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Network Structures Identification Procedures Based on Kendall and Spearman Correlations

Student: Vyacheslav Klykov

Supervisor: Alexander P. Koldanov

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

Educational Programme: Data Mining (Master)

Final Grade: 8

Year of Graduation: 2020

Topic: "Procedures for identifying network structures based on Kendall and Spearman correlation coefficients" The volume is 76 pages, which contains 21 drawings. The app contains 3 program codes. When writing, 11 sources were used. Keyword: Statistical analysis, time series, Spearman correlation, Kendall correlation, graphs. The object of research is network structures generated by different correlations with assumptions of both normality and ellipticity of the law The WRC consists of 3 chapters, the first of which is introductory describes the General mechanisms of the stock market, the second is a mathematical and statistical base that includes the analysis of correlations, the third is a presentation of results and conclusion.

Full text (added May 30, 2020)

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