Network-centric indicators for fragility in global financial indices
Over the last 2 decades, financial systems have been studied and analyzed from the
perspective of complex networks, where the nodes and edges in the network represent the …
perspective of complex networks, where the nodes and edges in the network represent the …
Comparing the collective behavior of banking industry in emerging markets versus mature ones by random matrix approach
One of the essential features of capital markets as an adaptive complex network is their
collective behavior. In this paper, we have analyzed the collective behavior of banking …
collective behavior. In this paper, we have analyzed the collective behavior of banking …
A structural approach to detecting opinion leaders in Twitter by random matrix theory
This paper presents a novel approach leveraging Random Matrix Theory (RMT) to identify
influential users and uncover the underlying dynamics within social media discourse …
influential users and uncover the underlying dynamics within social media discourse …
Detrended partial cross-correlation analysis-random matrix theory for denoising network construction
F Wang, Z Zhang, M Wang, G Ling - Applied Intelligence, 2025 - Springer
A denoised complex network framework employing a detrended partial cross-correlation
analysis-based coefficient for achieving the intrinsic scale-dependent correlations between …
analysis-based coefficient for achieving the intrinsic scale-dependent correlations between …
The analysis of cross‐correlation between Istanbul Stock Exchange and major stock markets and indices: An empirical analysis using Random Matrix Theory
B Taştan, H Imamoglu - Concurrency and Computation …, 2022 - Wiley Online Library
This study attempts to investigate the cross‐correlation between stocks listed under the
XU100 index of Borsa Istanbul with several ratios and indices of the stock markets …
XU100 index of Borsa Istanbul with several ratios and indices of the stock markets …
Looking into the Market Behaviors through the Lens of Correlations and Eigenvalues: An Investigation on the Chinese and US Markets Using RMT
This research systematically analyzes the behaviors of correlations among stock prices and
the eigenvalues for correlation matrices by utilizing random matrix theory (RMT) for Chinese …
the eigenvalues for correlation matrices by utilizing random matrix theory (RMT) for Chinese …
[HTML][HTML] Decomposition of systemic risk and analysis of the relationships of its dimensions with the characteristics and financial performance of the banks listed in …
In this study, systemic risk index (β) was measured and decomposed by using the extreme
value theory in the banks listed in Tehran Stock Exchange (TSE) during 2013-2021. This …
value theory in the banks listed in Tehran Stock Exchange (TSE) during 2013-2021. This …
Generalization of Hierarchical Clustering for Hidden Community Spillover Detection in Multilayer Networks
Interdependent networks structurally influence each other so that the source network
imposes hidden community structures into the target network. We propose a mathematical …
imposes hidden community structures into the target network. We propose a mathematical …
[PDF][PDF] Investigating the effect of Banks Network Topology on Banks Systemic Risk in Tehran Stock Exchange–By Using DCC Approach
In this paper, the effect of banks network topology on banks systemic risk in Tehran Stock
Exchange have been investigated by using banks daily stock return from 2013 to 2021. First …
Exchange have been investigated by using banks daily stock return from 2013 to 2021. First …
Non-extensive value-at-risk estimation during times of crisis
A Hajihasani, A Namaki, N Asadi… - International Journal of …, 2021 - World Scientific
Value-at-risk (VaR) is a crucial subject that researchers and practitioners extensively use to
measure and manage uncertainty in financial markets. Although VaR is a standard risk …
measure and manage uncertainty in financial markets. Although VaR is a standard risk …