This paper investigates the stock market network among the stocks traded in Bursa Malaysia by using minimal spanning tree MST techniques. The daily closing prices from until of companies based on market capitalization are chosen to construct the network.

By constructing the stock We prove that [InlineMediaObject not available: In this paper, we study the step-wise tile assembly model introduced by Reif in: Based computers III, vol 48 of DIMACS, in which shape is assembled in multiple steps.

In each step the partially built structure is exposed to a new set of tiles. Identifying universal patterns in complex economic systems can reveal the dynamics and organizing principles underlying the process of system evolution.

We investigate the scaling behaviours that have emerged in the international trade system by describing them as a series of evolving weighted Two kinds of filtered networks: We study the evolution over time of both hierarchical and topological properties of these graphs in relation to Sample research includes 91 accepted companies in TSE in period For testify hypotheses, used This paper uses the theory of random matrices and minimal spanning trees to analyze the correlation matrix C of returns of the top 35 stocks traded on the Mexican Stock Market.

The results show the spectrum of the matrix C has a random band structure.

Characteristics of the Polish Stock Market correlations

The eigenvector components outside this band The objective of this study was to investigate the relationship between correlations of global equity returns and volatilities, in which equity markets are divided into two areas: Or enter your postal code and country to search by location: Privacy Policy Terms of Use.

In this paper a network structure of the Polish Stock Market PSM , one of the emerging markets, is studied. Minimum Spanning Tree MST and Weighted Random Graph WRG , constructed among companies listed on this stock exchange, are compared.

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In these models denote each vertex a stock and the weight assigned to each edge in WRG is the cross-correlation coefficients. The Influence-Strength IS is at each vertex in both models defined: Both results show that there must be a few stocks whose price fluctuations can powerfully influence the price dynamics of other stocks in the same market.

In both cases these are the same companies.

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