Optimality problem of network topology in stocks market analysis

Since its introduction fifteen years ago, minimal spanning tree has become an indispensible tool in econophysics. It is to filter the important economic information contained in a complex system of financial markets’ commodities. Here we show that, in general, that tool is not optimal in terms of to...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	Physica A 2015-02, Vol.419, p.108-114
Hauptverfasser:	Djauhari, Maman Abdurachman, Gan, Siew Lee
Format:	Artikel
Sprache:	eng
Schlagworte:	Business sectors Closeness centrality Complex systems Correlation networks Economics Graph theory Market index Markets Optimization Raw materials Stock networks Topology
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!