Search Results - subject:"minimal spanning tree"

Topological properties of stock networks based on minimal spanning tree and random matrix theory in financial time series

Eom, Cheoljun; Oh, Gabjin; Jung, Woo-Sung; Jeong, Hawoong; … - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 6, pp. 900-906

We investigated the topological properties of stock networks constructed by a minimal spanning tree. We compared the …

Persistent link: https://www.econbiz.de/10010874198

Analysis of a network structure of the foreign currency exchange market

Kwapień, Jarosław; Gworek, Sylwia; Drożdż, Stanisław; … - In: Journal of Economic Interaction and Coordination 4 (2009) 1, pp. 55-72

Persistent link: https://www.econbiz.de/10004992606

DATA MINING VIA MINIMAL SPANNING TREE CLUSTERING FOR PROLONGING LIFETIME OF WIRELESS SENSOR NETWORKS

HUANG, GUANGYAN; LI, XIAOWEI; HE, JING; LI, XIN - In: International Journal of Information Technology & … 06 (2007) 02, pp. 235-251

based on Minimal Spanning Tree (MST) and Maximum Energy resource on sensors named MSTME. Also, specified constrains of …

Persistent link: https://www.econbiz.de/10004971662

Detecting multiple outliers in linear regression using a cluster method combined with graphical visualization

Kim, Sung-Soo; Krzanowski, W. - In: Computational Statistics 22 (2007) 1, pp. 109-119

Persistent link: https://www.econbiz.de/10005613227

Deterministic factors of stock networks based on cross-correlation in financial market

Eom, Cheoljun; Oh, Gabjin; Kim, Seunghwan - In: Physica A: Statistical Mechanics and its Applications 383 (2007) 1, pp. 139-146

The stock market has been known to form homogeneous stock groups with a higher correlation among different stocks according to common economic factors that influence individual stocks. We investigate the role of common economic factors in the market in the formation of stock networks, using the...

Persistent link: https://www.econbiz.de/10010589462

Topology of foreign exchange markets using hierarchical structure methods

Naylor, Michael J.; Rose, Lawrence C.; Moyle, Brendan J. - In: Physica A: Statistical Mechanics and its Applications 382 (2007) 1, pp. 199-208

This paper uses two physics derived hierarchical techniques, a minimal spanning tree and an ultrametric hierarchical …

Persistent link: https://www.econbiz.de/10010591164

The runt test for multimodality

Hartigan, J.; Mohanty, Surya - In: Journal of Classification 9 (1992) 1, pp. 63-70

Persistent link: https://www.econbiz.de/10005376120