Kalyagin, V. A.; Koldanov, A. P.; Koldanov, P. A. Reliability of maximum spanning tree identification in correlation-based market networks. (English) Zbl 07562503 Physica A 599, Article ID 127482, 12 p. (2022). MSC: 82-XX 68T37 62-07 PDFBibTeX XMLCite \textit{V. A. Kalyagin} et al., Physica A 599, Article ID 127482, 12 p. (2022; Zbl 07562503) Full Text: DOI
Kalyagin, Valery A.; Koldanov, Alexander P.; Koldanov, Petr A.; Pardalos, Panos M. Statistical analysis of graph structures in random variable networks. (English) Zbl 1473.62006 SpringerBriefs in Optimization. Cham: Springer (ISBN 978-3-030-60292-5/pbk; 978-3-030-60293-2/ebook). viii, 101 p. (2020). Reviewer: Hans Daduna (Hamburg) MSC: 62-02 62H20 62M30 62P25 60G60 90B15 05C90 PDFBibTeX XMLCite \textit{V. A. Kalyagin} et al., Statistical analysis of graph structures in random variable networks. Cham: Springer (2020; Zbl 1473.62006) Full Text: DOI
Kalyagin, Valery A.; Koldanov, Alexander P.; Koldanov, Petr A.; Pardalos, Panos M. Loss function, unbiasedness, and optimality of Gaussian graphical model selection. (English) Zbl 1423.62053 J. Stat. Plann. Inference 201, 32-39 (2019). MSC: 62H15 62C25 05C82 90B15 PDFBibTeX XMLCite \textit{V. A. Kalyagin} et al., J. Stat. Plann. Inference 201, 32--39 (2019; Zbl 1423.62053) Full Text: DOI
Kalyagin, V. A.; Koldanov, A. P.; Koldanov, P. A.; Pardalos, P. M. Optimal decision for the market graph identification problem in a sign similarity network. (English) Zbl 1404.62141 Ann. Oper. Res. 266, No. 1-2, 313-327 (2018). MSC: 62P20 05C90 91B24 PDFBibTeX XMLCite \textit{V. A. Kalyagin} et al., Ann. Oper. Res. 266, No. 1--2, 313--327 (2018; Zbl 1404.62141) Full Text: DOI arXiv
Koldanov, Petr; Koldanov, Alexander; Kalyagin, Valeriy; Pardalos, Panos Uniformly most powerful unbiased test for conditional independence in Gaussian graphical model. (English) Zbl 1463.62170 Stat. Probab. Lett. 122, 90-95 (2017). MSC: 62H15 62H22 PDFBibTeX XMLCite \textit{P. Koldanov} et al., Stat. Probab. Lett. 122, 90--95 (2017; Zbl 1463.62170) Full Text: DOI arXiv
Kalyagin, Valery A.; Koldanov, Alexander P.; Koldanov, Petr A. Robust identification in random variable networks. (English) Zbl 1349.90182 J. Stat. Plann. Inference 181, 30-40 (2017). MSC: 90B15 62H15 62H20 05C90 PDFBibTeX XMLCite \textit{V. A. Kalyagin} et al., J. Stat. Plann. Inference 181, 30--40 (2017; Zbl 1349.90182) Full Text: DOI
Kalyagin, Valery A.; Koldanov, Alexander P.; Pardalos, Panos M. On multivariate network analysis of statistical data sets with different measures of association. (English) Zbl 1338.90089 Ann. Math. Artif. Intell. 76, No. 1-2, 83-92 (2016). MSC: 90B15 62H15 62H20 PDFBibTeX XMLCite \textit{V. A. Kalyagin} et al., Ann. Math. Artif. Intell. 76, No. 1--2, 83--92 (2016; Zbl 1338.90089) Full Text: DOI
Kalyagin, V. A.; Koldanov, A. P.; Koldanov, P. A.; Pardalos, P. M.; Zamaraev, V. A. Measures of uncertainty in market network analysis. (English) Zbl 1402.91147 Physica A 413, 59-70 (2014). MSC: 91B24 62P05 PDFBibTeX XMLCite \textit{V. A. Kalyagin} et al., Physica A 413, 59--70 (2014; Zbl 1402.91147) Full Text: DOI arXiv
Kalyagin, Valery; Koldanov, Alexander; Koldanov, Petr; Zamaraev, Viktor Market graph and Markowitz model. (English) Zbl 1322.91039 Rassias, Themistocles M. (ed.) et al., Optimization in science and engineering. In honor of the 60th birthday of Panos M. Pardalos. New York, NY: Springer (ISBN 978-1-4939-0807-3/hbk; 978-1-4939-0808-0/ebook). 293-306 (2014). MSC: 91B74 91G10 91A43 PDFBibTeX XMLCite \textit{V. Kalyagin} et al., in: Optimization in science and engineering. In honor of the 60th birthday of Panos M. Pardalos. New York, NY: Springer. 293--306 (2014; Zbl 1322.91039) Full Text: DOI
Koldanov, Alexander P.; Koldanov, Petr A.; Kalyagin, Valeriy A.; Pardalos, Panos M. Statistical procedures for the market graph construction. (English) Zbl 1471.62102 Comput. Stat. Data Anal. 68, 17-29 (2013). MSC: 62-08 62J15 91G15 PDFBibTeX XMLCite \textit{A. P. Koldanov} et al., Comput. Stat. Data Anal. 68, 17--29 (2013; Zbl 1471.62102) Full Text: DOI
Bautin, Grigory A.; Kalyagin, Valery A.; Koldanov, Alexander P. Comparative analysis of two similarity measures for the market graph construction. (English) Zbl 1344.91019 Goldengorin, Boris I. (ed.) et al., Models, algorithms, and technologies for network analysis. Proceedings of the second international conference on network analysis, Nizhny Novgorod, Russia, May 7–9, 2012. New York, NY: Springer (ISBN 978-1-4614-8587-2/hbk; 978-1-4614-8588-9/ebook). Springer Proceedings in Mathematics & Statistics 59, 29-41 (2013). MSC: 91G70 91B24 PDFBibTeX XMLCite \textit{G. A. Bautin} et al., Springer Proc. Math. Stat. 59, 29--41 (2013; Zbl 1344.91019) Full Text: DOI
Bautin, Grigory A.; Kalyagin, Valery A.; Koldanov, Alexander P.; Koldanov, Petr A.; Pardalos, Panos M. Simple measure of similarity for the market graph construction. (English) Zbl 1282.91382 Comput. Manag. Sci. 10, No. 2-3, 105-124 (2013). MSC: 91G70 91B24 PDFBibTeX XMLCite \textit{G. A. Bautin} et al., Comput. Manag. Sci. 10, No. 2--3, 105--124 (2013; Zbl 1282.91382) Full Text: DOI