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Network approach for the Russian stock market

Vizgunov, A.; Goldengorin, B.; Kalyagin, V.; Koldanov, A.; … - In: Computational Management Science 11 (2014) 1, pp. 45-55

We consider a market graph model of the Russian stock market. To study the peculiarity of the Russian market we construct the market graphs for different time periods from 2007 to 2011. As characteristics of constructed market graphs we use the distribution of correlations, size and structure of...

Persistent link: https://www.econbiz.de/10010758716

An Algorithm for the Job Shop Scheduling Problem based on Global Equilibrium Search Techniques

Pardalos, Panos; Shylo, Oleg - In: Computational Management Science 3 (2006) 4, pp. 331-348

Persistent link: https://www.econbiz.de/10005370547

Special issue in honor of Berç Rustem

Amman, Hans; Pardalos, Panos - In: Computational Management Science 11 (2014) 3, pp. 195-196

Persistent link: https://www.econbiz.de/10010949665

Preface: Special issue on learning and robustness

Pardalos, Panos - In: Computational Management Science 11 (2014) 4, pp. 317-318

Persistent link: https://www.econbiz.de/10010949667

Preface

Kallrath, Josef; Pardalos, Panos; Rebennack, Steffen - In: Computational Management Science 5 (2008) 4, pp. 287-288

Persistent link: https://www.econbiz.de/10005147285

Simple measure of similarity for the market graph construction

Bautin, Grigory; Kalyagin, Valery; Koldanov, Alexander; … - In: Computational Management Science 10 (2013) 2, pp. 105-124

A simple measure of similarity for the construction of the market graph is proposed. The measure is based on the probability of the coincidence of the signs of the stock returns. This measure is robust, has a simple interpretation, is easy to calculate and can be used as measure of similarity...

Persistent link: https://www.econbiz.de/10010680652