Search results for "Minimum spanning tree"
showing 10 items of 34 documents
Economic Sector Identification in a Set of Stocks Traded at the New York Stock Exchange: A Comparative Analysis
2006
We review some methods recently used in the literature to detect the existence of a certain degree of common behavior of stock returns belonging to the same economic sector. Specifically, we discuss methods based on random matrix theory and hierarchical clustering techniques. We apply these methods to a set of stocks traded at the New York Stock Exchange. The investigated time series are recorded at a daily time horizon. All the considered methods are able to detect economic information and the presence of clusters characterized by the economic sector of stocks. However, different methodologies provide different information about the considered set. Our comparative analysis suggests that th…
On the Multifractal Character of the Lorenz Attractor
1992
A detailed analysis of the Lorenz attractor in connection with generalized dimensions is presented in this work. Different methods have been employed to estimate these dimensions. Two of them are of standard type. A new method, based on the minimal spanning tree of the point distribution, is extensively tested in this work. It turns out that the Lorenz attractor is very appropriate for being analyzed through this technique, which produces a very clean estimate of the extrema scaling indices α min and α max . The different methods give qualitatively the same result: The Lorenz attractor has a multifractal character
Maintaining Dynamic Minimum Spanning Trees: An Experimental Study
2010
AbstractWe report our findings on an extensive empirical study on the performance of several algorithms for maintaining minimum spanning trees in dynamic graphs. In particular, we have implemented and tested several variants of the polylogarithmic algorithm by Holm et al., sparsification on top of Frederickson’s algorithm, and other (less sophisticated) dynamic algorithms. In our experiments, we considered as test sets several random, semi-random and worst-case inputs previously considered in the literature together with inputs arising from real-world applications (e.g., a graph of the Internet Autonomous Systems).
An Encoding in Metaheuristics for the Minimum Communication Spanning Tree Problem
2009
Problem-specific encodings can improve the performance of metaheuristics, such as genetic algorithms or simulated annealing. This paper studies the link-biased (LB) encoding, which is a tree representation, and applies metaheuristics using this encoding to the minimum communication spanning tree (MCST) problem. Given the communication requirements of the nodes, the MCST problem seeks a communication spanning tree with minimum total cost. Optimal solutions for MCST problems are similar to minimum spanning trees (MSTs), and the LB encoding exploits this property by encoding trees similar to MSTs with higher probability. The paper investigates how to systematically design problem-specific enc…
Image Segmentation based on Genetic Algorithms Combination
2005
The paper describes a new image segmentation algorithm called Combined Genetic segmentation which is based on a genetic algorithm. Here, the segmentation is considered as a clustering of pixels and a similarity function based on spatial and intensity pixel features is used. The proposed methodology starts from the assumption that an image segmentation problem can be treated as a Global Optimization Problem. The results of the image segmentations algorithm has been compared with recent existing techniques. Several experiments, performed on real images, show good performances of our approach compared to other existing methods.
Image Segmentation through a Hierarchy of Minimum Spanning Trees
2012
Many approaches have been adopted to solve the problem of image segmentation. Among them a noticeable part is based on graph theory casting the pixels as nodes in a graph. This paper proposes an algorithm to select clusters in the images (corresponding to relevant segments in the image) corresponding to the areas induced in the images through the search of the Minimum Spanning Tree (MST). In particular is is based on a clustering algorithm that extracts clusters computing a hierarchy of Minimum Spanning Trees. The main drawback of this previous algorithm is that the dimension of the cluster is not predictable and a relevant portion of found clusters can be composed by micro-clusters that ar…
Topology of correlation-based minimal spanning trees in real and model markets
2003
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.
Degree stability of a minimum spanning tree of price return and volatility
2002
We investigate the time series of the degree of minimum spanning trees obtained by using a correlation based clustering procedure which is starting from (i) asset return and (ii) volatility time series. The minimum spanning tree is obtained at different times by computing correlation among time series over a time window of fixed length $T$. We find that the minimum spanning tree of asset return is characterized by stock degree values, which are more stable in time than the ones obtained by analyzing a minimum spanning tree computed starting from volatility time series. Our analysis also shows that the degree of stocks has a very slow dynamics with a time-scale of several years in both cases.
Hybrid robust and fast algorithm for three-dimensional phase unwrapping
2009
We present a hybrid three-dimensional (3D) unwrapping algorithm that combines the strengths of two other fast and robust existing techniques. In particular, a branch-cut surface algorithm and a path-following method have been integrated in a symbiotic way, still keeping execution times within a range that permits their use in real-time applications that need a relatively fast solution to the problem. First, branch-cut surfaces are calculated, disregarding partial residue loops that end at the boundary of the 3D phase volume. These partial loops are then used to define a quality for each image voxel. Finally, unwrapping proceeds along a path determined by a minimum spanning tree (MST). The M…
Clustering-based robust three-dimensional phase unwrapping algorithm
2010
Relatively recent techniques that produce phase volumes have motivated the study of three-dimensional (3D) unwrapping algorithms that inherently incorporate the third dimension into the process. We propose a novel 3D unwrapping algorithm that can be considered to be a generalization of the minimum spanning tree (MST) approach. The technique combines characteristics of some of the most robust existing methods: it uses a quality map to guide the unwrapping process, a region growing mechanism to progressively unwrap the signal, and also cut surfaces to avoid error propagation. The approach has been evaluated in the context of noncontact measurement of dynamic objects, suggesting a better perfo…