Search Results - subject:"Minimum Spanning Tree"

On exact solutions for the Minimax Regret Spanning Tree problem

Pérez-Galarce, Francisco; Álvarez-Miranda, Eduardo; … - In: Computers & operations research : and their … 47 (2014), pp. 114-122

Persistent link: https://www.econbiz.de/10010364536

Caracterización y comparación del mercado OTC de valores en Colombia

León, Carlos; Pérez, Jhonatan - In: Revista de economía institucional 16 (2014) 2, pp. 223-250

Persistent link: https://www.econbiz.de/10011527271

Network analysis of an Indian stock market using the minimum spanning tree algorithm

Singhal, Prakhar; Sinha, Surajit - In: Journal of quantitative economics : official journal of … 12 (2014) 2, pp. 44-59

Persistent link: https://www.econbiz.de/10011504431

Lower bounds for the quadratic minimum spanning tree problem based on reduced cost computation

Rostami, Borzou; Malucelli, Federico - In: Computers & operations research : and their … 64 (2015), pp. 178-188

Persistent link: https://www.econbiz.de/10011373442

An Ever Closer Union? Examining The Evolution Of The Integration Of European Equity Markets Via Minimum Spanning Trees

Gilmore, Claire G.; Lucey, Brian; Boscia, Marian - Institute for International Integration Studies (IIIS), … - 2007

The concept of a minimum spanning tree (MST) is used to study the process of comovements for 21 European Union stock …

Persistent link: https://www.econbiz.de/10005187523

A global optimization algorithm for solving the minimum multiple ratio spanning tree problem

Ursulenko, Oleksii; Butenko, Sergiy; Prokopyev, Oleg - In: Journal of Global Optimization 56 (2013) 3, pp. 1029-1043

This paper studies the sum-of-ratios version of the classical minimum spanning tree problem. We describe a branch …

Persistent link: https://www.econbiz.de/10010896392

Selecting and estimating regular vine copulae and application to financial returns

Dißmann, J.; Brechmann, E.C.; Czado, C.; Kurowicka, D. - In: Computational Statistics & Data Analysis 59 (2013) C, pp. 52-69

Regular vine distributions which constitute a flexible class of multivariate dependence models are discussed. Since multivariate copulae constructed through pair-copula decompositions were introduced to the statistical community, interest in these models has been growing steadily and they are...

Persistent link: https://www.econbiz.de/10011056489

Robust estimation of location and scatter by pruning the minimum spanning tree

Kirschstein, Thomas; Liebscher, Steffen; Becker, Claudia - In: Journal of Multivariate Analysis 120 (2013) C, pp. 173-184

complete network and the minimum spanning tree (MST) for this data set is calculated. Based on the MST a subset of relevant …

Persistent link: https://www.econbiz.de/10011041909

Minimum spanning trees for community detection

Wu, Jianshe; Li, Xiaoxiao; Jiao, Licheng; Wang, Xiaohua; … - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 9, pp. 2265-2277

comparing the first round minimum spanning tree (1st-MST) with the second round spanning tree (2nd-MST) of the network …

Persistent link: https://www.econbiz.de/10010742312

An empirical study of tests for uniformity in multidimensional data

Petrie, Adam; Willemain, Thomas R. - In: Computational Statistics & Data Analysis 64 (2013) C, pp. 253-268

supports. For data in a hypercube, we find that test statistics based on the minimum spanning tree have superior power when the ….g., clusters or other nonhomogeneities). We propose two new graph-theoretic tests of uniformity which utilize the minimum spanning … tree and a snake (a short non-branching acyclic path connecting each data point). We compare the powers of statistics based …

Persistent link: https://www.econbiz.de/10010666170