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Volumn , Issue , 2008, Pages 1417-1424

Minimal spanning tree for Shanghai-Shenzhen 300 stock Index

Author keywords

Correlation matrix; Kruskal algorithm; Minimum spanning tree; Ultrametric clustering

Indexed keywords

CORRELATION MATRIX; KRUSKAL ALGORITHM; MINIMAL SPANNING TREES; MINIMUM SPANNING TREE; MINIMUM SPANNING TREES; ON TIMES; PHYSICAL CORRELATIONS; STOCK INDICES; STOCK PRICES; TOPOLOGICAL STRUCTURES; ULTRAMETRIC CLUSTERING;

EID: 55749105865     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/CEC.2008.4630980     Document Type: Conference Paper
Times cited : (23)

References (11)
  • 1
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    • (1999) Computer Physics Communications , vol.121-122 , pp. 153-156
    • Mantegna, R.N.1
  • 2
    • 0033185546 scopus 로고    scopus 로고
    • Hierarchical Structure in Financial Markets
    • R.N. Mantegna, Hierarchical Structure in Financial Markets. The European Physical Journal 121-122 (1999) 153-156.
    • (1999) The European Physical Journal , vol.121-122 , pp. 153-156
    • Mantegna, R.N.1
  • 3
    • 15844416877 scopus 로고    scopus 로고
    • Trees and ultrametric spaces: A categorical equivalence
    • B. Hughes, Trees and ultrametric spaces: a categorical equivalence. Advances in Mathematics 189 (2004) 148-191.
    • (2004) Advances in Mathematics , vol.189 , pp. 148-191
    • Hughes, B.1
  • 4
    • 0037562872 scopus 로고    scopus 로고
    • IDegree stability ofa minimum spanning tree of price return and volatility
    • S. Miccich, R.N. Mantegnaa, IDegree stability ofa minimum spanning tree of price return and volatility. PHYSICA A 324 (2003) 66-73.
    • (2003) PHYSICA A , vol.324 , pp. 66-73
    • Miccich, S.1    Mantegnaa, R.N.2
  • 5
    • 0035471433 scopus 로고    scopus 로고
    • Ensemble properties of securities traded in the NASDAQ market
    • F. Lillo, R.N. Mantegna, Ensemble properties of securities traded in the NASDAQ market, PHYSICA A 299(2001) 161-167.
    • (2001) PHYSICA A , vol.299 , pp. 161-167
    • Lillo, F.1    Mantegna, R.N.2
  • 6
    • 0035471687 scopus 로고    scopus 로고
    • Levels of complexity in financial markets
    • G. Bonanno, F. Lillo, R.N. Mantegnaa, Levels of complexity in financial markets. PHYSICA A 299(2001) 16-27.
    • (2001) PHYSICA A , vol.299 , pp. 16-27
    • Bonanno, G.1    Lillo, F.2    Mantegnaa, R.N.3
  • 8
    • 55749112516 scopus 로고    scopus 로고
    • S.Y. Mao, K.L. Li, Z.H. Wang, Research of the Minimul Spanning Tree Clustering Algorithm. Journal of Huaihua University 02 (2007) 38-40.
    • S.Y. Mao, K.L. Li, Z.H. Wang, Research of the Minimul Spanning Tree Clustering Algorithm. Journal of Huaihua University 02 (2007) 38-40.
  • 9
    • 0035244346 scopus 로고    scopus 로고
    • C.H. Peng, Q.S. Cheng, An Attribute Clustering Algorithm Based on Minimum Spanning Tree. Systems Engineering-theory & Practice 02 (2001) 30-42.
    • C.H. Peng, Q.S. Cheng, An Attribute Clustering Algorithm Based on Minimum Spanning Tree. Systems Engineering-theory & Practice 02 (2001) 30-42.


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.