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Dynamics of Maximum Spanning Tree Topology in Market Network

Student: Elena Pavlova

Supervisor: Alexander P. Koldanov

Faculty: Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod)

Educational Programme: Applied Mathematics and Information Science (Bachelor)

Final Grade: 7

Year of Graduation: 2016

The present research refers to quite modern studies of the stock market represented as a network. The first work in the shpere revealed a hierarchical structure in market network. In order to find it the minimum spanning tree (MST) was used. Each MST has its own distinct topology. In the present research I consider the comparison problem of dynamics of maximum spanning trees topology in the US and the UK markets from 2003 to 2014.

Full text (added May 30, 2016)

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