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'
R, matlab