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Statistical and multiscaling characteristics of WTI Crude Oil prices expressed in US dollar in relation to the most traded currencies as well as to gold futures and to the E-mini S$\&$P500 futures prices on 5 min intra-day recordings in the…

Statistical Finance · Quantitative Finance 2019-06-24 Marcin Wątorek , Stanisław Drożdż , Paweł Oświȩcimka , Marek Stanuszek

A vertex of degree one in a tree is called an end vertex and a vertex of degree at least three is called a branch vertex. For a graph $G$, let $\sigma_2$ be the minimum degree sum of two nonadjacent vertices in $G$. We consider tree…

Combinatorics · Mathematics 2015-05-19 Zhora Nikoghosyan

We address here spanning tree problems on a graph with binary edge weights. For a general weighted graph the minimum spanning tree is solved in super-linear running time, even when the edges of the graph are pre-sorted. A related problem,…

Data Structures and Algorithms · Computer Science 2024-01-17 Dorit S. Hochbaum

Gold and currency markets form a unique pair with specific interactions and dynamics. We focus on the efficiency ranking of gold markets with respect to the currency of purchase. By utilizing the Efficiency Index (EI) based on fractal…

Statistical Finance · Quantitative Finance 2018-10-30 Ladislav Kristoufek , Miloslav Vosvrda

A well-known open problem on the behavior of optimal paths in random graphs in the strong disorder regime, formulated by statistical physicists, and supported by a large amount of numerical evidence over the last decade [31,32,38,70] is as…

Probability · Mathematics 2024-01-15 Shankar Bhamidi , Sanchayan Sen

This is a short (and somewhat informal) contribution to the proceedings of the XVIth International Congress on Mathematical Physics, Prague, 2009, written up by the second author. We describe how the recent proof of the existence and…

Probability · Mathematics 2010-11-24 Christophe Garban , Gábor Pete , Oded Schramm

This paper give a simple linear-time algorithm that, given a weighted digraph, finds a spanning tree that simultaneously approximates a shortest-path tree and a minimum spanning tree. The algorithm provides a continuous trade-off: given the…

Data Structures and Algorithms · Computer Science 2015-06-02 Samir Khuller , Balaji Raghavachari , Neal E. Young

The run time complexity of state-of-the-art inference algorithms in graph-based dependency parsing is super-linear in the number of input words (n). Recently, pruning algorithms for these models have shown to cut a large portion of the…

Computation and Language · Computer Science 2016-06-09 Effi Levi , Roi Reichart , Ari Rappoport

We study the {\em min-cost chain-constrained spanning-tree} (abbreviated \mcst) problem: find a min-cost spanning tree in a graph subject to degree constraints on a nested family of node sets. We devise the {\em first} polytime algorithm…

Data Structures and Algorithms · Computer Science 2016-05-12 Andre Linhares , Chaitanya Swamy

In 1985, Frieze showed that the expected sum of the edge weights of the minimum spanning tree (MST) in the uniformly weighted graph converges to $\zeta(3)$. Recently, Hino and Kanazawa extended this result to a uniformly weighted simplicial…

Probability · Mathematics 2024-01-30 Nicolas Fraiman , Sayan Mukherjee , Gugan Thoppe

In computer vision, we have the problem of creating graphs out of unstructured point-sets, i.e. the data graph. A common approach for this problem consists of building a triangulation which might not always lead to the best solution. Small…

Computer Vision and Pattern Recognition · Computer Science 2015-05-26 Samuel de Sousa , Walter G. Kropatsch

In the Steiner Tree problem we are given an edge weighted undirected graph $G = (V,E)$ and a set of terminals $R \subseteq V$. The task is to find a connected subgraph of $G$ containing $R$ and minimizing the sum of weights of its edges. We…

Data Structures and Algorithms · Computer Science 2026-01-06 Radek Hušek , Dušan Knop , Tomáš Masařík

The minimal spanning tree (MST) algorithm is a graph-theoretical cluster-finding method. We previously applied it to gamma-ray bidimensional images, showing that it is quite sensitive in finding faint sources. Possible sources are…

Instrumentation and Methods for Astrophysics · Physics 2013-08-06 R. Campana , E. Bernieri , E. Massaro , F. Tinebra , G. Tosti

The quadratic minimum spanning tree problem and its variations such as the quadratic bottleneck spanning tree problem, the minimum spanning tree problem with conflict pair constraints, and the bottleneck spanning tree problem with conflict…

Data Structures and Algorithms · Computer Science 2016-03-16 Ante Ćustić , Ruonan Zhang , Abraham P. Punnen

We study Erd\"{o}s-R\'enyi random graphs with random weights associated with each link. We generate a new ``Supernode network'' by merging all nodes connected by links having weights below the percolation threshold (percolation clusters)…

Disordered Systems and Neural Networks · Physics 2015-06-25 Tomer Kalisky , Sameet Sreenivasan , Lidia A. Braunstein , Sergey V. Buldyrev , Shlomo Havlin , H. Eugene Stanley

The Minimum Spanning Tree Problem with Conflicts consists in finding the minimum conflict-free spanning tree of a graph, i.e., the spanning tree of minimum cost, including no pairs of edges that are in conflict. In this paper, we solve this…

Optimization and Control · Mathematics 2025-06-11 Francesco Carrabs , Martina Cerulli , Domenico Serra

We develop fast approximation algorithms for the minimum-cost version of the Bounded-Degree MST problem (BD-MST) and its generalization the Crossing Spanning Tree problem (Crossing-ST). We solve the underlying LP to within a $(1+\epsilon)$…

Data Structures and Algorithms · Computer Science 2021-05-19 Chandra Chekuri , Kent Quanrud , Manuel R. Torres

For a weighted graph $G = (V, E, w)$ and a designated source vertex $s \in V$, a spanning tree that simultaneously approximates a shortest-path tree w.r.t. source $s$ and a minimum spanning tree is called a shallow-light tree (SLT).…

Computational Geometry · Computer Science 2025-12-12 Hung Le , Shay Solomon , Cuong Than , Csaba D. Tóth , Tianyi Zhang

The decentralized international market of currency trading is a prototypical complex system having a highly heterogeneous composition. To understand the hierarchical structure relating the price movement of different currencies in the…

Statistical Finance · Quantitative Finance 2022-01-07 Abhijit Chakraborty , Soumya Easwaran , Sitabhra Sinha

We present a self-stabilizing protocol for an overlay network that constructs the Minimum Spanning Tree (MST) for an underlay that is modeled by a weighted tree. The weight of an overlay edge between two nodes is the weighted length of…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-09-10 Thorsten Götte , Christian Scheideler , Alexander Setzer