Related papers: Construction of Minimum Spanning Trees from Financ…
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…
We calculated the cross correlations between the half-hourly times series of the ten Dow Jones US economic sectors over the period February 2000 to August 2008, the two-year intervals 2002--2003, 2004--2005, 2008--2009, and also over 11…
In this lecture we will consider the minimum weight spanning tree (MST) problem, i.e., one of the simplest and most vital combinatorial optimization problems. We will discuss a particular greedy algorithm that allows to compute a MST for…
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…
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…
In recent years there has been a paradigm shift from the study of local task-related activation to the organization and functioning of large-scale functional and structural brain networks. However, a long-standing challenge in this…
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…
This paper considers the \textit{minimum spanning tree (MST)} problem in the Congested Clique model and presents an algorithm that runs in $O(\log \log \log n)$ rounds, with high probability. Prior to this, the fastest MST algorithm in this…
We present improved learning-augmented algorithms for finding an approximate minimum spanning tree (MST) for points in an arbitrary metric space. Our work follows a recent framework called metric forest completion (MFC), where the learned…
Kesten and Lee [36] proved that the total length of a minimal spanning tree on certain random point configurations in $\mathbb{R}^d$ satisfies a central limit theorem. They also raised the question: how to make these results quantitative?…
We investigate hierarchical structure in various complex systems according to Minimum Spanning Tree methods. Firstly, we investigate stock markets where the graphis obtained from the matrix of correlations coefficient computed between all…
The time dependence of the recently introduced minimum spanning tree description of correlations between stocks, called the ``asset tree'' have been studied to reflect the economic taxonomy. The nodes of the tree are identified with stocks…
We study the time dependence of maximal spanning trees and asset graphs based on correlation matrices of stock returns. In these networks the nodes represent companies and links are related to the correlation coefficients between them.…
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…
The minimum spanning tree is used to study the process of market integration for a large group of national stock market indices. We show how the asset tree evolves over time and describe the dynamics of its normalized length, mean…
Using a portfolio of stocks from the London Stock Exchange FTSE100 index (FTSE), we study both the time dependence of their correlations and the normalized tree length of the associated minimal spanning tree (MST). The first four moments of…
This paper is part of the research on the interlinkages between insurers and their contribution to systemic risk on the insurance market. Its main purpose is to present the results of the analysis of linkage dynamics and systemic risk in…
We consider a family of local search algorithms for the minimum-weight spanning tree, indexed by a parameter $\rho$. One step of the local search corresponds to replacing a connected induced subgraph of the current candidate graph whose…
Rank-rank regression is commonly employed in economic research as a way of capturing the relationship between two economic variables. The slope of this regression is the Spearman rank correlation, a classical measure of association.…
We analyze a class of spatial random spanning trees built on a realization of a homogeneous Poisson point process of the plane. This tree has a simple radial structure with the origin as its root. We first use stochastic geometry arguments…