市场网络中市场图识别的个体检验统计

Proceedings of the Fourth Workshop on Computer Modelling in Decision Making (CMDM 2019) Pub Date : 2019-12-12 DOI:10.2991/ahcs.k.191206.009

P. Koldanov

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引用次数: 1

摘要

讨论了随机变量网络的概念，用于对具有随机性质的复杂系统进行建模。将复杂系统网络分析的阈值图识别问题视为一个多决策统计过程。通过仿真研究了阈值图识别中不同假设检验的鲁棒性。

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Statistics of Individual Tests for Market Graph Identification in Market Network

The concept of random variables network used to model the complex system of random nature is discussed. The problem of threshold graph identification to network analysis of the complex system is considered as multiple decision statistical procedure. The properties of robustness of different tests for testing individual hypotheses for threshold graph identification are investigated by simulations.

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Proceedings of the Fourth Workshop on Computer Modelling in Decision Making (CMDM 2019)

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