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Analysis of weakly correlated nodes in market network
Computational Management Science. 2024. Vol. 21. Article 18.
The aim of the article is to analyze graphs of weakly correlated stocks. Characteristics
of these graphs such as number of edges, histogram of vertices degrees, degrees
distribution, hubs and cliques are investigated. Pearson correlation and Kendall correlation
are used to construct these graphs. Graphs constructed by the traditional
procedure and by Holm procedure are compared. Obtained results are exemplified
on the data of French stock market. In particular it is shown that reliable maximum
cliques contain very few nodes despite the large number of edges in the graph of
weakly correlated stocks.
Keywords: correlation independent setsHubsMarket networkStock returnHistogram of vertices degreesDegrees distribution
Publication based on the results of:
Irkutsk: ISDCT SB RAS, 2026.
We study a model problem on the filtration of a conducting fluid through a
porous layer. A porous medium is presented as an assemblage of identical spherical
cells. Each cell consists of a porous core and liquid shell. We derive apriori estimates
for flow characteristics which show the specific behavior of the fluid. Our estimates
are validated numerically. ...
Added: July 5, 2026
М.: Наука и технологии, 2026.
«Телекоммуникации» ежемесячный рецензируемый производственный, информационно-аналитический и учебно-методический журнал выходит в свет с июля 2000 г.
Для руководителей и работников промышленности, научно-исследовательских и проектно-конструкторских институтов, высших учебных заведений, аспирантов и студентов, а также для специалистов, разрабатывающих, выпускающих и эксплуатирующих средства телекоммуникаций.
Новости разработок и производства, прогнозы развития, защита информации, Нормативные, справочные, аналитические и учебно-методические материалы.
Переход к глобальному информационному ...
Added: July 4, 2026
МФТИ, 2025.
абота редакции научного журнала «Труды Московского физико-технического института» (кратко «Труды МФТИ»), редакционной коллегии и редакционного совета осуществляется в соответствии с Положением, утвержденным ректором института. В состав редакционной коллегии входят руководители института, факультетов, институтских и факультетских кафедр. Главный редактор журнала —президент МФТИ, член-корр. РАН Кудрявцев Н.Н.
Журнал «Труды МФТИ» входит в базу данных РИНЦ (Российский Индекс Научного Цитирования) и доступен в электронной ...
Added: July 4, 2026
Hualin M., Jie Z., Jerome Y. et al., Journal of Internet Technology 2026 Vol. 27 No. 3 P. 367–382
In open, interference-prone scenarios, the scarcity of precisely annotated signal samples limits the application of deep learning–based modulation identification, which generally relies on extensive labeled data for stability. Relation Networks, as an emerging class of deep learning models, exhibit rapid convergence in few-shot learning tasks. Motivated by the fast convergence property of relation-based learning and ...
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Osipov D., Информационно-управляющие системы 2026 № 3 С. 49–62
Introduction: In many communication systems under construction and those to be created power control and channel estimation techniques developed for the previous generation communication systems fail to provide desired precision. One way to solve this problem is to use order-statistics-based reception techniques that do not need channel estimation or power control. To ensure the desired ...
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Springer, 2026.
This book presents established and new research on the close connections between graph games and systems of logic, particularly existing and newly designed modal logics. The volume utilizes two graph games – the sabotage game and the hide-and-seek game – to demonstrate the natural interplay between designing new graph games and exploring new kinds of ...
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Pochinka O., Barinova M., Journal of Geometry and Physics 2026 Vol. 228 P. 1–8
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German O., Illarionov A., Известия РАН. Серия математическая 2026 Т. 90 № 3 С. 3–18
Пусть симплекс с целочисленными вершинами - содержащий ровно одну целочисленную точку, отличную от своих вершин. В работе доказывается, что если точка находится во внутренности симплекса или в относительной внутренности некоторой гиперграни симплекса, то объем симплекса ограничен величиной, зависящей только от размерности, в противном случае объем симплекса может быть сколь угодно большим. Этот результат применяется для вывода асимптотической формулы для среднего числа вершин полиэдров ...
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Netherlands: ScienceDirect, 2025.
No ...
Added: June 28, 2026
Koldanov P., Koldanov A. P., Tsygankov V. V., Operations Research Forum 2025 Vol. 6 Article 164
One of the popular tools for analyzing network models of a market is the threshold similarity graph or market graph, which illustrates the strength and topology of correlations in the stock market. Several papers are devoted to the construction of such a graph in order to analyze correlations in specific stock markets. However, the reliability ...
Added: October 26, 2025
Smolovich A. M., Frolov A. V., Klebanov L. D. et al., Optics and Laser Technology 2024 Vol. 175 Article 110725
An optical security element containing an area of random rough relief is proposed. It combines the low cost of
mass replication inherent in traditional security holograms with the impossibility of holographic copying, when
the wave restored by the hologram is rewritten as a copy of this hologram. The proposed optical element is also
protected from contact and photographic ...
Added: May 16, 2025
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Added: October 11, 2024
Semenov D., Koldanov A. P., Koldanov P. et al., Annals of Mathematics and Artificial Intelligence 2024
In this paper we propose a new notion of a clique reliability. The clique reliability is understood as the ratio of the number of statistically significant links in a clique to the number of edges of the clique. This notion relies on a recently proposed original technique for separating inferences about pairwise connections between vertices ...
Added: January 30, 2024
Andreev V., Известия Смоленского государственного университета 2021 Т. 55 № 3 С. 88–101
The article investigates system relations in individual style, which is viewed as a set of specific features of linguistic means typical for a certain author. The attention is focused on authorial metaphor occupying the central position in linguistic research, especially in cognitive linguistics.
The paper deals with the analysis of metaphor in the individual style of ...
Added: October 25, 2023
Eltsov N., Khorkina N., Вопросы статистики 2023 Т. 30 № 3 С. 92–108
The authors of the article analyze the characteristics of alcohol consumption by working residents of Russia, depending on their professional and social status. The study is based on data from the Russian Longitudinal Monitoring Survey of the National Research University Higher School of Economics for the period 2013-2019. The sample of the analysis included working ...
Added: March 24, 2023
Smetanin S., Komarov M. M., IEEE Access 2022 Vol. 10 P. 18886–18898
A growing body of literature has examined the potential of machine learning algorithms in constructing social indicators based on the automatic classification of digital traces. However, as long as the classification algorithms’ predictions are not completely error-free, the estimate of the relative occurrence of a particular class may be affected by misclassification bias, thereby affecting ...
Added: February 22, 2022
Sizykh N., Sizykh D., , in: 2021 14th International Conference Management of large-scale system development (MLSD).: IEEE, 2021. P. 1–4.
It was analyzed the influence of stock exchanges on stock quotes of the automotive, energy and telecommunication companies. It was obtained comparative assessment of the profitability, risk and stability indicator of shares placed on different stock exchanges. ...
Added: February 4, 2022
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Vukovic D., Lapshina K., Moinak M., North American Journal of Economics and Finance 2021 Vol. 58 No. 2021 Article 101457
This research analyse the US and the EU money markets interdependence from 2004
to 2018. The study explains to what extent the volatility of the chosen money markets
instruments in two regions is inter-correlated before, during and after the financial
crisis of 2008. We apply the econometric analysis and estimate time-series models of
class GARCH to study the historical ...
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Lovakov A., Agadullina E., European Journal of Social Psychology 2021 Vol. 51 No. 3 P. 485–504
This study estimates empirically derived guidelines for effect size interpretation for research in social psychology overall and subdisciplines within social psychology, based on analysis of the true distributions of the two types of effect size measures widely used in social psychology (correlation coefficient and standardized mean differences). Analysis of empirically derived distributions of 12,170 correlation ...
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Anufrienko A., Computing, Telecommunications and Control 2020 Vol. 13 No. 2 P. 7–13
This paper presents a correlation method for processing data on end devices and reducing
the amount of data transmitted over the network. Instead of expensive and complex network
devices, developers can use cheap and proven low-speed Internet of Things (ZigBee, NB IoT,
BLE) solutions for data transfer. The novelty lies in one of the features of this approach: ...
Added: August 27, 2020
Shabanov D. A., Шайхеева Т. М., Математические заметки 2020 Т. 107 № 3 С. 454–465
This paper deals with list colorings of uniform hypergraphs. Let H(m, r, k) be the complete r-partite k-uniform hypergraph with parts of equal size m in which each edge contains exactly one vertex from some k ≤ r parts. Using results on multiple covers by independent sets, we establish that, for fixed k and r, ...
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Afanasyeva, A.V., , in: 2018 WAVE ELECTRONICS AND ITS APPLICATION IN INFORMATION AND TELECOMMUNICATION SYSTEMS (WECONF).: IEEE, 2018. P. 1–4.
This article proposes a mutual adaptation of the procedure for extracting digital watermark from video sequences and fingerprinting code decoding. Proposed solution includes two interrelated techniques. The first one is a usage of “soft” decision making instead of “hard” decision during watermark extraction. This means that the additional information on extracted bit reliability will be ...
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Sirotkin D., Malyshev D., Discrete Mathematics and Applications 2018 Vol. 28 No. 4 P. 249–258
The independent set problem for a given simple graph is to determine the size of a maximal set
of its pairwise non-adjacent vertices. We propose a new way of graph reduction leading to a new proof of
the NP-completeness of the independent set problem in the class of planar graphs and to the proof of NPcompleteness of ...
Added: August 22, 2018