Durability of Links between Assets in Financial Markets: Minimal Spanning Trees and Correlations.
Andrzej BudaAndrzej JarynowskiPublished in: ENIC (2014)
Keyphrases
- financial markets
- spanning tree
- edge disjoint
- minimum spanning tree
- stock market
- stock price
- market data
- minimum spanning trees
- portfolio selection
- minimum cost
- trading rules
- risk management
- technical indicators
- data mining
- weighted graph
- trading systems
- optimal solution
- total length
- exchange rate
- investment strategies
- agent based modeling
- news articles
- case study
- search engine
- information retrieval