Statistical uncertainty of different filtration techniques for market network analysis is studied. Two measures of statistical uncertainty are discussed. One is based on conditional risk for multiple decision statistical procedures and another one is based on average fraction of errors. It is...

We study the structural properties of Russian stock market by means of analysis of the corresponding market graph. For this graph we found the distribution of correlations, edge density, maximum cliques and maximum independent sets. We also study the evolution of the structural properties of the...

The multicommodity network flow problem is a classical issue in network optimization, where the objective is to route multiple commodities through interconnected nodes and arcs to minimize the overall flow cost. However, in practical scenarios, parameters such as arc capacities, node demands,...