Network analysis has been applied to various correlation matrix data. Thresholding on the value of the pairwise correlation is probably the most straightforward and common method to create a network ...

The concept of correlations between different assets is a cornerstone of Markowitz's optimal portfolio theory, especially for risk management purposes (Markowitz 1968). In a nutshell, correlations ...

This example defines modules to compute correlation coefficients between numeric variables and standardized values for a set of data. /* Module to compute correlations */ start corr; n=nrow(x); /* ...