IEEE - Institute of Electrical and Electronics Engineers, Inc. - Minimal spanning tree for Shanghai-Shenzhen 300 stock index

2008 IEEE Congress on Evolutionary Computation (CEC)

Author(s): Ruixin Zhuang ; Bin Hu ; Zhongxing Ye
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 June 2008
Conference Location: Hong Kong, China
Conference Date: 1 June 2008
Page(s): 1,417 - 1,424
ISBN (CD): 978-1-4244-1823-7
ISBN (Paper): 978-1-4244-1822-0
DOI: 10.1109/CEC.2008.4630980
Regular:

This paper uses the ultrametric clustering which is based on time series of stock prices. By calculating the ultrametric distance-matrix of the stocks in Shanghai-Shenzhen 300 index, a minimum... View More

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