A new technique to solve minimum spanning tree (MST) problem using modified shuffled frog-leaping algorithm (MSFLA) with GA cross-over

Author(s):  
P. Roy
2007 ◽  
Vol 17 (07) ◽  
pp. 2319-2329 ◽  
Author(s):  
MICHELE TUMMINELLO ◽  
CLAUDIA CORONNELLO ◽  
FABRIZIO LILLO ◽  
SALVATORE MICCICHÈ ◽  
ROSARIO N. MANTEGNA

We 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 the 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 on the 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. 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.


2005 ◽  
Vol 25 (1_suppl) ◽  
pp. S543-S543
Author(s):  
Satoshi Kimura ◽  
Keigo Matsumoto ◽  
Yoshio Imahori ◽  
Katsuyoshi Mineura ◽  
Toshiyuki Itoh

2009 ◽  
Vol 56 (S 01) ◽  
Author(s):  
J Bickenbach ◽  
R Rossaint ◽  
R Autschbach ◽  
R Dembinski

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