Search Results - subject:"Community Detection"

Random graph generator for leader and community detection in networks

Matos-Junior, Francisco J.; Ospina, Raydonal; Silva, Geiza - In: International transactions in operational research : a … 31 (2024) 3, pp. 1699-1719

Persistent link: https://www.econbiz.de/10014470590

Directed association network analysis on the Standard and Poor's 500 Index

Li, Zhaoyang; Yang, Yuehan - In: Computational economics 63 (2024) 1, pp. 111-127

Persistent link: https://www.econbiz.de/10014471984

Mesoscopic structure of the stock market and portfolio optimization

Zema, Sebastiano Michele; Fagiolo, Giorgio; Squartini, … - 2021

The idiosyncratic (microscopic) and systemic (macroscopic) components of market structure have been shown to be responsible for the departure of the optimal mean-variance allocation from the heuristic 'equally-weighted' portfolio. In this paper, we exploit clustering techniques derived from...

Persistent link: https://www.econbiz.de/10013205376

A time-varying network for cryptocurrencies

Guo, Li; Härdle, Wolfgang; Tao, Yubo - 2021

Cryptocurrencies return cross-predictability and technological similarity yield information on risk propagation and market segmentation. To investigate these effects, we build a timevarying network for cryptocurrencies, based on the evolution of return cross-predictability and technological...

Persistent link: https://www.econbiz.de/10012619641

A network analysis of the JGB repo market

Horikawa, Takumi; Matsui, Yujiro; Gemma, Yasufumi - 2021

Persistent link: https://www.econbiz.de/10014301543

Mesoscopic structure of the stock market and portfolio optimization

Zema, Sebastiano Michele; Fagiolo, Giorgio; Squartini, … - 2021

Persistent link: https://www.econbiz.de/10012695127

Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling

Anagnostou, I.; Squartini, T.; Kandhai, D.; Garlaschelli, D. - In: Quantitative finance 21 (2021) 9, pp. 1501-1518

Persistent link: https://www.econbiz.de/10012624151

A time-varying network for cryptocurrencies

Guo, Li; Härdle, Wolfgang; Tao, Yubo (Robert) - 2021

Persistent link: https://www.econbiz.de/10012614051

Multi-attribute community detection in international trade network

Grassi, Rosanna; Bartesaghi, Paolo; Benati, Stefano; … - In: Networks and spatial economics : a journal of … 21 (2021) 3, pp. 707-733

Persistent link: https://www.econbiz.de/10012619342

CommunityGCN: community detection using node classification with graph convolution network

Bhattacharya, Riju; Nagwani, Naresh Kumar; Tripathi, Sarsij - In: Data Technologies and Applications 57 (2023) 4, pp. 580-604

other communities within a network. Network analysis relies heavily on community detection. Despite the traditional spectral … clustering and statistical inference methods, deep learning techniques for community detection have grown in popularity due to … with recent baseline methods graph attention network (GAT), GCN-based technique for unsupervised community detection and …

Persistent link: https://www.econbiz.de/10014712627