Paper Info
Title
Spanning Trees And Bootstrap Reliability Estimation In Correlation-Based Networks
Abstract
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.
Year
DOI
Venue
2007
10.1142/S0218127407018415
INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS
Keywords
DocType
Volume
bootstrap, correlation analysis, complex networks, cluster analysis
Journal
17
Issue
ISSN
Citations 
7
0218-1274
4
PageRank 
References 
Authors
0.71
2
5
Name
Order
Citations
PageRank
Michele Tumminello1284.81
Claudia Coronnello2152.84
Fabrizio Lillo34110.66
Salvatore Miccichè4234.09
Rosario N. Mantegna5344.72