Open AccessAn investigation into the effects and effectiveness of correlation network filtration methods with financial returns
Author(s) -
Tristan Millington
Publication year - 2022
Publication title -
plos one
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.99
H-Index - 332
ISSN - 1932-6203
DOI - 10.1371/journal.pone.0273830
Subject(s) - adjacency matrix , correlation , computer science , embedding , graph , graph theory , spanning tree , algorithm , data mining , mathematics , theoretical computer science , artificial intelligence , combinatorics , geometry