Minimal spanning tree problem in stock networks analysis: An efficient algorithm
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DOI: 10.1016/j.physa.2012.12.032
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- Djauhari, Maman Abdurachman & Gan, Siew Lee, 2015. "Optimality problem of network topology in stocks market analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 108-114.
- Xin Yang & Shan Chen & Hong Liu & Xiaoguang Yang & Chuangxia Huang, 2023. "Jump volatility spillover network based measurement of systemic importance of Chinese financial institutions," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1201-1213, April.
- Samuel Ugwu & Pierre Miasnikof & Yuri Lawryshyn, 2023. "Distance Correlation Market Graph: The Case of S&P500 Stocks," Mathematics, MDPI, vol. 11(18), pages 1-13, September.
- Nguyen, Q. & Nguyen, N.K. K. & Nguyen, L.H. N., 2019. "Dynamic topology and allometric scaling behavior on the Vietnamese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 514(C), pages 235-243.
- Kalyagin, V.A. & Koldanov, A.P. & Koldanov, P.A. & Pardalos, P.M. & Zamaraev, V.A., 2014. "Measures of uncertainty in market network analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 413(C), pages 59-70.
- Haishu Qiao & Yue Xia & Ying Li, 2016. "Can Network Linkage Effects Determine Return? Evidence from Chinese Stock Market," PLOS ONE, Public Library of Science, vol. 11(6), pages 1-25, June.
- Kazemilari, Mansooreh & Djauhari, Maman Abdurachman, 2015. "Correlation network analysis for multi-dimensional data in stocks market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 429(C), pages 62-75.
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Keywords
Adjacency matrix; Euclidean distance; Membership function; Sub-dominant ultrametric; Ultrametric distance;All these keywords.
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