Search Results - subject:"Minimum Spanning Tree"

Proposal of creation of a portfolio with minimal risk

Soltes, Vincent; Danko, Jakub - In: Investment management and financial innovations 14 (2017) 2, pp. 107-115

Persistent link: https://www.econbiz.de/10011817630

Min-degree constrained minimum spanning tree problem with fixed centrals and terminals : complexity, properties and formulations

Dias, Fabio C. S.; Campêlo, Manoel; Souza, Críston; … - In: Computers & operations research : and their … 84 (2017), pp. 46-61

Persistent link: https://www.econbiz.de/10011710174

A greedy heuristic for the capacitated minimum spanning tree problem

Kritikos, M.; Ioannou, G. - In: Journal of the Operational Research Society : OR 68 (2017) 10, pp. 1223-1235

Persistent link: https://www.econbiz.de/10011804062

An empirical study on the correlation structure of credit spreads based on the dynamic and pair copula functions

Luo, Changqing; Li, Mengzhen; Ouyang, Zisheng - In: China Finance Review International 6 (2016) 3, pp. 284-303

. The empirical study of minimum spanning tree shows that the credit risk of corporate bonds forms a network structure with … few other nodes in the risk network, thus the center node captured by the minimum spanning tree is a weak center node, and …

Persistent link: https://www.econbiz.de/10014694670

Generalized minimum spanning tree games

Phuoc Hoang Le; Tri-Dung Nguyen; Bektaş, Tolga - In: EURO journal on computational optimization 4 (2016) 2, pp. 167-188

Persistent link: https://www.econbiz.de/10011492980

Design improvements for message propagation in malleable social networks

Gopal, Ram; Hidaji, Hooman; Patterson, Raymond A.; … - In: Production and operations management : an international … 25 (2016) 6, pp. 993-1005

Persistent link: https://www.econbiz.de/10011507685

An exact method to generate all nondominated spanning trees

Boumesbah, Asma; Chergui, Mohamed El-Amine - In: RAIRO / Operations research 50 (2016) 4/5, pp. 857-867

Persistent link: https://www.econbiz.de/10011686546

An empirical study on the correlation structure of credit spreads based on the dynamic and pair copula functions

Changqing, Luo; Li, Mengzhen; Ouyang, Zisheng - In: China finance review international 6 (2016) 3, pp. 284-303

Persistent link: https://www.econbiz.de/10011722883

On the minimum-cost λ-edge-connected k-subgraph problem

Sadeghi, Elham; Fan, Neng - In: Computational Management Science : CMS 13 (2016) 4, pp. 571-596

Persistent link: https://www.econbiz.de/10011669606

Are stock market networks non-fractal? : evidence from New York stock exchange

Zeng, Zhi-Jian; Chi, Xie; Yan, Xin-Guo; Hu, Jue; Mao, Zhou - In: Finance research letters 17 (2016), pp. 97-102

Persistent link: https://www.econbiz.de/10011596242