Network Structures Identification Procedures Based on Kendall Correlation.

Student: Isaev Leonid

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

Educational Programme: Applied Mathematics and Information Science (Bachelor)

Year of Graduation: 2019

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.

Student Theses at HSE must be completed in accordance with the University Rules and regulations specified by each educational programme.

Summaries of all theses must be published and made freely available on the HSE website.

The full text of a thesis can be published in open access on the HSE website only if the authoring student (copyright holder) agrees, or, if the thesis was written by a team of students, if all the co-authors (copyright holders) agree. After a thesis is published on the HSE website, it obtains the status of an online publication.

Student theses are objects of copyright and their use is subject to limitations in accordance with the Russian Federation’s law on intellectual property.

In the event that a thesis is quoted or otherwise used, reference to the author’s name and the source of quotation is required.

Search all student theses