A tool for filtering information in complex systems

Tumminello et al. 10.1073/pnas.0500298102.

Supporting Information

Files in this Data Supplement:

Supporting Computer Program 1
Supporting Computer Program 2
Supporting Figure 4
Supporting Table 5
Supporting Table 6
Supporting Table 7

Supporting Figure 4

Fig. 4. Planar Maximally Filtered Graph (PMFG) obtained from the fully connected graph associated with the correlation coefficient matrix of the 100 most capitalized stocks traded in the U.S. equity markets during the time period from 1995 to 1998. Cross-correlation is computed by using daily returns of stocks. Stocks are indicated with their ticker symbols. For information about a specific ticker symbol see Tables 5–7. The graph is topologically planar, and it can be drawn on the plane without edge crossings. The thicker lines (black) indicate belonging to the associated minimum spanning tree (MST). It should be noted that link lengths are not drawn by taking into account the value of the similarity measure between vertices. Colors distinguishing economic sectors are as follows: Pink, Basic Materials; yellow, Utilities; cyan, Financial; purple, Consumer Noncyclical; orange, Consumer Cyclical; magenta, Capital Goods; brown, Healthcare; red, Services; green, Technology; gray, Conglomerates; blue, Energy; white, Transportation.

Supporting Computer Program 1

Computer Program 1. MATHEMATICA file constructing the MST adjacency matrix by starting from the correlation matrix of the system.

Supporting Computer Program 2

Computer Program 2. MATHEMATICA file constructing the PMFG adjacency matrix by starting from the correlation matrix of the system.