Alexander P. Koldanov

According to our database, Alexander P. Koldanov authored at least 11 papers between 2013 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of three.

2024

Analysis of weakly correlated nodes in market network.

Dmitry Semenov, Alexander P. Koldanov, Petr A. Koldanov

Comput. Manag. Sci., June, 2024

2023

Confidence bounds for threshold similarity graph in random variable network.

Petr A. Koldanov, Alexander P. Koldanov, D. P. Semenov

Stat. Anal. Data Min., December, 2023

2018

Optimal decision for the market graph identification problem in a sign similarity network.

Valeriy A. Kalyagin, Alexander P. Koldanov, Petr A. Koldanov, Panos M. Pardalos

Ann. Oper. Res., 2018

Optimality of Multiple Decision Statistical Procedure for Gaussian Graphical Model Selection.

Valeriy A. Kalyagin, Alexander P. Koldanov, Petr A. Koldanov, Panos M. Pardalos

Proceedings of the Learning and Intelligent Optimization - 12th International Conference, 2018

2016

On multivariate network analysis of statistical data sets with different measures of association.

Valeriy A. Kalyagin, Alexander P. Koldanov, Panos M. Pardalos

Ann. Math. Artif. Intell., 2016

Robust Identification of Subgraphs in a Complete Weighted Graph Associated with a Set of Random Variables.

Valeriy A. Kalyagin, Alexander P. Koldanov, Petr A. Koldanov

Proceedings of the Supplementary Proceedings of the 9th International Conference on Discrete Optimization and Operations Research and Scientific School (DOOR 2016), Vladivostok, Russia, September 19, 2016

2015

Step Down and Step Up Statistical Procedures for Stock Selection with Sharp Ratio.

Alexander P. Koldanov, Valeriy A. Kalyagin, Panos M. Pardalos

Proceedings of the Machine Learning, Optimization, and Big Data, 2015

2014

Network approach for the Russian stock market.

Arsenii Vizgunov, Boris Goldengorin, Valeriy A. Kalyagin, Alexander P. Koldanov, Petr A. Koldanov, Panos M. Pardalos

Comput. Manag. Sci., 2014

A General Approach to Network Analysis of Statistical Data Sets.

Valeriy A. Kalyagin, Alexander P. Koldanov, Panos M. Pardalos

Proceedings of the Learning and Intelligent Optimization, 2014

2013

Statistical procedures for the market graph construction.

Alexander P. Koldanov, Petr A. Koldanov, Valeriy A. Kalyagin, Panos M. Pardalos

Comput. Stat. Data Anal., 2013

Simple measure of similarity for the market graph construction.

Grigory A. Bautin, Valeriy A. Kalyagin, Alexander P. Koldanov, Petr A. Koldanov, Panos M. Pardalos

Comput. Manag. Sci., 2013