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Testing Hypothesis on Degree Distribution in the Market Graph

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Models, Algorithms, and Technologies for Network Analysis (NET 2016)

Part of the book series: Springer Proceedings in Mathematics & Statistics ((PROMS,volume 197))

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Abstract

In this chapter, problems of testing hypotheses on degree distribution in the market graph and of identifying power law in data are discussed. Research methodology of power law hypothesis testing is presented. This methodology is applied to testing hypotheses on degree distribution in the market graphs for different stock markets. Obtained results are discussed.

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Acknowledgements

The work of Koldanov P.A. was conducted at the Laboratory of Algorithms and Technologies for Network Analysis of National Research University Higher School of Economics. The work is partially supported by RFHR grant 15-32-01052.

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Authors and Affiliations

  1. National Research University Higher School of Economics, Laboratory of Algorithms and Technologies for Network Analysis, Nizhny Novgorod, Russia

    P. A. Koldanov & J. D. Larushina

Authors
  1. P. A. Koldanov
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  2. J. D. Larushina
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Corresponding author

Correspondence to P. A. Koldanov .

Editor information

Editors and Affiliations

  1. National Research University Higher School of Economics, Nizhny Novgorod, Russia

    Valery A. Kalyagin

  2. National Research University Higher School of Economics, Nizhny Novgorod, Russia

    Alexey I. Nikolaev

  3. Department of Industrial and Systems Engineering, University of Florida, Gainesville, Florida, USA

    Panos M. Pardalos

  4. Department of Industrial Engineering, University of Pittsburgh , Pittsburgh, Pennsylvania, USA

    Oleg A. Prokopyev

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Koldanov, P.A., Larushina, J.D. (2017). Testing Hypothesis on Degree Distribution in the Market Graph. In: Kalyagin, V., Nikolaev, A., Pardalos, P., Prokopyev, O. (eds) Models, Algorithms, and Technologies for Network Analysis. NET 2016. Springer Proceedings in Mathematics & Statistics, vol 197. Springer, Cham. https://doi.org/10.1007/978-3-319-56829-4_15

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