Search Results - subject:"Minimum spanning tree"

A multifaceted graph-wise network analysis of sector-based financial instruments’ price-based discrepancies with diverse statistical interdependencies

Choi, Insu; Kim, Woo Chang - 2025

Persistent link: https://www.econbiz.de/10015359907

Graph theory approach to prices transmission in the network of commonly used liquid fuels

Janda, Karel; Schererova, Barbora; Sila, Jan; … - 2023

filtering methods, namely the Minimum Spanning Tree and Triangulated Maximally Filtered Graph. Our findings reveal that biofuels …

Persistent link: https://www.econbiz.de/10014494985

Investigating the importance of different companies of Tehran stock exchange using lower tail dependency based interaction network

Osoolian, Mohammad; Hosseiny Esfidvajani, Seyed Ali; … - In: Iranian journal of finance 7 (2023) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10013477714

On the dynamic changes in the global stock markets' network during the Russia-Ukraine war

Zaheer, Kashif; Aslam, Faheem; Mohmand, Yasir Tariq; … - In: Economies : open access journal 12 (2024) 2, pp. 1-27

Analysis of the relationships among global stock markets is crucial for international investors, regulators, and policymakers, particularly during a crisis. Complex network theory was applied to analyze the relationship between global stock markets during the Russia-Ukraine war. Daily data from...

Persistent link: https://www.econbiz.de/10014500399

Portfolio optimization using minimum spanning tree model in the Moroccan stock exchange market

Berouaga, Younes; El Msiyah, Cherif; Madkour, Jaouad - In: International Journal of Financial Studies : open … 11 (2023) 2, pp. 1-20

investigate portfolio optimization based on the Minimum Spanning Tree (MST) method applied on the Moroccan All Shares Index (MASI …

Persistent link: https://www.econbiz.de/10014284712

Graph theory approach to prices transmission in the network of commonly used liquid fuels

Janda, Karel; Schererova, Barbora; Sila, Jan; … - 2023

filtering methods, namely the Minimum Spanning Tree and Triangulated Maximally Filtered Graph. Our findings reveal that biofuels …

Persistent link: https://www.econbiz.de/10014333569

Price transmission and policies in biofuels-related global networks

Janda, Karel; Krištoufek, Ladislav; Schererova, Barbora; … - 2022

period 2003-2020. We utilize the minimum spanning tree approach to identify price connections in a complex trading system …

Persistent link: https://www.econbiz.de/10013394376

Two-phase strategies for the bi-objective minimum spanning tree problem

Amorosi, Lavinia; Puerto, Justo - In: International transactions in operational research : a … 29 (2022) 6, pp. 3435-3463

Persistent link: https://www.econbiz.de/10013276047

A minimum spanning tree analysis of the Polish stock market

Tomeczek, Artur F. - In: Journal of economics & management 44 (2022) 1, pp. 420-445

Aim/purpose - This article aims to explore the network topology of the stock market in Poland during the COVID-19 pandemic. Design/methodology/approach - Kruskal's algorithm was used to find the minimum spanning trees (MST) of three undirected correlation networks: MST1 (December 2019 - August...

Persistent link: https://www.econbiz.de/10014325024

Portfolio creation using graph characteristics and testing its performance

Danko, Jakub; Soltes, Vincent; Bindzar, Tomas - In: Montenegrin journal of economics 18 (2022) 1, pp. 7-17

Persistent link: https://www.econbiz.de/10013204437