6533b82afe1ef96bd128c373

RESEARCH PRODUCT

A tool for filtering information in complex systems

Rosario N. MantegnaMichele TumminelloTomaso AsteT. Di Matteo

subject

Physics - Physics and SocietyComputer scienceComplex systemFOS: Physical sciencesPhysics and Society (physics.soc-ph)Minimum spanning treecomputer.software_genrePlanarHierarchical organizationINTERNETCondensed Matter - Statistical MechanicsComplex data typeMultidisciplinarySmall-world networkStatistical Mechanics (cond-mat.stat-mech)SMALL-WORLD NETWORKSFilter (signal processing)Disordered Systems and Neural Networks (cond-mat.dis-nn)Condensed Matter - Disordered Systems and Neural NetworksComplex networkWEBDYNAMIC ASSET TREESPhysical SciencesGRAPHData miningAlgorithmcomputerMathematicsofComputing_DISCRETEMATHEMATICS

description

We introduce a technique to filter out complex data-sets by extracting a subgraph of representative links. Such a filtering can be tuned up to any desired level by controlling the genus of the resulting graph. We show that this technique is especially suitable for correlation based graphs giving filtered graphs which preserve the hierarchical organization of the minimum spanning tree but containing a larger amount of information in their internal structure. In particular in the case of planar filtered graphs (genus equal to 0) triangular loops and 4 element cliques are formed. The application of this filtering procedure to 100 stocks in the USA equity markets shows that such loops and cliques have important and significant relations with the market structure and properties.

yearjournalcountryeditionlanguage
2005-01-14
https://dx.doi.org/10.48550/arxiv.cond-mat/0501335