Minimal Spanning Tree Graphs and Power like Scaling in Forex Networks

نویسندگان

A. Z. Górski

S. Drożdż

چکیده

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.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Complexity characteristics of currency networks

A large set of daily FOREX time series is analyzed. The corresponding correlation matrices (CM) are constructed for USD, EUR and PLZ used as the base currencies. The triangle rule is interpreted as constraints reducing the number of independent returns. The CM spectrum is computed and compared with the cases of shuffled currencies and a fictitious random currency taken as a base currency. The M...

متن کامل

Counting the number of spanning trees of graphs

A spanning tree of graph G is a spanning subgraph of G that is a tree. In this paper, we focus our attention on (n,m) graphs, where m = n, n + 1, n + 2, n+3 and n + 4. We also determine some coefficients of the Laplacian characteristic polynomial of fullerene graphs.

متن کامل

A lower bound for the steiner tree problem in directed graphs

Let V be a finite set of points in the plane. In this paper, we show that the ratio of the lengths of Steiner minimal tree for V and the minimal spanning tree for V can never be less than

متن کامل

Providing a Simple Method for the Calculation of the Source and Target Reliabili- ty in a Communication Network (SAT)

The source and target reliability in SAT network is de- fined as the flawless transmission from the source node to all the other nodes. In some references, the SAT pro- cess has been followed between all the node pairs but it is very time-consuming in today’s widespread networks and involves many costs. In this article, a method has been proposed to compare the reliability in complex networks b...

متن کامل