Related papers: Construction of Minimum Spanning Trees from Financ…
We describe two different bootstrap methods applied to the detection of a minimum spanning tree obtained from a set of multivariate variables. We show that two different bootstrap procedures provide partly distinct information that can be…
We consider the minimum spanning tree (MST) problem under the restriction that for every vertex v, the edges of the tree that are adjacent to v satisfy a given family of constraints. A famous example thereof is the classical…
Consider~\(n\) nodes~\(\{X_i\}_{1 \leq i \leq n}\) independently distributed in the unit square~\(S,\) each according to a distribution~\(f.\) Nodes~\(X_i\) and~\(X_j\) are joined by an edge if the Euclidean distance~\(d(X_i,X_j)\) is less…
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…
In this work, we introduce a quantitative methodology to define what is the main trunk and what are the significant branches of a minimum spanning tree (MST). We apply it to the pulsar tree, i.e. the MST of the pulsar population constructed…
We empirically investigated the effects of market factors on the information flow created from N(N-1)/2 linkage relationships among stocks. We also examined the possibility of employing the minimal spanning tree (MST) method, which is…
Given an undirected, weighted graph, the minimum spanning tree (MST) is a tree that connects all of the vertices of the graph with minimum sum of edge weights. In real world applications, network designers often seek to quickly find a…
Financial networks based on Pearson correlations have been intensively studied. However, previous studies may have led to misleading and catastrophic results because of several critical shortcomings of the Pearson correlation. The local…
We consider the minimum spanning tree problem in a setting where the edge weights are stochastic from unknown distributions, and the only available information is a single sample of each edge's weight distribution. In this setting, we…
In a system containing a large number of interacting stochastic processes, there will typically be many non-zero correlation coefficients. This makes it difficult to either visualize the system's inter-dependencies, or identify its dominant…
In this article, we study the Euclidean minimum spanning tree problem in an imprecise setup. The problem is known as the \emph{Minimum Spanning Tree Problem with Neighborhoods} in the literature. We study the problem where the neighborhoods…
In this paper, we study weakly dynamic undirected graphs, that can be used to represent some logistic networks. The goal is to deliver all the delivery points in the network. The network exists in a mostly stable environment, except for a…
Estimation of the covariance matrix of asset returns is crucial to portfolio construction. As suggested by economic theories, the correlation structure among assets differs between emerging markets and developed countries. It is therefore…
This paper studies constructive heuristics for the minimum labelling spanning tree (MLST) problem. The purpose is to find a spanning tree that uses edges that are as similar as possible. Given an undirected labeled connected graph (i.e.,…
Minimum Spanning Tree (MST) is an important graph algorithm that has wide ranging applications in the areas of computer networks, VLSI routing, wireless communications among others. Today virtually every computer is built out of multi-core…
In a highly interdependent economic world, the nature of relationships between financial entities is becoming an increasingly important area of study. Recently, many studies have shown the usefulness of minimal spanning trees (MST) in…
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…
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…
Due to its broad applications in practice, the minimum spanning tree problem and its all kinds of variations have been studied extensively during the last decades, for which a host of efficient exact and heuristic algorithms have been…
Algorithms for dynamically maintaining minimum spanning trees (MSTs) have received much attention in both the parallel and sequential settings. While previous work has given optimal algorithms for dense graphs, all existing parallel…