Multi-Factor Model Base on the Minimal Spanning Tree

Xiangkun Zheng

Abstract: In this article, through Kruskal and Prim algorithm to solve minimum spanning tree, the application of group technology. by establishing the model, Solve the problem of model, the final result applied to of many factors to pick stocks in the model, we can find their contact more clearly.

Keywords: kruskal, prim, the minimal spanning tree, multi-factor model