We review the state of the art of clustering financial time series and the study of their
correlations alongside other interaction networks. The aim of the review is to gather in one …

This study considers the effects of the 2008 global financial crisis on threshold networks of a
local Korean financial market around the time of the crisis. Prices of individual stocks …

We examined how the correlation and network structure of the global indices and local
Korean indices have changed during years 2000–2012. The average correlations of the …

This study considers the effects of the financial institutions' local topology structure in the
financial network on their systemic risk contribution using data from the Chinese stock …

We find numerical and empirical evidence for dynamical, structural and topological phase
transitions on the (German) Frankfurt Stock Exchange (FSE) in the temporal vicinity of the …

The impact of the Vietnamese financial crisis during 2011–2012 into the stock market was
revealed by a structural change of the minimum spanning tree (MST) constructed from the …

We consider the effects of the 2008 global financial crisis on the global stock market before,
during, and after the crisis. We generate complex networks from a cross-correlation matrix …

This study considers the effect of an industry's network topology on its systemic risk
contribution to the stock market using data from the CSI 300 two-tier industry indices from the …

In this work, employing a moving window to scan through every stock price time series over
a period from 2 January 1986 to 20 October 2015, we use cross-correlations to measure the …

By analyzing the foreign exchange market data of various currencies, we investigate the
topology of correlation networks among 45 major currencies using the minimal spanning …