Valery A. Kalyagin

National Research University Higher School of Economics — Russia

Economics, Econometrics and Finance · Social Sciences

15h-index735citations84works0.52yr avg
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Research Topics

Complex Systems and Time Series Analysis(19), Complex Network Analysis Techniques(18), Mathematical functions and polynomials(12), Bayesian Modeling and Causal Inference(11), Financial Risk and Volatility Modeling(10)

Publications84 total

Editorial
Computational Management Science·2024Open Access
Robustness of Graphical Lasso Optimization Algorithm for Learning a Graphical Model
Lecture notes in computer science·2024· 1 cited
Graph Density and Uncertainty of Graphical Model Selection Algorithms
Communications in computer and information science·2023· 1 cited
Uncertainty of Graph Clustering in Correlation Block Model
Communications in computer and information science·2023
Reliability of maximum spanning tree identification in correlation-based market networks
Physica A Statistical Mechanics and its Applications·2022· 9 cited
Reliability of MST identification in correlation-based market networks
arXiv (Cornell University)·2021Open Access
Robustness of Network Structure Identification
SpringerBriefs in optimization·2020
Network Structure Identification Algorithms
SpringerBriefs in optimization·2020
Applications to Market Network Analysis
SpringerBriefs in optimization·2020
Introduction
SpringerBriefs in optimization·2020
Mathematical Optimization Theory and Operations Research
Lecture notes in computer science·2020· 7 cited
Random Variable Networks
SpringerBriefs in optimization·2020
Optimality of Network Structure Identification
SpringerBriefs in optimization·2020
Uncertainty of Network Structure Identification
SpringerBriefs in optimization·2020
Network Algorithms, Data Mining, and Applications
Springer proceedings in mathematics & statistics·2020· 9 cited
Statistical Analysis of Graph Structures in Random Variable Networks
SpringerBriefs in optimization·2020· 16 cited
Model simplification for supervised classification of metabolic networks
Annals of Mathematics and Artificial Intelligence·2019· 14 cited
Impact of Error in Parameter Estimations on Large Scale Portfolio Optimization
Springer optimization and its applications·2019· 1 cited
Optimality of Multiple Decision Statistical Procedure for Gaussian Graphical Model Selection
Lecture notes in computer science·2018· 1 cited
Supervised Classification of Metabolic Networks
2018· 15 cited
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Frequent Co-authors

Pãnos M. Pardalos(21), A. P. Koldanov(16), P. A. Koldanov(15), Alexander Ivanovich Aptekarev(5), Boris Goldengorin(4), Fuad Aleskerov(4), Viktor Zamaraev(4), Vyacheslav V. Chistyakov(3), Bernhard Beckermann(3), Ana C. Matos(3), F. Wielonsky(3), Arsenii Vizgunov(2), Grigory A. Bautin(2), Ilaria Granata(2), Mario Rosario Guarracino(2), Lucia Maddalena(2), Ichcha Manipur(2), André Draux(2), Kirill Pogorelskiy(2), Oleg A. Prokopyev(2)