Minimal spanning tree for Shanghai-Shenzhen 300 stock index.

Ruixin Zhuang Bin Hu Zhongxing Ye

Published in: IEEE Congress on Evolutionary Computation (2008)

Keyphrases

minimal spanning tree
stock exchange
stock index
stock market
stock index futures
stock price
financial data
financial time series
portfolio optimization
transaction costs
short term
garch model
theoretical analysis