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Minimal spanning tree problem in stock networks analysis: An efficient algorithm

Article ID Journal Published Year Pages File Type
10481290 Physica A: Statistical Mechanics and its Applications 2013 9 Pages PDF
Abstract
► Minimal spanning trees (MSTs) have become one of the main streams in econophysics. ► The most suggested algorithm in the literature to find an MST is slow. ► The proposed algorithm is considerably faster and far faster if the MST is unique.
Keywords
membership functionEuclidean distanceAdjacency matrix
Related Topics
Physical Sciences and Engineering Mathematics Mathematical Physics
Preview
Minimal spanning tree problem in stock networks analysis: An efficient algorithm
Authors
Maman Abdurachman Djauhari, Siew Lee Gan,
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Physica A: Statistical Mechanics and its Applications
Journal: Physica A: Statistical Mechanics and its Applications
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