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Finding weakly correlated stocks

Student: Danila Klimov

Supervisor: Alexander P. Koldanov

Faculty: Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod)

Educational Programme: Mathematics (Bachelor)

Final Grade: 8

Year of Graduation: 2024

Modern network analysis is a rapidly developing discipline in the study of complex systems. Essentially, what is meant by a complex system is a network that includes numerous interacting elements. Such systems include financial markets, genomic networks, neural networks, climate systems, the internet, social platforms, and much more. The process of analyzing such complex networks involves creating directed graphs, where nodes represent elements of the system, and edge weights show the degree of similarity between them. To extract important information from a complex system, one can reduce the volume of data to obtain representative undirected subnetworks. Undirected networks, often referred to as network structures, encompass elements such as, for example, maximum spanning trees, threshold graphs, their clusters, independent sets, and other aspects studied within graph theory and network analysis.

Full text (added June 4, 2024)

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