FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3121792421> ?p ?o ?g. }

• W3121792421 endingPage "58" @default.
• W3121792421 startingPage "40" @default.
• W3121792421 abstract "We discuss some methods to quantitatively investigate the properties of correlation matrices. 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 correlation matrix. The hierarchical clustering and other procedures performed on the correlation matrix to detect statistically reliable aspects of the correlation matrix are seen as filtering procedures of the correlation matrix. We also discuss a method to associate a hierarchically nested factor model to a hierarchical tree obtained from a correlation matrix. The information retained in filtering procedures and its stability with respect to statistical fluctuations is quantified by using the Kullback-Leibler distance." @default.
• W3121792421 created "2021-02-01" @default.
• W3121792421 creator A5016268748 @default.
• W3121792421 creator A5032380303 @default.
• W3121792421 creator A5068695616 @default.
• W3121792421 date "2010-07-01" @default.
• W3121792421 modified "2023-10-12" @default.
• W3121792421 title "Correlation, hierarchies, and networks in financial markets" @default.
• W3121792421 cites W1588598992 @default.
• W3121792421 cites W1965555277 @default.
• W3121792421 cites W1966168239 @default.
• W3121792421 cites W1983595574 @default.
• W3121792421 cites W1990512452 @default.
• W3121792421 cites W1992922162 @default.
• W3121792421 cites W2018259456 @default.
• W3121792421 cites W2019519002 @default.
• W3121792421 cites W2026126704 @default.
• W3121792421 cites W2043154233 @default.
• W3121792421 cites W2046083265 @default.
• W3121792421 cites W2055364720 @default.
• W3121792421 cites W2094688862 @default.
• W3121792421 cites W2116228024 @default.
• W3121792421 cites W2117897510 @default.
• W3121792421 cites W2123199877 @default.
• W3121792421 cites W2129737628 @default.
• W3121792421 cites W2135282243 @default.
• W3121792421 cites W2136941630 @default.
• W3121792421 cites W2138144286 @default.
• W3121792421 cites W2147675445 @default.
• W3121792421 cites W2165408259 @default.
• W3121792421 cites W3100017821 @default.
• W3121792421 cites W3101852161 @default.
• W3121792421 cites W3104021470 @default.
• W3121792421 cites W3105441689 @default.
• W3121792421 cites W4231784440 @default.
• W3121792421 cites W4362073016 @default.
• W3121792421 doi "https://doi.org/10.1016/j.jebo.2010.01.004" @default.
• W3121792421 hasPublicationYear "2010" @default.
• W3121792421 type Work @default.
• W3121792421 sameAs 3121792421 @default.
• W3121792421 citedByCount "278" @default.
• W3121792421 countsByYear W31217924212012 @default.
• W3121792421 countsByYear W31217924212013 @default.
• W3121792421 countsByYear W31217924212014 @default.
• W3121792421 countsByYear W31217924212015 @default.
• W3121792421 countsByYear W31217924212016 @default.
• W3121792421 countsByYear W31217924212017 @default.
• W3121792421 countsByYear W31217924212018 @default.
• W3121792421 countsByYear W31217924212019 @default.
• W3121792421 countsByYear W31217924212020 @default.
• W3121792421 countsByYear W31217924212021 @default.
• W3121792421 countsByYear W31217924212022 @default.
• W3121792421 countsByYear W31217924212023 @default.
• W3121792421 crossrefType "journal-article" @default.
• W3121792421 hasAuthorship W3121792421A5016268748 @default.
• W3121792421 hasAuthorship W3121792421A5032380303 @default.
• W3121792421 hasAuthorship W3121792421A5068695616 @default.
• W3121792421 hasBestOaLocation W31217924212 @default.
• W3121792421 hasConcept C10138342 @default.
• W3121792421 hasConcept C106487976 @default.
• W3121792421 hasConcept C112972136 @default.
• W3121792421 hasConcept C113174947 @default.
• W3121792421 hasConcept C11413529 @default.
• W3121792421 hasConcept C114614502 @default.
• W3121792421 hasConcept C117220453 @default.
• W3121792421 hasConcept C119857082 @default.
• W3121792421 hasConcept C124101348 @default.
• W3121792421 hasConcept C149782125 @default.
• W3121792421 hasConcept C154945302 @default.
• W3121792421 hasConcept C159985019 @default.
• W3121792421 hasConcept C162324750 @default.
• W3121792421 hasConcept C185142706 @default.
• W3121792421 hasConcept C192562407 @default.
• W3121792421 hasConcept C2524010 @default.
• W3121792421 hasConcept C2780821815 @default.
• W3121792421 hasConcept C33923547 @default.
• W3121792421 hasConcept C38652104 @default.
• W3121792421 hasConcept C41008148 @default.
• W3121792421 hasConcept C73555534 @default.
• W3121792421 hasConcept C76178495 @default.
• W3121792421 hasConcept C92835128 @default.
• W3121792421 hasConceptScore W3121792421C10138342 @default.
• W3121792421 hasConceptScore W3121792421C106487976 @default.
• W3121792421 hasConceptScore W3121792421C112972136 @default.
• W3121792421 hasConceptScore W3121792421C113174947 @default.
• W3121792421 hasConceptScore W3121792421C11413529 @default.
• W3121792421 hasConceptScore W3121792421C114614502 @default.
• W3121792421 hasConceptScore W3121792421C117220453 @default.
• W3121792421 hasConceptScore W3121792421C119857082 @default.
• W3121792421 hasConceptScore W3121792421C124101348 @default.
• W3121792421 hasConceptScore W3121792421C149782125 @default.
• W3121792421 hasConceptScore W3121792421C154945302 @default.
• W3121792421 hasConceptScore W3121792421C159985019 @default.
• W3121792421 hasConceptScore W3121792421C162324750 @default.
• W3121792421 hasConceptScore W3121792421C185142706 @default.
• W3121792421 hasConceptScore W3121792421C192562407 @default.
• W3121792421 hasConceptScore W3121792421C2524010 @default.
• W3121792421 hasConceptScore W3121792421C2780821815 @default.

• next