Year of Graduation
Network Structures Identification Procedures Based on Kendall Correlation.
Applied Mathematics and Information Science
Prediction of stock price movements is an actual problem for stock exchanges. Owning this information will significantly increase the income of specialists. However, the solution to this problem has some difficulties, in particular the correct identification of the network structures on which the market is built. In this research, the approach to the identification of network structures is considered. It is based on the Kendall correlation.