scholarly journals An application of minimal spanning trees and hierarchical trees to the study of Latin American exchange rates

2019 ◽  
Vol 6 (2) ◽  
pp. 131-148 ◽  
Author(s):  
Erick Limas ◽  
Keyword(s):  
Exchange Rates ◽  
Latin American ◽  
Spanning Trees ◽  
Hierarchical Trees ◽  
Minimal Spanning Trees

On the number of leaves of a euclidean minimal spanning tree

1987 ◽  
Vol 24 (4) ◽  
pp. 809-826 ◽  
Author(s):  
J. Michael Steele ◽  
Lawrence A. Shepp ◽  
William F. Eddy
Keyword(s):  
Spanning Tree ◽  
Spanning Trees ◽  
Random Variables ◽  
Minimal Spanning Tree ◽  
Absolutely Continuous ◽  
Mean And Variance ◽  
Number Of Leaves ◽  
The Mean ◽  
Vertex Degrees ◽  
Minimal Spanning Trees

Let Vk,n be the number of vertices of degree k in the Euclidean minimal spanning tree of Xi, , where the Xi are independent, absolutely continuous random variables with values in Rd. It is proved that n–1Vk,n converges with probability 1 to a constant α k,d. Intermediate results provide information about how the vertex degrees of a minimal spanning tree change as points are added or deleted, about the decomposition of minimal spanning trees into probabilistically similar trees, and about the mean and variance of Vk,n.

Book Reviews

2015 ◽  
Vol 53 (2) ◽  
pp. 365-367
Keyword(s):  
United States ◽  
Political Economy ◽  
Exchange Rates ◽  
Latin American ◽  
Currency Crises ◽  
The United States ◽  
Exchange Rate Policy ◽  
Monetary Integration ◽  
The Political ◽  
Currency Policy

Benjamin J. Cohen of University of California, Santa Barbara reviews “Currency Politics: The Political Economy of Exchange Rate Policy”, by Jeffry A. Frieden. The Econlit abstract of this book begins: “Analyzes the politics surrounding exchange rates, including the influence of industries on the political process. Discusses the political economy of currency choice; a theory of currency policy preferences; the United States─from greenbacks to gold, 1862-79; the United States─silver threats among the gold, 1880-96; European monetary integration─from Bretton Woods to the euro and beyond; Latin American currency policy, 1970-2010; the political economy of Latin American currency crises; and the politics of exchange rates─implications and extensions.” Frieden is Professor of Government at Harvard University.

Computing capacitated minimal spanning trees efficiently

Networks ◽  
1974 ◽  
Vol 4 (4) ◽  
pp. 299-310 ◽  
Author(s):  
A. Kershenbaum
Keyword(s):  
Spanning Trees ◽  
Minimal Spanning Trees

Depth functions and mutidimensional medians on minimal spanning trees

2019 ◽  
Vol 47 (2) ◽  
pp. 323-336
Author(s):  
Mengta Yang ◽  
Reza Modarres ◽  
Lingzhe Guo
Keyword(s):  
Spanning Trees ◽  
Depth Functions ◽  
Minimal Spanning Trees

On the number of leaves of a euclidean minimal spanning tree

1987 ◽  
Vol 24 (04) ◽  
pp. 809-826 ◽  
Author(s):  
J. Michael Steele ◽  
Lawrence A. Shepp ◽  
William F. Eddy
Keyword(s):  
Spanning Tree ◽  
Spanning Trees ◽  
Random Variables ◽  
Minimal Spanning Tree ◽  
Absolutely Continuous ◽  
Mean And Variance ◽  
Number Of Leaves ◽  
The Mean ◽  
Vertex Degrees ◽  
Minimal Spanning Trees

Let Vk,n be the number of vertices of degree k in the Euclidean minimal spanning tree of Xi , , where the Xi are independent, absolutely continuous random variables with values in Rd. It is proved that n –1 Vk,n converges with probability 1 to a constant α k,d. Intermediate results provide information about how the vertex degrees of a minimal spanning tree change as points are added or deleted, about the decomposition of minimal spanning trees into probabilistically similar trees, and about the mean and variance of Vk,n.

ARFIMA Tests for Random Walks in Exchange Rates in Asian, Latin American and African-Middle Eastern Markets

2010 ◽  
Vol 13 (01) ◽  
pp. 1-18 ◽  
Author(s):  
David Karemera ◽  
John Cole
Keyword(s):  
Random Walk ◽  
Exchange Rates ◽  
Random Walks ◽  
Latin American ◽  
Emerging Market ◽  
Middle Eastern ◽  
Fractional Integration ◽  
Market Exchange ◽  
Forecast Performance ◽  
Integrated Processes

This article examines fractional processes as alternatives to random walks in emerging foreign exchange rate markets. Sowell's (1992) joint maximum likelihood is used to estimate the ARFIMA parameters and test for random walks. The results show that, in most cases, the emerging market exchange rates follow fractionally integrated processes. Forecasts of exchange rates based on the fractionally integrated autoregressive moving average models are compared to those from the benchmark random walk models. A Harvey, Leybourne and Newbold (1997) test of equality of forecast performance indicates that the ARFIMA forecasts are more efficient in the multi-step-ahead forecasts than the random walk model forecasts. The presence of fractional integration is seen to be associated with market inefficiency in the exchange markets examined. The evidence suggests that fractional integrated processes are viable alternatives to random walks for describing and forecasting exchange rates in the emerging markets.

scholarly journals Image Phylogeny by Minimal Spanning Trees

2012 ◽  
Vol 7 (2) ◽  
pp. 774-788 ◽  
Author(s):  
Zanoni Dias ◽  
Anderson Rocha ◽  
Siome Goldenstein
Keyword(s):  
Spanning Trees ◽  
Minimal Spanning Trees
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