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摘要翻译：
本文采用了一些技术，从危机前和危机期间的国际股票市场指数相关矩阵获得的最小生成树提供的信息中滤除随机噪声。第一种方法是在研究原始数据概率密度分布相同的随机网络的基础上，建立一个阈值，在阈值以上的连接被认为是受噪声影响的。第二个技术是通过存活率来判断一个联系的强度，存活率是两个股票市场指数之间的联系持续的时间。这个想法是，真正的连接会存活更长的时间，而随机的连接不会。然后，该信息与从第一技术获得的信息相结合，以创建一个较小的网络，其中大多数连接要么是牢固的，要么是在时间上持久的。
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英文标题：
《Pruning a Minimum Spanning Tree》
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作者：
Leonidas Sandoval Junior
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最新提交年份：
2011
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分类信息：
一级分类：Quantitative Finance 数量金融学
二级分类：Statistical Finance 统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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英文摘要：
This work employs some techniques in order to filter random noise from the information provided by minimum spanning trees obtained from the correlation matrices of international stock market indices prior to and during times of crisis. The first technique establishes a threshold above which connections are considered affected by noise, based on the study of random networks with the same probability density distribution of the original data. The second technique is to judge the strengh of a connection by its survival rate, which is the amount of time a connection between two stock market indices endure. The idea is that true connections will survive for longer periods of time, and that random connections will not. That information is then combined with the information obtained from the first technique in order to create a smaller network, where most of the connections are either strong or enduring in time.
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PDF链接：
https://arxiv.org/pdf/1109.0642
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