Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Dynamic asset trees and Black Monday   The minimum spanning tree, based on the concept of ultrametricity, is
constructed from the correlation matrix of stock returns. The dynamics of this
asset tree can be characterised by its normalised length and the mean
occupation layer, as measured from an appropriately chosen centre called the
`central node'. We show how the tree length shrinks during a stock market
crisis, Black Monday in this case, and how a strong reconfiguration takes
place, resulting in topological shrinking of the tree.

36
The categories of this paper are: cmp-lg
26
The categories of this paper are: bayes-an
12
The categories of this paper are: nucl-th
19
The categories of this paper are: eess
30
The categories of this paper are: q-alg
28
The categories of this paper are: alg-geom
2
The categories of this paper are: math
22
The categories of this paper are: chao-dyn
10
The categories of this paper are: q-bio
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The categories of this paper are: adap-org
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The categories of this paper are: comp-gas
18
The categories of this paper are: econ
7
The categories of this paper are: hep-th
11
The categories of this paper are: hep-lat
1
The categories of this paper are: cs
29
The categories of this paper are: funct-an