Pruning a Minimum Spanning Tree

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

To lag or not to lag? How to compare indices of stock markets that operate at different times

Financial markets worldwide do not have the same working hours. As a consequence, the study of correlation or causality between financial market indices becomes dependent on wether we should consider in computations of correlation matrices all indices in the same day or lagged indices. The answer this article proposes is that we should consider both. In this work, we use 79 indices of a diversity of stock markets across the world in order to study their correlation structure, and discover that representing in the same network original and lagged indices, we obtain a better understanding of how indices that operate at different hours relate to each other

Correlation of financial markets in times of crisis

Using the eigenvalues and eigenvectors of correlations matrices of some of the main financial market indices in the world, we show that high volatility of markets is directly linked with strong correlations between them. This means that markets tend to behave as one during great crashes. In order to do so, we investigate several financial market crises that occurred in the years 1987 (Black Monday), 1989 (Russian crisis), 2001 (Burst of the dot-com bubble and September 11), and 2008 (Subprime Mortgage Crisis), which mark some of the largest downturns of financial markets in the last three decades.Comment: 33 pages, 46 figure

Analytical study of thermal entanglement in a two-dimensional J1-J2 model

We have investigated the ground-state and the thermal entanglement properties of a two-dimensional frustrated spin 1/2 cluster by calculating the pairwise concurrence and negativity. It is found that an increase in temperature can lead to an enhancement of pairwise entanglement for a certain range of the frustration parameter. We have, also, found that negativity is equal to the half of the concurrence for the model considered here. © 2006 Elsevier B.V. All rights reserved

Global entanglement measures and quantum phase transitions in the 1D J 1-J 2 model

We have analyzed the behavior of multipartite global entanglement and average bipartite concurrence for the sign of quantum phase transitions in the frustrated J 1-J 2 model by using exact diagonalization technique for a chain of 12 qubits. It is found that although the magnitude of two classes of the measures show opposite trends the absolute value of their derivatives show similar structure near critical points. © 2008 Springer Science+Business Media, LLC

Effects Of Hedonic-Utilitarian Motives And Life Style On Attitudinal-Behavioral Loyalty

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QT interval changes during the management of decompensated heart failure in the emergency care setting

Introduction: Reliable and objective diagnostic tools are needed for heart failure to assist prompt intervention, diagnosis, treatment, and admission and/or discharge decisions in the emergency room. The aim of this study was to assess the treatment-associated changes in corrected QT interval in patients with decompensated heart failure in the emergency care setting. Materials and methods: Thirty-nine adult patients with known heart failure presenting to the emergency room with New York Heart Association Class III-IV decompensated systolic heart failure symptoms were included in this study. Initial and post-treatment electrocardiography recordings were examined for corrected QT interval changes. Results: Treatment of decompensated heart failure resulted in a statistically significant reduction in QT interval when compared to pre-treatment measurements: 432.3±43.3 (range, 320-508) vs. 486.3±44.1 (range, 414-600) milliseconds, p=0.001. Discussion: Monitoring corrected QT interval may represent a useful additional assessment tool that may aid in the assessment of decompensated heart failure patients in the emergency room and in the decision for admission and discharge. However, further studies are warranted