Search Results - subject:"Graph theory"

Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market

Korniejczuk, Adam; Ślepaczuk, Robert - 2024

Persistent link: https://www.econbiz.de/10014634696

Nonparametric identification and estimation of stochastic block models from many small networks

Jochmans, Koen - In: Journal of econometrics 242 (2024) 2, pp. 1-13

Persistent link: https://www.econbiz.de/10015075219

Complexity of the multiobjective minimum weight minimum stretch spanner problem

Bökler, Fritz; Jasper, Henning - In: Mathematical methods of operations research : ZOR 100 (2024) 1, pp. 65-83

Persistent link: https://www.econbiz.de/10015126892

A novel three-phase expansion algorithm for uncovering communities in social networks using local influence and similarity in embedding space

Adraoui, Meriem; Akachar, Elyazid; Bougteb, Yahya; … - In: Decision analytics journal 11 (2024), pp. 1-24

Community detection can help uncover and understand complex networks' underlying patterns and structures. It involves identifying cohesive groups with similar entities while being separated from other groups. Social networks are a prime example of an area where community detection is...

Persistent link: https://www.econbiz.de/10015107861

Some new clique inequalities in four-index hub location models

Landete, Mercedes; Peiró, Juanjo - In: European journal of operational research : EJOR 318 (2024) 3, pp. 768-777

Persistent link: https://www.econbiz.de/10015048157

Column generation for the profit-oriented hub-line location problem with elastic demands

Cobeña, Brenda; Contardo, Claudio - 2024

Persistent link: https://www.econbiz.de/10015101683

Exploiting social influence in networks

Nora, Vladyslav; Winter, Eyal - In: Theoretical economics : TE ; an open access journal in … 19 (2024) 1, pp. 1-27

We study binary action network games with strategic complementarities. An agent acts if the aggregate social influence of her friends exceeds a transfer levied on the agent by a principal. The principal seeks to maximize her revenue while inducing everyone to act in a unique equilibrium. We...

Persistent link: https://www.econbiz.de/10014468058

Learning-accelerated mixed-integer quadratic programming for unit commitment

Maisonneuve, Philippe; Lesage-Landry, Antoine - 2024

Persistent link: https://www.econbiz.de/10014483361

Bars, lines and points : the effect of graph format on judgmental forecasting

Reimers, Stian; Harvey, Nigel - In: International journal of forecasting 40 (2024) 1, pp. 44-61

Persistent link: https://www.econbiz.de/10014450237

Network Risk Parity: graph theory-based portfolio construction

Ciciretti, Vito; Pallotta, Alberto - In: Journal of Asset Management 25 (2024) 2, pp. 136-146

This study presents network risk parity, a graph theory-based portfolio construction methodology that arises from a … leverage the mathematics of graph theory, which enables us, among other things, to demonstrate that the resulting portfolios is …

Persistent link: https://www.econbiz.de/10015398771