• A
• A
• A
• ABC
• ABC
• ABC
• А
• А
• А
• А
• А
Regular version of the site

# Dependence Measure of Several Random Variables and its Application on Network Analysis.

Student: Aleksandr Somov

Supervisor:

Educational Programme: Applied Mathematics and Information Science (Bachelor)

Since the advent of business, businessmen have been looking for activities to invest their money. Nowadays, the most attractive investment is stocks from list of blue chips. However, there is a lot of investors who like to risk and choose unknown companies to investing. Both of them need metrics that will help them to make decisions. One of that metrics is measure of dependency between stocks. If investor will know how stocks depends on each other, it will be much easier to make decision – buy or sell. Obviously, it can be applied not only for stocks, but at anything that can be interpreted as random variables. This work focuses on the investigation the measures of dependency between stocks. The aim of this work is to understand if the strong pairwise dependency means strong dependency in general. To achieve the aim, it will be applied two different approaches: theoretical and practical. After that that, approaches will be compared.

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.