{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,12,12]],"date-time":"2025-12-12T13:30:07Z","timestamp":1765546207540,"version":"3.37.3"},"reference-count":31,"publisher":"Springer Science and Business Media LLC","issue":"1-2","license":[{"start":{"date-parts":[[2017,4,3]],"date-time":"2017-04-03T00:00:00Z","timestamp":1491177600000},"content-version":"unspecified","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"funder":[{"DOI":"10.13039\/100012555","name":"RFFI","doi-asserted-by":"crossref","award":["14-01-00807"],"award-info":[{"award-number":["14-01-00807"]}],"id":[{"id":"10.13039\/100012555","id-type":"DOI","asserted-by":"crossref"}]},{"name":"RFHR","award":["15-32-01052"],"award-info":[{"award-number":["15-32-01052"]}]}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Ann Oper Res"],"published-print":{"date-parts":[[2018,7]]},"DOI":"10.1007\/s10479-017-2491-6","type":"journal-article","created":{"date-parts":[[2017,4,3]],"date-time":"2017-04-03T20:54:29Z","timestamp":1491252869000},"page":"313-327","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":11,"title":["Optimal decision for the market graph identification problem in a sign similarity network"],"prefix":"10.1007","volume":"266","author":[{"given":"V. A.","family":"Kalyagin","sequence":"first","affiliation":[]},{"given":"A. P.","family":"Koldanov","sequence":"additional","affiliation":[]},{"given":"P. A.","family":"Koldanov","sequence":"additional","affiliation":[]},{"given":"P. M.","family":"Pardalos","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2017,4,3]]},"reference":[{"key":"2491_CR1","doi-asserted-by":"crossref","unstructured":"Bautin, G. A., Kalyagin, V. A., & Koldanov, A. P. (2013). Comparative analysis of two similarity measures for the market graph construction. In Proceedings in mathematics and statistics (Vol. 59, pp. 29\u201341). Springer.","DOI":"10.1007\/978-1-4614-8588-9_3"},{"key":"2491_CR2","doi-asserted-by":"crossref","first-page":"105","DOI":"10.1007\/s10287-013-0169-3","volume":"10","author":"GA Bautin","year":"2013","unstructured":"Bautin, G. A., Kalyagin, V. A., Koldanov, A. P., Koldanov, P. A., & Pardalos, P. M. (2013). Simple measure of similarity for the market graph construction. Computational Management Science, 10, 105\u2013124.","journal-title":"Computational Management Science"},{"key":"2491_CR3","doi-asserted-by":"crossref","first-page":"29","DOI":"10.4337\/9781035304998.00010","volume-title":"Innovations in financial and economic networks","author":"V Boginsky","year":"2003","unstructured":"Boginsky, V., Butenko, S., & Pardalos, P. M. (2003). On structural properties of the market graph. In A. Nagurney (Ed.), Innovations in financial and economic networks (pp. 29\u201345). Northampton: Edward Elgar Publishing Inc."},{"key":"2491_CR4","doi-asserted-by":"crossref","first-page":"75","DOI":"10.2298\/CSIS0401075B","volume":"1","author":"V Boginsky","year":"2004","unstructured":"Boginsky, V., Butenko, S., & Pardalos, P. M. (2004). Network model of massive data sets. Computer Science and Information Systems, 1, 75\u201389.","journal-title":"Computer Science and Information Systems"},{"issue":"2","key":"2491_CR5","doi-asserted-by":"crossref","first-page":"431","DOI":"10.1016\/j.csda.2004.02.004","volume":"48","author":"V Boginsky","year":"2005","unstructured":"Boginsky, V., Butenko, S., & Pardalos, P. M. (2005). Statistical analysis of financial networks. Journal of Computational Statistics and Data Analysis, 48(2), 431\u2013443.","journal-title":"Journal of Computational Statistics and Data Analysis"},{"issue":"11","key":"2491_CR6","doi-asserted-by":"crossref","first-page":"3171","DOI":"10.1016\/j.cor.2005.01.027","volume":"33","author":"V Boginsky","year":"2006","unstructured":"Boginsky, V., Butenko, S., & Pardalos, P. M. (2006). Mining market data: a network approach. J. Computers and Operations Research., 33(11), 3171\u20133184.","journal-title":"J. Computers and Operations Research."},{"key":"2491_CR7","doi-asserted-by":"crossref","first-page":"23","DOI":"10.1007\/s10479-013-1395-3","volume":"216","author":"V Boginski","year":"2014","unstructured":"Boginski, V., Butenko, S., Shirokikh, O., Trukhanov, S., & Lafuente, J. G. (2014). A network-based data mining approach to portfolio selection via weighted clique relaxations. Annals of Operations Research, 216, 23\u201334.","journal-title":"Annals of Operations Research"},{"key":"2491_CR8","first-page":"213","volume":"215","author":"F Cesarone","year":"2015","unstructured":"Cesarone, F., Scozzari, A., & Tardella, F. (2015). A new method for mean-variance portfolio optimization with cardinality constraints. Annals of Operations Research, 215, 213\u2013234.","journal-title":"Annals of Operations Research"},{"key":"2491_CR9","doi-asserted-by":"crossref","unstructured":"Emmert-Streib, F., & Dehmer, M. (2010). Identifying critical financial networks of the DJIA: Towards a network based index. Complexity, 16(1), 24\u201333.","DOI":"10.1002\/cplx.20315"},{"key":"2491_CR10","doi-asserted-by":"crossref","first-page":"399","DOI":"10.1016\/j.physa.2007.02.097","volume":"380","author":"F Garas","year":"2007","unstructured":"Garas, F., & Argyrakis, P. (2007). Correlation study of the Athens stock exchange. Physica A, 380, 399\u2013410.","journal-title":"Physica A"},{"key":"2491_CR11","unstructured":"Gunawardena, A. D. A., Meyer, R. R., Dougan, W. L., Monaghan, P. E., & ChotonBasu, P. E. M. (2012). Optimal selection of an independent set of cliques in a market graph. In: International proceedings of economics development and research (Vol. 29, p. 281285)."},{"key":"2491_CR12","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4614-8154-6","volume-title":"Elliptically contoured models in statistics and portfolio theory","author":"FK Gupta","year":"2013","unstructured":"Gupta, F. K., Varga, T., & Bodnar, T. (2013). Elliptically contoured models in statistics and portfolio theory. New York: Springer."},{"issue":"9","key":"2491_CR13","doi-asserted-by":"crossref","first-page":"6064","DOI":"10.1109\/TIT.2012.2200825","volume":"58","author":"A Hero","year":"2012","unstructured":"Hero, A., & Rajaratnam, B. (2012). Hub discovery in partial correlation graphs. IEEE Transactions on Information Theory, 58(9), 6064\u20136078.","journal-title":"IEEE Transactions on Information Theory"},{"key":"2491_CR14","doi-asserted-by":"crossref","first-page":"2956","DOI":"10.1016\/j.physa.2009.03.028","volume":"388","author":"WQ Huang","year":"2009","unstructured":"Huang, W. Q., Zhuang, X. T., & Yao, S. A. (2009). A network analysis of the Chinese stock market. Physica A, 388, 2956\u20132964.","journal-title":"Physica A"},{"key":"2491_CR15","doi-asserted-by":"crossref","unstructured":"Huffner, F., Komusiewicz, C., Moser, H., & Niedermeier, R. (2008). Enumerating isolated cliques in synthetic and financial networks. In Combinatorial optimization and applications, lecture notes in computer science (Vol. 5165, pp. 405\u2013416).","DOI":"10.1007\/978-3-540-85097-7_38"},{"issue":"2017","key":"2491_CR16","doi-asserted-by":"crossref","first-page":"30","DOI":"10.1016\/j.jspi.2016.08.008","volume":"181","author":"VA Kalyagin","year":"2017","unstructured":"Kalyagin, V. A., Koldanov, A. P., & Koldanov, P. A. (2017). Robust identification in random variables networks. Journal of Statistical Planning and Inference, 181(2017), 30\u201340.","journal-title":"Journal of Statistical Planning and Inference"},{"issue":"12","key":"2491_CR17","doi-asserted-by":"publisher","first-page":"e15032","DOI":"10.1371\/journal.pone.0015032","volume":"5","author":"DY Kenett","year":"2010","unstructured":"Kenett, D. Y., Tumminello, M., Madi, A., Gur-Gershgoren, G., Mantegna, R. N., & Ben-Jacob, E. (2010). Dominating clasp of the financial sector revealed by partial correlation analysis of the stock market. PLoS ONE, 5(12), e15032. doi: 10.1371\/journal.pone.0015032 .","journal-title":"PLoS ONE"},{"key":"2491_CR18","doi-asserted-by":"crossref","first-page":"17","DOI":"10.1016\/j.csda.2013.06.005","volume":"68","author":"AP Koldanov","year":"2013","unstructured":"Koldanov, A. P., Koldanov, P. A., Kalyagin, V. A., & Pardalos, P. M. (2013). Statistical procedures for the market graph construction. Computational Statistics and Data Analysis, 68, 17\u201329.","journal-title":"Computational Statistics and Data Analysis"},{"key":"2491_CR19","volume-title":"Mathematical methods of statistics","author":"H Kramer","year":"1962","unstructured":"Kramer, H. (1962). Mathematical methods of statistics (9th ed.). Princeton: Princeton University Press.","edition":"9"},{"key":"2491_CR20","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1214\/aoms\/1177707034","volume":"28","author":"EL Lehmann","year":"1957","unstructured":"Lehmann, E. L. (1957). A theory of some multiple decision procedures 1. Annals of Mathematical Statistics, 28, 1\u201325.","journal-title":"Annals of Mathematical Statistics"},{"key":"2491_CR21","volume-title":"Testing statistical hypotheses","author":"EL Lehmann","year":"2005","unstructured":"Lehmann, E. L., & Romano, J. P. (2005). Testing statistical hypotheses. New York: Springer."},{"key":"2491_CR22","doi-asserted-by":"crossref","first-page":"93","DOI":"10.1007\/s100529900201","volume":"11","author":"RN Mantegna","year":"1999","unstructured":"Mantegna, R. N. (1999). Hierarchical structure in financial markets. European Physical Journal, Series B, 11, 93\u201397.","journal-title":"European Physical Journal, Series B"},{"key":"2491_CR23","doi-asserted-by":"crossref","first-page":"3835","DOI":"10.1016\/j.physa.2011.06.033","volume":"390","author":"A Namaki","year":"2011","unstructured":"Namaki, A., Shirazi, A. H., Raei, R., & Jafari, G. R. (2011). Network analysis of a financial market based on genuine correlation and threshold method. Physica A, 390, 3835\u20133841.","journal-title":"Physica A"},{"issue":"2","key":"2491_CR24","doi-asserted-by":"crossref","first-page":"353","DOI":"10.1140\/epjb\/e2004-00128-7","volume":"38","author":"J-P Onella","year":"2004","unstructured":"Onella, J.-P., Kaski, K., & Kertesz, J. (2004). Clustering and information in correlation based financial networks. The European Physical Journal B-Condensed Matter and Complex Systems, 38(2), 353\u2013362.","journal-title":"The European Physical Journal B-Condensed Matter and Complex Systems"},{"issue":"2\u20133","key":"2491_CR25","doi-asserted-by":"crossref","first-page":"81","DOI":"10.1007\/s10287-012-0160-4","volume":"10","author":"J Shirokikh","year":"2013","unstructured":"Shirokikh, J., Pastukhov, G., Boginski, V., & Butenko, S. (2013). Computational study of the US stock market evolution: A rank correlation-based network model. Computational Management Science, 10(2\u20133), 81\u2013103.","journal-title":"Computational Management Science"},{"key":"2491_CR26","doi-asserted-by":"crossref","first-page":"659","DOI":"10.1016\/j.jempfin.2010.04.008","volume":"17","author":"CK Tse","year":"2010","unstructured":"Tse, C. K., Liu, J., & Lau, F. C. M. (2010). A network perspective of the stock market. Journal of Empirical Finance, 17, 659\u2013667.","journal-title":"Journal of Empirical Finance"},{"key":"2491_CR27","doi-asserted-by":"crossref","first-page":"2319","DOI":"10.1142\/S0218127407018415","volume":"17","author":"M Tumminello","year":"2007","unstructured":"Tumminello, M., Coronello, C., Lillo, F., Micciche, S., & Mantegna, R. (2007). Spanning trees and bootstrap reliability estimation in correlation-based network. International Journal of Bifurcation and Chaos, 17, 2319\u20132329.","journal-title":"International Journal of Bifurcation and Chaos"},{"key":"2491_CR28","doi-asserted-by":"crossref","first-page":"45","DOI":"10.1007\/s10287-013-0165-7","volume":"11","author":"AN Vizgunov","year":"2014","unstructured":"Vizgunov, A. N., Goldengorin, B., Kalyagin, V. A., Koldanov, A. P., Koldanov, P. A., & Pardalos, P. M. (2014). Network approach for the Russian stock market. Computational Management Science, 11, 45\u201355.","journal-title":"Computational Management Science"},{"key":"2491_CR29","volume-title":"Statistical decision function","author":"A Wald","year":"1950","unstructured":"Wald, A. (1950). Statistical decision function. New York: Wiley."},{"issue":"16","key":"2491_CR30","doi-asserted-by":"crossref","first-page":"4136","DOI":"10.1016\/j.physa.2012.03.036","volume":"391","author":"GJ Wang","year":"2012","unstructured":"Wang, G. J., Chi, X., Han, F., & Sun, B. (2012). Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree. Physica A: Statistical Mechanics and its Applications, 391(16), 4136\u20134146.","journal-title":"Physica A: Statistical Mechanics and its Applications"},{"key":"2491_CR31","doi-asserted-by":"crossref","first-page":"241","DOI":"10.1007\/s10287-015-0240-3","volume":"13","author":"Z Wang","year":"2016","unstructured":"Wang, Z., Glynn, P. W., & Ye, Y. (2016). Likelihood robust optimization for data-driven problems. Computational Management Science, 13, 241\u2013261.","journal-title":"Computational Management Science"}],"container-title":["Annals of Operations Research"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s10479-017-2491-6\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10479-017-2491-6.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10479-017-2491-6.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,8,23]],"date-time":"2023-08-23T00:06:53Z","timestamp":1692749213000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s10479-017-2491-6"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2017,4,3]]},"references-count":31,"journal-issue":{"issue":"1-2","published-print":{"date-parts":[[2018,7]]}},"alternative-id":["2491"],"URL":"https:\/\/doi.org\/10.1007\/s10479-017-2491-6","relation":{},"ISSN":["0254-5330","1572-9338"],"issn-type":[{"type":"print","value":"0254-5330"},{"type":"electronic","value":"1572-9338"}],"subject":[],"published":{"date-parts":[[2017,4,3]]}}}