Minimal Spanning Tree Graphs and Power Like Scaling in FOREX Networks
نویسندگان
چکیده
منابع مشابه
Minimal Spanning Tree Graphs and Power like Scaling in Forex Networks
Correlation matrices of foreign exchange rate time series are investigated for 60 world currencies. Minimal Spanning Tree (MST) graphs for the gold, silver and platinum are presented. Inverse power like scaling is discussed for these graphs as well as for four distinct currency groups (major, liquid, less liquid and non-tradable). The worst scaling has been found for USD and related currencies.
متن کاملGlobally and locally minimal weight spanning tree networks
The competition between local and global driving forces is signi,cant in a wide variety of naturally occurring branched networks. We have investigated the impact of a global minimization criterion versus a local one on the structure of spanning trees. To do so, we consider two spanning tree structures—the generalized minimal spanning tree (GMST) de,ned by Dror et al. (Eur. J. Oper. Res. 120 (20...
متن کاملSpanning tree congestion critical graphs
The linear or cyclic cutwidth of a graph G is the minimum congestion when G is embedded into either a path or a cycle respectively. A graph is cutwith critical if it is homeomorphically minimal and all of its subgraphs have lower cutwitdth. Our purpose is to extend the study of congestion critical graphs to embeddings on spanning trees.
متن کاملSpanning Tree Transformation of Connected Graphs into Single-Row Networks
A spanning tree of a connected graph is a tree which consists the set of vertices and some or perhaps all of the edges from the connected graph. In this paper, a model for spanning tree transformation of connected graphs into single-row networks, namely Spanning Tree of Connected Graph Modeling (STCGM) will be introduced. Path-Growing Tree-Forming algorithm applied with Vertex-Prioritized is co...
متن کاملfault location in power distribution networks using matching algorithm
چکیده رساله/پایان نامه : تاکنون روشهای متعددی در ارتباط با مکان یابی خطا در شبکه انتقال ارائه شده است. استفاده مستقیم از این روشها در شبکه توزیع به دلایلی همچون وجود انشعابهای متعدد، غیر یکنواختی فیدرها (خطوط کابلی، خطوط هوایی، سطح مقطع متفاوت انشعاب ها و تنه اصلی فیدر)، نامتعادلی (عدم جابجا شدگی خطوط، بارهای تکفاز و سه فاز)، ثابت نبودن بار و اندازه گیری مقادیر ولتاژ و جریان فقط در ابتدای...
ذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Acta Physica Polonica A
سال: 2008
ISSN: 0587-4246,1898-794X
DOI: 10.12693/aphyspola.114.531