| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10482197 | Physica A: Statistical Mechanics and its Applications | 2012 | 34 Pages |
Abstract
⺠We present a technique for filtering a minimum spanning tree. ⺠Pruned trees either have strong connections or weak connections that survive through time. ⺠The article shows the evolution of the correlations of indices from worldwide stock exchanges in the last three decades.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Leonidas Jr.,