Multidimensional minimal spanning tree: The Dow Jones case

Physica A: Statistical Mechanics and its Applications

Volumn 387, Issue 21, 2008, Pages 5205-5210

  Brida, Juan Gabriel ^a   Risso, Wiston Adrián ^b  

^a FREE UNIVERSITY OF BOLZANO   (Italy)

^b UNIVERSITY OF SIENA   (Italy)

Author keywords

Financial asset returns; Hierarchical tree; Symbolic time series analysis

Indexed keywords

ADMINISTRATIVE DATA PROCESSING; COMMERCE; COSMIC RAY DETECTORS; FINANCIAL DATA PROCESSING; MONTE CARLO METHODS; PARTITIONS (BUILDING);

APPLIED (CO); CONNECTIONS (STRUCTURAL); DOW JONES (CO); ELSEVIER (CO); GENERAL ELECTRIC (GE); HIERARCHICAL TREES; IN ORDER; MINIMAL SPANNING TREES (MST); MINIMAL-SPANNING-TREE (MST); MONTE CARLO SIMULATION (MCS); MULTIDIMENSIONAL (MD); STOCK MARKETS; SYMBOLIC TIME SERIES ANALYSIS; TRADING VOLUMES;

TIME SERIES ANALYSIS;

EID: 47649084536     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2008.05.009     Document Type: Article

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