Zobrazeno 1 - 10
of 15
pro vyhledávání: '"Valeriy A. Kalyagin"'
Autor:
Mario Rosario Guarracino, Panos M. Pardalos, Ichcha Manipur, Ilaria Granata, Valeriy A. Kalyagin, Lucia Maddalena
Publikováno v:
Annals of mathematics and artificial intelligence (Dordr., Online) 88 (2020): 91–104. doi:10.1007/s10472-019-09640-y
info:cnr-pdr/source/autori:Ilaria Granata, Mario R. Guarracino, Valery A. Kalyagin, Lucia Maddalena, Ichcha Manipur, and Panos M. Pardalos/titolo:Model Simplification for Supervised Classification of Metabolic Networks/doi:10.1007%2Fs10472-019-09640-y/rivista:Annals of mathematics and artificial intelligence (Dordr., Online)/anno:2020/pagina_da:91/pagina_a:104/intervallo_pagine:91–104/volume:88
info:cnr-pdr/source/autori:Ilaria Granata, Mario R. Guarracino, Valery A. Kalyagin, Lucia Maddalena, Ichcha Manipur, and Panos M. Pardalos/titolo:Model Simplification for Supervised Classification of Metabolic Networks/doi:10.1007%2Fs10472-019-09640-y/rivista:Annals of mathematics and artificial intelligence (Dordr., Online)/anno:2020/pagina_da:91/pagina_a:104/intervallo_pagine:91–104/volume:88
Many real applications require the representation of complex entities and their relations. Frequently, networks are the chosen data structures, due to their ability to highlight topological and qualitative characteristics. In this work, we are intere
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::59740d55b22601be80a2d49b89745c71
https://doi.org/10.1007/s10472-019-09640-y
https://doi.org/10.1007/s10472-019-09640-y
Publikováno v:
Annals of Operations Research. 266:313-327
Research into the market graph is attracting increasing attention in stock market analysis. One of the important problems connected with the market graph is its identification from observations. The standard way of identifying the market graph is to
Publikováno v:
Statistics & Probability Letters. 122:90-95
Model selection for Gaussian concentration graph is based on multiple testing of pairwise conditional independence. In practical applications partial correlation tests are widely used. However it is not known whether partial correlation test is unifo
Publikováno v:
Lecture Notes in Computer Science ISBN: 9783030053475
LION
LION
Gaussian graphical model selection is a statistical problem that identifies the Gaussian graphical model from observations. Existing Gaussian graphical model selection methods focus on the error rate for incorrect edge inclusion. However, when compar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5b87844ac297fce0ccaa0f4ec247d73f
https://doi.org/10.1007/978-3-030-05348-2_26
https://doi.org/10.1007/978-3-030-05348-2_26
Publikováno v:
Annals of Mathematics and Artificial Intelligence. 76:47-57
The problem of stock selection in market network is discussed from different points of view. Three different sequentially rejective statistical procedures for stock selection are described and compared: Holm multiple test procedure, maximin multiple
Autor:
Panos M. Pardalos, Alexander P. Koldanov, Valeriy A. Kalyagin, P. A. Koldanov, Victor Zamaraev
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 413:59-70
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 deci
Publikováno v:
Computational Statistics & Data Analysis. 68:17-29
The statistical analysis of the method of construction of the market graph when considered as a multiple decision statistical procedure is investigated. It is shown that under the condition of additivity of the loss function the method can be optimal
Autor:
Alexander P. Koldanov, Valeriy A. Kalyagin, Panos M. Pardalos, Arsenii Vizgunov, Boris Goldengorin, P. A. Koldanov
Publikováno v:
Computational Management Science. 11:45-55
We consider a market graph model of the Russian stock market. To study the peculiarity of the Russian market we construct the market graphs for different time periods from 2007 to 2011. As characteristics of constructed market graphs we use the distr
Autor:
Valeriy A. Kalyagin, Panos M. Pardalos, P. A. Koldanov, Alexander P. Koldanov, Grigory A. Bautin
Publikováno v:
Computational Management Science. 10:105-124
A simple measure of similarity for the construction of the market graph is proposed. The measure is based on the probability of the coincidence of the signs of the stock returns. This measure is robust, has a simple interpretation, is easy to calcula
Publikováno v:
Social Choice and Welfare. 35:627-646
A problem of axiomatic construction of a social decision function is studied for the case when individual opinions of agents are given as m-graded preferences with arbitrary integer m ≥ 3. It is shown that the only rule satisfying the introduced ax