Spanning Trees and bootstrap reliability estimation in correlation based networks

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dc.creatorTumminello, M.
dc.creatorCoronnello, C.
dc.creatorLillo, F.
dc.creatorMicciche', S.
dc.creatorMantegna, R. N.
dc.date2006-05-15
dc.date.accessioned2026-07-07T08:32:10Z
dc.date.available2026-07-07T08:32:10Z
dc.descriptionWe introduce a new technique to associate a spanning tree to the average linkage cluster analysis. We term this tree as the Average Linkage Minimum Spanning Tree. We also introduce a technique to associate a value of reliability to links of correlation based graphs by using bootstrap replicas of data. Both techniques are applied to the portfolio of the 300 most capitalized stocks traded at New York Stock Exchange during the time period 2001-2003. We show that the Average Linkage Minimum Spanning Tree recognizes economic sectors and sub-sectors as communities in the network slightly better than the Minimum Spanning Tree does. We also show that the average reliability of links in the Minimum Spanning Tree is slightly greater than the average reliability of links in the Average Linkage Minimum Spanning Tree.
dc.description17 pages, 3 figures
dc.identifierhttps://arxiv.org/abs/physics/0605116
dc.identifierhttp://arxiv.org/abs/physics/0605116
dc.identifierInt. J. Bifurcation Chaos 17 (7), 2319-2329 (2007)
dc.identifierdoi:10.1142/S0218127407018415
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/138717
dc.subjectPhysics and Society
dc.subjectData Analysis, Statistics and Probability
dc.titleSpanning Trees and bootstrap reliability estimation in correlation based networks
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