ﻻ يوجد ملخص باللغة العربية
We present here a topological characterization of the minimal spanning tree that can be obtained by considering the price return correlations of stocks traded in a financial market. We compare the minimal spanning tree obtained from a large group of stocks traded at the New York Stock Exchange during a 12-year trading period with the one obtained from surrogated data simulated by using simple market models. We find that the empirical tree has features of a complex network that cannot be reproduced, even as a first approximation, by a random market model and by the one-factor model.
An important problem in statistical physics concerns the fascinating connections between partition functions of lattice models studied in equilibrium statistical mechanics on the one hand and graph theoretical enumeration problems on the other hand.
The minimum spanning tree (MST) is a combinatorial optimization problem: given a connected graph with a real weight (cost) on each edge, find the spanning tree that minimizes the sum of the total cost of the occupied edges. We consider the random MST
A new approach to the understanding of complex behavior of financial markets index using tools from thermodynamics and statistical physics is developed. Physical complexity, a magnitude rooted in Kolmogorov-Chaitin theory is applied to binary sequenc
We review results on the scaling of the optimal path length in random networks with weighted links or nodes. In strong disorder we find that the length of the optimal path increases dramatically compared to the known small world result for the minimu
Given a compact $E subset mathbb{R}^n$ and $s > 0$, the maximum distance problem seeks a compact and connected subset of $mathbb{R}^n$ of smallest one dimensional Hausdorff measure whose $s$-neighborhood covers $E$. For $Esubset mathbb{R}^2$, we prov