Metis_MST

Name of Quantlet: 'Metis_MST'

Published in: 'Quantnar'

Keywords: 'minimum spanning tree', 'Kurskal algorithm', 'Prim algorithm', 'clustering, time series', 'cryptocurrency'

Author: 'Wolfgang K. Härdle, Rui REN, Zijin Wang'

Submitted: '19. April 2022, Zijin Wang'

Datafile: 'sp500.mat', 'price.csv', 'normprice.csv', 'crix_data.csv', 'rend100_crypto.csv'

Requirements

R, matlab