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Investigation of the Statistical Uncertainty of Sign Procedures for Construction Network Structures and Characteristics of Stock Market

Student: Denis Artamonov

Supervisor: Dmitry Semenov

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

Educational Programme: Applied Mathematics and Information Science (Bachelor)

Final Grade: 8

Year of Graduation: 2020

The presented paper goals to study statistical uncertainty of different network structures used for market network analysis. Statistical uncertainty of structures having sample sign coincidence probability as similarity measure will be investigated experimentally. Besides, We will study the change in the value of statistical uncertainty for various deviations of the distribution of stock returns from the normal distribution.

Full text (added May 24, 2020)

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