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Bootstrap validation of proximity based networks

Federico Musciotto Luca Marotta Salvatore Miccichè Rosario N. Mantegna 1

1. Università degli Studi di Palermo, Palermo 90100, Italy

Abstract

Proximity based networks are widely used in many econophysics investigations. Here we evaluate the robustness of minimum spanning trees and of planar maximally filtered graphs by performing bootstrap sampling of the analyzed data. The bootstrap validation confirms the robustness of the proximity based network estimation and highlights both the links that are statistically robust and the links that have a poor bootstrap frequency, i.e. those links that are not often detected in bootstrap replicas. The bootstrap is performed with two distinct approaches and the difference between them is discussed.

 

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Presentation: Invited oral at Econophysics Colloquium 2017, Symposium A, by Rosario N. Mantegna
See On-line Journal of Econophysics Colloquium 2017

Submitted: 2017-03-06 21:21
Revised:   2017-03-07 01:02