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Minimal spanning trees (MSTs) have been used in cosmology and astronomy to distinguish distributions of points in a multi-dimensional space. They are essentially unknown in particle physics, however. We briefly define MSTs and illustrate…

应用统计 · 统计学 2017-03-08 Jessica Lovelace Rainbolt , Michael Schmitt

We study correlations of a set of stocks selected from both the New York and London stock exchanges. Results are displayed using both Random Matrix Theory approach and the graphical visualisation of the Minimal Spanning Tree. For the set of…

物理与社会 · 物理学 2007-10-29 Ricardo Coelho , Peter Richmond , Stefan Hutzler , Brian Lucey

We investigate the planar maximally filtered graphs of the portfolio of the 300 most capitalized stocks traded at the New York Stock Exchange during the time period 2001-2003. Topological properties such as the average length of shortest…

物理与社会 · 物理学 2008-12-02 M. Tumminello , T. Di Matteo , T. Aste , R. N. Mantegna

In the context of algorithm theory, various studies have been conducted on spanning trees with desirable properties. In this paper, we consider the \textsc{Minimum Cover Spanning Tree} problem (MCST for short). Given a graph $G$ and a…

数据结构与算法 · 计算机科学 2025-12-01 Toranosuke Kokai , Akira Suzuki , Takahiro Suzuki , Yuma Tamura , Xiao Zhou

Spanning trees are an important primitive in many data analysis tasks, when a data set needs to be summarized in terms of its "skeleton", or when a tree-shaped graph over all observations is required for downstream processing. Popular…

离散数学 · 计算机科学 2024-04-10 Enrique Fita Sanmartín , Christoph Schnörr , Fred A. Hamprecht

In the preceding paper we presented empirical results describing the growth of publicly-traded United States manufacturing firms within the years 1974--1993. Our results suggest that the data can be described by a scaling approach. Here, we…

We introduce a multiscale measure of network instability based on the joint use of Detrended Cross-Correlation Analysis (DCCA) and Minimum Spanning Tree (MST) filtering. The proposed metric, the Elastic Detrended Cross-Correlation Ratio…

物理与社会 · 物理学 2026-02-12 Jose De Leon Miranda , Marina Dolfin , George Kapetanios , Leone Leonida

This article studies the Minimum Spanning Tree Problem under Explorable Uncertainty as well as a related vertex uncertainty version of the problem. We particularly consider special instance types, including cactus graphs, for which we…

数据结构与算法 · 计算机科学 2022-11-29 Corinna Mathwieser , Eranda Cela

Although the cluster theory literature is bountiful in economics and regional science, there is still a lack of understanding of how the geographical scales of analysis (neighbourhood, city, region) relate to one another and impact the…

物理与社会 · 物理学 2019-05-14 Clémentine Cottineau , Elsa Arcaute

Building a spanning tree, minimum spanning tree (MST), and BFS tree in a distributed network are fundamental problems which are still not fully understood in terms of time and communication cost. x The first work to succeed in computing a…

分布式、并行与集群计算 · 计算机科学 2019-07-30 Ali Mashreghi , Valerie King

Two decades of studies have found significant regional differences in the timing of transitions in national business cycles and their durations. Earlier studies partly detect regional synchronization during business cycle expansions and…

综合经济学 · 经济学 2022-08-09 Makoto Muto , Tamotsu Onozaki , Yoshitaka Saiki

We analyse the economics and epidemiology of different scenarios for a phased restart of the UK economy. Our economic model is designed to address the unique features of the COVID-19 pandemic. Social distancing measures affect both supply…

Consider~\(n\) nodes~\(\{X_i\}_{1 \leq i \leq n}\) independently distributed in the unit square~\(S,\) each according to a distribution~\(f\) and let~\(K_n\) be the complete graph formed by joining each pair of nodes by a straight line…

概率论 · 数学 2023-05-15 Ghurumuruhan Ganesan

We show that recent stock market fluctuations are characterized by the cumulative distributions whose tails on short, minute time scales exhibit power scaling with the scaling index alpha > 3 and this index tends to increase quickly with…

统计金融 · 定量金融 2009-11-13 S. Drozdz , M. Forczek , J. Kwapien , P. Oswiecimka , R. Rak

Identifying macroeconomic events that are responsible for dramatic changes of economy is of particular relevance to understand the overall economic dynamics. We introduce an open-source available efficient Python implementation of a…

统计金融 · 定量金融 2026-03-03 Martin Heßler , Tobias Wand , Oliver Kamps

The size distributions of power outages are shown to depend on the stress, or the proximity of the load of an electrical grid to complete breakdown. Using the data for the U.S. between 2002-2017, we show that the outage statistics are…

物理与社会 · 物理学 2020-02-12 Soumyajyoti Biswas , Lucas Goehring

In this paper we analyse the structure of Warsaw's stock market using complex systems methodology together with network science and information theory. We find minimal spanning trees for log returns on Warsaw's stock exchange for yearly…

统计金融 · 定量金融 2013-11-19 Paweł Fiedor

Many-body systems can have multiple equilibria. Though the energy of equilibria might be the same, still systems may resist to switch from an unfavored equilibrium to a favored one. In this paper we investigate occurrence of such phenomenon…

物理与社会 · 物理学 2018-11-14 Ali Hosseiny , Mohammadreza Absalan , Mohammad Sherafati , Mauro Gallegati

This work analyzes data on all public US firms in the 50 year period 1970-2019, and presents 18 stylized facts of their scale, income, growth, return, investment, and dynamism. Special attention is given to (i) identifying distributional…

综合金融 · 定量金融 2023-02-07 Robert Parham

Drawing on a large database of publicly announced R&D alliances, we empirically investigate the evolution of R&D networks and the process of alliance formation in several manufacturing sectors over a 24-year period (1986-2009). Our goal is…

物理与社会 · 物理学 2017-08-08 Mario Vincenzo Tomasello , Mauro Napoletano , Antonios Garas , Frank Schweitzer