arxiv.org". 2026.
A fast simulation of the detector response is a vital task in high-energy physics (HEP). Traditional Monte-Carlo methods form the backbone of modern particle physics simulation software but are computationally expensive. We present a machine-learning-based approach to fast simulation of the Focusing Aerogel Ring Imaging Cherenkov (FARICH) detector response. Given a particle track and momentum, ...
Added: May 19, 2026
Dorovskiy A., / Series arXiv "math". 2026.
In this paper the structural stability of generic families of vector fields of the PC-HC class on the two-dimensional sphere is proved. A classification of these families up to moderate equivalence in neighborhoods of their large bifurcation supports is presented, based on such invariants as the configuration and the characteristic set. The realization lemma is proved. ...
Added: May 14, 2026
Taletskii D., / Series arXiv "math". 2026.
A vertex subset of a graph is called a \textit{distance-$k$ independent set} if the distance between any two of its distinct vertices is at least $k + 1$. For all $n,k \geq 1$, we determine the minimum possible number of inclusion-wise maximal distance-$k$ independent sets among all $n$-vertex trees. It equals~$n$ if $n \leq k ...
Added: May 1, 2026
Ovcharenko M., / Series arXiv "math". 2026.
We introduce an explicit class of tempered Laurent polynomials in the sense of Villegas and Doran--Kerr in n⩽4 variables including all Landau--Ginzburg models for smooth Fano threefolds with very ample anticanonical class. We check that it contains Landau--Ginzburg models for various Fano fourfolds which are complete intersections in smooth toric varieties and Grassmannians of planes, ...
Added: April 30, 2026
Derkacheva A., Sakirkina M., Kraev G. et al., /. 2026.
Comprehensive data on natural hazards and their consequences are crucial for effective for risk assessment, adaptation planning, and emergency response. However, many countries face challenges with fragmented, inconsistent, and inaccessible data, particularly regarding local-scale events. To address this data gap in Russia, we developed an end-to-end processing pipeline that scrapes news from various online sources, ...
Added: April 28, 2026
Pilé I., Deng Y., Shchur L., / Series arXiv "math". 2026. No. 2604.10254.
We investigate the spatial overlap of successive spin configurations in Markov chain Monte Carlo simulations using the local Metropolis algorithm and the Svendsen-Wang and Wolff cluster algorithms. We examine the dynamics of these algorithms for two models in different universality classes: the Ising model and the Potts model with three components. The overlap of two ...
Added: April 20, 2026
Zlotnik Alexander, / Series arXiv "math". 2026. No. 2602.03481v1.
We deal with the global in time weak solutions to the 1D compressible Navier-Stokes system of equations for large discontinuous initial data and nonhomogeneous boundary conditions of three standard types. We prove the Lipschitz-type continuous dependence of the solution $(\eta,u,\theta)$, in a norm slightly stronger than $L^{2,\infty}(Q)\times L^2(Q)\times L^2(Q)$, on the initial data $(\eta^0,u^0,e^0)$ in a ...
Added: April 18, 2026
Medvedev V., / Series arXiv "math". 2026.
We investigate the interplay between the dimension of the space of static potentials and the geometric and topological structure of the underlying static three-manifold. A partial classification of boundaryless static manifolds is obtained in terms of this dimension. We also treat the case of static manifolds with boundary. In particular, we prove that if a ...
Added: April 3, 2026
Gabdullin N., Androsov I., / Series Computer Science "arxiv.org". 2026.
Label prediction in neural networks (NNs) has O(n) complexity proportional to the number of classes. This holds true for classification using fully connected layers and cosine similarity with some set of class prototypes. In this paper we show that if NN latent space (LS) geometry is known and possesses specific properties, label prediction complexity can ...
Added: April 2, 2026
Kolesnikov A., / Series arXiv "math". 2025.
We study Blaschke--Santal{ó}-type inequalities for N>=2 sets (functions) and a special class of cost functions. In particular, we prove new results about reduction of the maximization problem for the Blaschke--Santal{ó}-type functional to homogeneous case (functional inequalities on the sphere) and extend the symmetrization argument to the case of N>2 sets.
We also discuss links to the ...
Added: February 13, 2026
Sorokin K., Beketov M., Онучин А. et al., / arxiv.org. Серия cs.SI "Social and Information Networks ". 2025.
Community detection in complex networks is a fundamental problem, open to new approaches in various scientific settings. We introduce a novel community detection method, based on Ricci flow on graphs. Our technique iteratively updates edge weights (their metric lengths) according to their (combinatorial) Foster version of Ricci curvature computed from effective resistance distance between the ...
Added: January 15, 2026
V. A. Kalyagin, A. P. Koldanov, P. A. Koldanov, Physica A: Statistical Mechanics and its Applications 2022 Vol. 599 Article 127482
Maximum spanning tree is a popular tool in market network analysis. Large number of publications are devoted to the maximum spanning tree calculation and its interpretation for particular stock markets. Usually one use market data to calculate Pearson correlations between stock returns and construct a compete weighted graph, where weights of edges are given by ...
Added: May 18, 2022
Zhang B., Guan X., Pardalos P. M. et al., Journal of Global Optimization 2021 Vol. 79 P. 757–777
We consider the lower bounded inverse optimal value problem on minimum spanning tree under unit l∞lnorm. Given an edge weighted connected undirected network G=(V,E,w), a spanning tree T0, a lower bound vector l and a value K, we aim to find a new weight vector w respecting the lower bound such that T0 is a minimum spanning tree under the vector w with weight K, and the objective ...
Added: March 2, 2021
Koldanov P., Ученые записки Казанского университета. Серия: Физико-математические науки 2018 Vol. 160 No. 2 P. 317–326
Identification of network structures using the finite-size sample has been considered.
The concepts of random variables network and network model, which is a complete weighted
graph, have been introduced. Two types of network structures have been investigated: network
structures with an arbitrary number of elements and network structures with a fixed number
of elements of the network model. The ...
Added: February 13, 2019
Vizgunov A. N., Глотов А. А., Трифонов Ю. В., В кн.: Инновационная экономика: регулирование и конкуренция. Материалы Десятой Международной научно-практической конференции, Нижний Новгород, 23–24 июня 2016 г.: Н. Новгород: Национальный исследовательский Нижегородский государственный университет им. Н.И. Лобачевского, 2017. С. 520–524.
Финансовый менеджмент предприятий России в настоящее время имеет возможность использовать инстру- менты фондовых рынков различных стран для размещения временно свободных денежных средств. Хорошим вариантом являются инвестиции в фондовый рынок, похожий на хорошо известный рынок России. Наш анализ с использованием сетевой модели фондового рынка показал, что ни один из рынков оставшихся стран БРИК не похож на ...
Added: December 22, 2017
Vizgunov A. N., Наумова А. С., Вестник Воронежского государственного университета. Серия: Системный анализ и информационные технологии 2016 № 3 С. 111–115
The globalization process makes all countries stock markets similar to each other. In the paper we try to evaluate this process by analyzing the network models of some countries stock markets by means of neural networks. Our results show that each of the considered countries stock market has a peculiarity that can be used to ...
Added: November 29, 2016
Koldanov P., Kalyagin V. A., Bautin G. A., Annals of Mathematics and Artificial Intelligence 2016 Vol. 76 No. 1 P. 47–57
The problem of stock selection is disscused from different points of view. Three different sequentially rejective statistical procedures for stock selection are described and compared: Holm multiple test procedure, maximin multiple test procedure and multiple decision procedure. Properties of statistical procedures are studied for different loss functions. It is shown that conditional risk for additive loss ...
Added: February 3, 2015
Koldanov P., Pardalos P. M., Zamaraev V. A., , in: DATA ANALYTICS 2014, The Third International Conference on Data Analytics.: [б.и.], 2014. P. 91–94.
A common network representation of the stock market is based on correlations of time series of return fluctuations. It is well known that financial time series have a stochastic nature. Therefore there is uncertainty in inference about filtered structures in market network. Thus market network analysis need to be complemented by estimation of uncertainty of the ...
Added: October 13, 2014
Kalyagin V. A., Koldanov P., Zamaraev V. A., Springer Optimization and Its Applications 2014 Vol. 100 P. 181–197
Network model of stock market based on correlation matrix is considered. In the model vector of stock returns is supposed to hve multivariate normal distribution with given correlation matrix. Statistical uncertainty of some popular market network structures is analyzed by numerical simulation for network models of stock makets for different countries. For each market statistical ...
Added: October 13, 2014
Koldanov P., Bautin G. A., , in: Learning and Intelligent Optimization.Vol. 8426: Lectute Notes in Computer Science.: Switzerland: Springer, 2014. P. 98–110.
Added: September 15, 2014
Vizgunov A. N., Глотов А. А., В кн.: XIV Апрельская международная научная конференция по проблемам развития экономики и общества: в 4-х книгах. Книга 4.: М.: Издательский дом НИУ ВШЭ, 2014. С. 382–393.
В статье предлагается методика сравнения фондовых рынков разных стран на основе модели графа рынка и применение этой методики для сравнения фондовых рынков стран БРИК. Рассматриваются акции крупнейших предприятий России, Бразилии, Индии и Китая, анализируется динамика изменения характеристик соответствующих графов рынков. В результате проведенного анализа показано, что хотя фондовые рынки рассмотренных стран демонстрируют следование общим тенденциям, ...
Added: March 31, 2014
Vizgunov A. N., Трифонов Ю. В., Вестник Нижегородского университета им. Н.И. Лобачевского. Серия: Экономика и финансы 2013 Т. 1 № 6 С. 285–289
The paper presents an analysis of the stocks traded on MICEX from 2007 to 2011. In order to analyze the data, we construct a market graph model. The vertices of the graph represent stocks; the edges represent strong similarity between considered stocks returns. We suggest using the following way to calculate the similarity measure: we ...
Added: February 7, 2014