A robust filter in stock networks analysis

[1]  Panos M. Pardalos,et al.  Measures of uncertainty in market network analysis , 2013, 1311.2273.

[2]  Benjamin Miranda Tabak,et al.  Topological properties of stock market networks: The case of Brazil , 2010 .

[3]  Woo-Sung Jung,et al.  Topological properties of stock networks based on minimal spanning tree and random matrix theory in financial time series , 2009 .

[4]  Bin Hu,et al.  Minimal spanning tree for Shanghai-Shenzhen 300 stock index , 2008, 2008 IEEE Congress on Evolutionary Computation (IEEE World Congress on Computational Intelligence).

[5]  G. Oh,et al.  Statistical Investigation of Connected Structures of Stock Networks in Financial Time Series , 2007, 0709.2200.

[6]  T. Aste,et al.  A tool for filtering information in complex systems. , 2005, Proceedings of the National Academy of Sciences of the United States of America.

[7]  K. Kaski,et al.  Dynamics of market correlations: taxonomy and portfolio analysis. , 2003, Physical review. E, Statistical, nonlinear, and soft matter physics.

[8]  F. Lillo,et al.  Degree stability of a minimum spanning tree of price return and volatility , 2002, cond-mat/0212338.

[9]  H. Stanley,et al.  An Introduction to Econophysics: Correlations and Complexity in Finance , 1999 .

[10]  R. Mantegna Hierarchical structure in financial markets , 1998, cond-mat/9802256.

[11]  P. Bonacich Power and Centrality: A Family of Measures , 1987, American Journal of Sociology.

[12]  G. Oh,et al.  Stock Markets , 2009 .

[13]  Stephen P. Borgatti,et al.  Centrality and network flow , 2005, Soc. Networks.

[14]  M. A. Djauhari A Necessary and Sufficient Condition for the Uniqueness of Minimum Spanning Tree , 1996 .

[15]  Ronald L. Graham,et al.  On the History of the Minimum Spanning Tree Problem , 1985, Annals of the History of Computing.