Brida, Juan Gabriel; Risso, Wiston Adrián - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 21, pp. 5205-5210
This paper introduces a new methodology in order to construct Minimal Spanning Trees (MST) and Hierarchical Trees (HT) using the information provided by more than one variable. In fact, the Symbolic Time Series Analysis (STSA) approach is applied to the Dow Jones companies using information not...