Search Results - subject:"Minimum Spanning Tree"

Sectoral analysis of the US stock market through complex networks

Siudak, Dariusz - In: European research studies 24 (2021) 3B, pp. 951-966

Persistent link: https://www.econbiz.de/10012666858

Hierarchical risk parity using security selection based on peripheral assets of correlation-based minimum spanning trees

Cho, Younghwan; Song, Jae Wook - In: Finance research letters 53 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014472366

Temporal changes in global stock markets during COVID-19 : an analysis of dynamic networks

Zaheer, Kashif; Aslam, Faheem; Mohmand, Yasir Tariq; … - In: China finance review international 13 (2023) 1, pp. 23-45

Persistent link: https://www.econbiz.de/10014312087

Dendrograms, minimum spanning trees and feature selection

Labbé, Martine; Landete, Mercedes; Leal, Marina - In: European journal of operational research : EJOR 308 (2023) 2, pp. 555-567

Persistent link: https://www.econbiz.de/10014283100

On the liner shipping network design : the Maritime Silk Route case study

Ansorena, Iñigo L. - In: International journal of logistics systems and … 44 (2023) 1, pp. 132-146

Persistent link: https://www.econbiz.de/10014316736

Equity market integration in emerging economies : a network visualization approach

Mishra, Aswini Kumar; Theertha, Anand; Amoncar, Isha Mahesh - In: Journal of economic studies 50 (2023) 4, pp. 696-717

Persistent link: https://www.econbiz.de/10014252437

General election effect on the network topology of Pakistan's stock market: Network-based study of a political event

Memon, Bilal Ahmed; Yao, Hongxing; Tahir, Rabia - In: Financial Innovation 6 (2020) 1, pp. 1-14

of daily stock returns belonging to the blue chip Karachi stock exchange (KSE-100) index. Using the minimum spanning tree … generating six minimum spanning tree networks around three general elections in Pakistan. Our results reveal a star …

Persistent link: https://www.econbiz.de/10012602839

General election effect on the network topology of Pakistan's stock market : network-based study of a political event

Memon, Bilal Ahmed; Yao, Hongxing; Tahir, Rabia - In: Financial innovation : FIN 6 (2020) 2, pp. 1-14

Persistent link: https://www.econbiz.de/10012268525

Efficient lower and upper bounds for the weight-constrained minimum spanning tree problem using simple Lagrangian based algorithms

Requejo, Cristina; Santos, Eulália - In: Operational research : an international journal 20 (2020) 4, pp. 2467-2495

Persistent link: https://www.econbiz.de/10012306700

Contagion pattern identification through minimum spanning trees during the Asian financial crisis

Marica, Vasile-George - In: Financial Studies 23 (2019) 2 (84), pp. 76-96

Complexity in financial markets is slowly overwhelming canonical statistical modelling. With global crises which stemming from contagion effects becoming more frequent, new tools for financial distress transmission c apture are needed. Graph theory , with its branch on minimum spanning trees can...

Persistent link: https://www.econbiz.de/10012484781