Abstract
In this paper we propose a new notion of a clique reliability. The clique reliability is understood as the ratio of the number of statistically significant links in a clique to the number of edges of the clique. This notion relies on a recently proposed original technique for separating inferences about pairwise connections between vertices of a network into significant and admissible ones. In this paper, we propose an extension of this technique to the problem of clique detection. We propose a method of step-by-step construction of a clique with a given reliability. The results of constructing cliques with a given reliability using data on the returns of stocks included in the Dow Jones index are presented.
View more >>