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On Stock Market Dynamics through Ultrametricity of Minimum Spanning Tree
ultrametricity minimum spanning tree liquidity Jakarta Stock Exchange
2015/7/31
We analyze the evolving price °uctuations by using ultrametric distance of minimally spanning ˉnancial tree of stocks traded in Jakarta Stock Exchange 2000-2004. Ultrametricity is derived from transfo...
Ghirlanda-Guerra identities and ultrametricity: An elementary proof in the discrete case
spin glasses Sherrington-Kirkpatrick model ultrametricity
2011/7/28
Abstract: In this paper we give another proof of the fact that a random overlap array, which satisfies the Ghirlanda-Guerra identities and whose elements take values in a finite set, is ultrametric wi...