منابع مشابه
Partial correlation analysis: applications for financial markets
Understanding the complex nature of financial markets remains a great challenge, especially in light of the most recent financial crisis. Recent studies have investigated large data-sets of financial markets, and have analysed and modelled the static and dynamic behaviour of this very complex system (Fama 1965, Lo and Craig MacKinlay 1990, Campbell et al. 1997, Lux and Marchesi 1999, Cont and B...
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The econophysics approach to socio-economic systems is based on the assumption of their complexity. Such assumption inevitably leads to another assumption, namely that underlying interconnections within socio-economic systems, particularly nancial markets, are nonlinear, which is shown to be true even in mainstream economic literature. Thus it is surprising to see that network analysis of nanci...
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We discuss methods to quantitatively investigate the properties of correlation matrices of a financial system. Correlation matrices play an important role in portfolio optimization and in several other quantitative descriptions of asset price dynamics in financial markets. Specifically, we discuss how to define and obtain hierarchical trees, correlation-based trees and networks from a correlati...
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Histone modifications are known to play an important role in the regulation of transcription. While individual modifications have received much attention in genome-wide analyses, little is known about their relationships. Some authors have built Bayesian networks of modifications, however most often they have used discretized data, and relied on unrealistic assumptions such as the absence of fe...
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The visual correspondence problem is a major issue in computer vision. Correlation is a common tool for this problem. Most classical correlation methods fail near the disparity discontinuities, which occur at the boundaries of objects. In this paper, a partial correlation technique is proposed to solve this problem. Robust location methods are used to perform this partial correlation. Compariso...
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ژورنال
عنوان ژورنال: Applied Network Science
سال: 2020
ISSN: 2364-8228
DOI: 10.1007/s41109-020-0251-z