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3. Market Graph Clustering via QUBO and Digital Annealing. (2021). Lawryshyn, Yuri ; Hong, Seo Woo ; Kwon, Roy ; Miasnikof, Pierre.
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12. Optimal decision for the market graph identification problem in a sign similarity network. (2018). Kalyagin, V A ; Pardalos, P M ; Koldanov, P A.
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13. Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi.
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17. Generalized AIC method based on higher-order moments and entropy of financial time series. (2018). Qiao, Wenxuan ; Xu, Shiyun ; Shang, Pengjian ; Shao, Menglin.
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20. Some Statistical Problems with High Dimensional Financial data. (2018). Sen, Rituparna ; Chakrabarti, Arnab.
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21. Multilayer Aggregation with Statistical Validation: Application to Investor Networks. (2018). Baltakys, Kestutis ; Kanniainen, Juho ; Emmert-Streib, Frank.
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23. Network Evolution of the Chinese Stock Market: A Study based on the CSI 300 Index. (2017). Li, Bing.
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24. Multiscale correlation networks analysis of the US stock market: a wavelet analysis. (2017). Wang, Gang-Jin ; Chen, Shou ; Xie, Chi.
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25. Earnings Management in Interconnected Networks: A Perspective. (2017). Ozili, Peterson.
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26. Statistical Procedures for Stock Markets Network Structures Identification. (2017). Kalyagin, V ; Pardalos, P ; Koldanov, P.
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29. A statistical analysis of UK financial networks. (2017). Nadarajah, S ; Chu, J.
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36. Estimating Financial Trends by Cubic B-Spline Fitting via Fisher Algorithm. (2015). Sýtký SoNMEZER, ; BARAN, Mehmet ; UAR, Abdulvahid .
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38. Granger causality stock market networks: Temporal proximity and preferential attachment. (2015). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan.
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39. The Chinese Correction of February 2007: How financial hierarchies change in a market crash. (2015). Choi, Wen Ting ; Ong, Wei Guang ; Lian, Tong Wei ; Cheong, Siew Ann ; Damodaran, Mridula ; Teh, Boon Kin ; Goo, Yik Wen .
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40. Correlation structure and dynamics of international real estate securities markets: A network perspective. (2015). Wang, Gang-Jin ; Xie, Chi.
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41. Optimal decision for the market graph identification problem in sign similarity network. (2015). Kalyagin, V A ; Pardalos, P M ; Koldanov, P A.
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42. Network approach for the Russian stock market. (2014). Goldengorin, Boris ; Pardalos, P. ; Koldanov, P. ; Vizgunov, A. ; Kalyagin, V..
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43. A network-based data mining approach to portfolio selection via weighted clique relaxations. (2014). Boginski, Vladimir ; Trukhanov, Svyatoslav ; Butenko, Sergiy ; Shirokikh, Oleg ; Lafuente, Jaime Gil.
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44. Measures of uncertainty in market network analysis. (2014). Zamaraev, V. A. ; Kalyagin, V. A. ; Pardalos, P. M. ; Koldanov, P. A..
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45. Optimal phasing of the European tidal stream resource using the greedy algorithm with penalty function. (2014). Neill, Simon P. ; Hashemi, Reza M. ; Lewis, Matt J..
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46. Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment. (2014). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; v{S}tefan Ly'ocsa, ; Tom'av{s} V'yrost, .
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47. Computational study of the US stock market evolution: a rank correlation-based network model. (2013). Boginski, Vladimir ; Butenko, Sergiy ; Shirokikh, Oleg ; Pastukhov, Grigory.
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48. The co-evolution of integrated corporate financial networks and supply chain networks with insolvency risk. (2013). Liu, Zugang.
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49. Simple measure of similarity for the market graph construction. (2013). Kalyagin, Valery ; Koldanov, Petr ; Pardalos, Panos ; Bautin, Grigory .
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50. Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient. (2013). Wang, Gang-Jin ; Chen, Shou ; Yang, Ming-Yan ; Xie, Chi.
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51. On clique relaxation models in network analysis. (2013). Butenko, Sergiy ; Youssef, Nataly ; Pattillo, Jeffrey.
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52. Measures of uncertainty in market network analysis. (2013). Zamaraev, V. A. ; Kalyagin, V. A. ; Pardalos, P. M. ; Koldanov, P. A..
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53. Applying Market Graphs for Russian Stock Market Analysis. (2012). Goldengorin, Boris ; Pardalos, P. ; Koldanov, P. ; Vizgunov, A. ; Zamaraev, V. ; Kalyagin, V..
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54. Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree. (2012). Wang, Gang-Jin ; Han, Feng ; Xie, Chi ; Sun, BO.
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55. The Japanese economy in crises: A time series segmentation study. (2011). Zhang, Yiting ; Yim, Woei Shyr ; Cheong, Siew Ann ; Fornia, Robert Paulo ; Lee, Gladys Hui Ting, ; Kok, Jun Liang ; Xu, Danny Yuan .
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56. Will the US economy recover in 2010? A minimal spanning tree study. (2011). Zhang, Yiting ; Cheong, Siew Ann ; Prusty, Manamohan ; Lee, Gladys Hui Ting, ; Kok, Jun Liang ; Wong, Jian Cheng .
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