English
Related papers

Related papers: Spanning Trees and bootstrap reliability estimatio…

200 papers

By amalgamating data from disparate sources, the resulting integrated dataset becomes a valuable resource for statistical analysis. In probabilistic record linkage, the effectiveness of such integration relies on the availability of linkage…

Methodology · Statistics 2025-11-10 Siu-Ming Tam , Min Wang , Alicia Rambaldi , Dehua Tao

We investigated the network structures of the Japanese stock market through the minimum spanning tree. We defined grouping coefficient to test the validity of conventional grouping by industrial categories, and found a decreasing in trend…

Statistical Finance · Quantitative Finance 2008-12-02 Woo-Sung Jung , Okyu Kwon , Fengzhong Wang , Taisei Kaizoji , Hie-Tae Moon , H. Eugene Stanley

We give exact relations for certain types of the hierarchic fractal structures. In the blatant distinction from regular networks of the "small world" (SW) topology [1], regular fractal networks manifests the logarithmic dependence of the…

Disordered Systems and Neural Networks · Physics 2007-05-23 Gregory Surdutovich , Vladimir Gol'dshtein , Gennady Koganov

A classification of spanning surfaces for alternating links is provided up to genus, orientability, and a new invariant that we call aggregate slope. That is, given an alternating link, we determine all possible combinations of genus,…

Geometric Topology · Mathematics 2014-10-01 Colin Adams , Thomas Kindred

Real-world applications such as the internet of things, wireless sensor networks, smart grids, transportation networks, communication networks, social networks, and computer grid systems are typically modeled as network structures. Network…

Discrete Mathematics · Computer Science 2021-10-27 Wei-Chang Yeh

We quantify the amount of information filtered by different hierarchical clustering methods on correlations between stock returns comparing it with the underlying industrial activity structure. Specifically, we apply, for the first time to…

Statistical Finance · Quantitative Finance 2023-07-19 Nicolo Musmeci , Tomaso Aste , Tiziana Di Matteo

The logarithm of the number of Eulerian orientations, normalised by the number of vertices, is known as the residual entropy in studies of ice-type models on graphs. The spanning tree entropy depends similarly on the number of spanning…

Combinatorics · Mathematics 2025-03-07 Mikhail Isaev , Brendan D. McKay , Rui-Ray Zhang

The Minimum Spanning Tree with Conflicting Edge Pairs is a generalization that adds conflict constraints to a classical optimization problem on graphs used to model several real-world applications. In the last few years several approaches,…

Optimization and Control · Mathematics 2025-04-22 Roberto Montemanni , Derek H. Smith

Networks, which represent agents and interactions between them, arise in myriad applications throughout the sciences, engineering, and even the humanities. To understand large-scale structure in a network, a common task is to cluster a…

Social and Information Networks · Computer Science 2019-05-22 Zachary M. Boyd , Mason A. Porter , Andrea L. Bertozzi

Connectivity queries, which check whether vertices belong to the same connected component, are fundamental in graph computations. Sliding window connectivity processes these queries over sliding windows, facilitating real-time streaming…

Databases · Computer Science 2025-01-07 Chao Zhang , Angela Bonifati , Tamer Özsu

Processing graphs with temporal information (the temporal graphs) has become increasingly important in the real world. In this paper, we study efficient solutions to temporal graph applications using new algorithms for Incremental Minimum…

Data Structures and Algorithms · Computer Science 2025-05-13 Xiangyun Ding , Yan Gu , Yihan Sun

Recently, it has been proposed that the natural connectivity can be used to efficiently characterise the robustness of complex networks. Natural connectivity quantifies the redundancy of alternative routes in a network by evaluating the…

Statistical Mechanics · Physics 2010-09-20 Jun Wu , Mauricio Barahona , Yuejin Tan , Hongzhong Deng

Average-link is widely recognized as one of the most popular and effective methods for building hierarchical agglomerative clustering. The available theoretical analyses show that this method has a much better approximation than other…

Machine Learning · Computer Science 2024-11-11 Eduardo Sany Laber , Miguel Bastista

We propose a model that forecasts market correlation structure from link- and node-based financial network features using machine learning. For such, market structure is modeled as a dynamic asset network by quantifying time-dependent…

Computational Finance · Quantitative Finance 2021-10-25 Douglas Castilho , Tharsis T. P. Souza , Soong Moon Kang , João Gama , André C. P. L. F. de Carvalho

We compare some methods recently used in the literature to detect the existence of a certain degree of common behavior of stock returns belonging to the same economic sector. Specifically, we discuss methods based on random matrix theory…

Disordered Systems and Neural Networks · Physics 2008-12-02 C. Coronnello , M. Tumminello , F. Lillo , S. Miccichè , R. N. Mantegna

Although many successful ensemble clustering approaches have been developed in recent years, there are still two limitations to most of the existing approaches. First, they mostly overlook the issue of uncertain links, which may mislead the…

Machine Learning · Statistics 2016-06-06 Dong Huang , Jian-Huang Lai , Chang-Dong Wang

With the rapid growth of the green bond market amid increasing emphasis on sustainable development, understanding its structural properties and potential systemic risks has become essential. This study applies Minimum Spanning Tree (MST)…

Physics and Society · Physics 2025-09-10 Xinyue Zhang , Alexander P. Kartun-Giles

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…

Optimization and Control · Mathematics 2026-05-05 Yang Xu , Lianmin Zhang

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

Financial networks are typically estimated by applying standard time series analyses to price-based economic variables collected at low-frequency (e.g., daily or monthly stock returns or realized volatility). These networks are used for…

Statistical Finance · Quantitative Finance 2022-08-09 Kara Karpman , Sumanta Basu , David Easley
‹ Prev 1 3 4 5 6 7 10 Next ›