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We investigate a factor that can affect the number of links of a specific stock in a network between stocks created by the minimal spanning tree (MST) method, by using individual stock data listed on the S&P500 and KOSPI. Among the common…

Data Analysis, Statistics and Probability · Physics 2015-06-26 Cheoljun Eom , Gabjin Oh , Seunghwan Kim

Based on a recently proposed $q$-dependent detrended cross-correlation coefficient $\rho_q$, we generalize the concept of minimum spanning tree (MST) by introducing a family of $q$-dependent minimum spanning trees ($q$MST) that are…

Statistical Finance · Quantitative Finance 2017-05-19 Jaroslaw Kwapien , Pawel Oswiecimka , Marcin Forczek , Stanislaw Drozdz

We study the relation between the minimal spanning tree (MST) on many random points and the "near-minimal" tree which is optimal subject to the constraint that a proportion $\delta$ of its edges must be different from those of the MST.…

Probability · Mathematics 2007-07-24 David Aldous , Charles Bordenave , Marc Lelarge

This paper makes two main contributions: The first is the construction of a near-minimum spanning tree with constant average distortion. The second is a general equivalence theorem relating two refined notions of distortion: scaling…

Data Structures and Algorithms · Computer Science 2018-11-14 Yair Bartal , Arnold Filtser , Ofer Neiman

We have analyzed the cross-correlations of daily fluctuations for N=6 358 US stock prices during the year 1999. From those $N(N-1)/2$ correlations coefficients, the Minimum Spanning Tree (MST) has been built. We have investigated the…

Statistical Mechanics · Physics 2007-05-23 N. Vandewalle , F. Brisbois , X. Tordoir

The global structure of the minimal spanning tree (MST) is expected to be universal for a large class of underlying random discrete structures. However, very little is known about the intrinsic geometry of MSTs of most standard models, and…

Probability · Mathematics 2021-06-01 Louigi Addario-Berry , Sanchayan Sen

In this paper, we study the form over the minimum spanning tree problem (MST) from which we will derive an intuitively generalized model and new methods with the upper bound of runtimes of logarithm. The new pattern we made has taken…

Discrete Mathematics · Computer Science 2017-06-26 Yong Tan

The Minimum Weight Steiner Tree (MST) is an important combinatorial optimization problem over networks that has applications in a wide range of fields. Here we discuss a general technique to translate the imposed global connectivity…

Statistical Mechanics · Physics 2009-11-13 M. Bayati , C. Borgs , A. Braunstein , J. Chayes , A. Ramezanpour , R. Zecchina

In general the problem of finding a miminum spanning tree for a weighted directed graph is difficult but solvable. There are a lot of differences between problems for directed and undirected graphs, therefore the algorithms for undirected…

Discrete Mathematics · Computer Science 2008-01-16 V. A. Buslov , V. A. Khudobakhshov

The competition between local and global driving forces is significant in a wide variety of naturally occurring branched networks. We have investigated the impact of a global minimization criterion versus a local one on the structure of…

Disordered Systems and Neural Networks · Physics 2009-11-07 Anuraag R. Kansal , Salvatore Torquato

We analyze a new general representation for the Minimum Weight Steiner Tree (MST) problem which translates the topological connectivity constraint into a set of local conditions which can be analyzed by the so called cavity equations…

Statistical Mechanics · Physics 2009-01-14 M. Bayati , A. Braunstein , R. Zecchina

Given a set of points in the Euclidean plane, the Euclidean \textit{$\delta$-minimum spanning tree} ($\delta$-MST) problem is the problem of finding a spanning tree with maximum degree no more than $\delta$ for the set of points such the…

Combinatorics · Mathematics 2018-09-26 Patrick J. Andersen , Charl J. Ras

World currency network constitutes one of the most complex structures that is associated with the contemporary civilization. On a way towards quantifying its characteristics we study the cross correlations in changes of the daily foreign…

Statistical Finance · Quantitative Finance 2009-11-13 S. Drozdz , A. Z. Gorski , J. Kwapien

For a set of red and blue points in the plane, a minimum bichromatic spanning tree (MinBST) is a shortest spanning tree of the points such that every edge has a red and a blue endpoint. A MinBST can be computed in $O(n\log n)$ time where…

Computational Geometry · Computer Science 2024-09-19 Hugo A. Akitaya , Ahmad Biniaz , Erik D. Demaine , Linda Kleist , Frederick Stock , Csaba D. Tóth

Given a spatio-temporal network (ST network) where edge properties vary with time, a time-sub-interval minimum spanning tree (TSMST) is a collection of minimum spanning trees of the ST network, where each tree is associated with a time…

Data Structures and Algorithms · Computer Science 2010-05-24 Viswanath Gunturi , Shashi Shekhar , Arnab Bhattacharya

The minimum spanning tree (MST) is a combinatorial optimization problem: given a connected graph with a real weight ("cost") on each edge, find the spanning tree that minimizes the sum of the total cost of the occupied edges. We consider…

Statistical Mechanics · Physics 2010-02-26 T. S. Jackson , N. Read

We consider the effects of the 2008 global financial crisis on the global stock market before, during, and after the crisis. We generate complex networks from a cross-correlation matrix such as the threshold network (TN) and the minimal…

General Finance · Quantitative Finance 2018-06-13 Jae Woo Lee , Ashadun Nobi

The problem considered is the following. Given a graph with edge weights satisfying the triangle inequality, and a degree bound for each vertex, compute a low-weight spanning tree such that the degree of each vertex is at most its specified…

Data Structures and Algorithms · Computer Science 2015-06-02 S. Fekete , S. Khuller , M. Klemmstein , B. Raghavachari , Neal E. Young

The minimum spanning tree of a graph is a well-studied structure that is the basis of countless graph theoretic and optimization problem. We study the minimum spanning tree (MST) perturbation problem where the goal is to spend a fixed…

Data Structures and Algorithms · Computer Science 2022-03-09 Hassene Aissi , Solal Attias , Da Qi Chen , R. Ravi

Choi et. al (2011) introduced a minimum spanning tree (MST)-based method called CLGrouping, for constructing tree-structured probabilistic graphical models, a statistical framework that is commonly used for inferring phylogenetic trees.…

Combinatorics · Mathematics 2017-01-12 Prabhav Kalaghatgi , Thomas Lengauer