Quantum computers are expected to surpass the computational capabilities of classical
computers and have a transformative impact on numerous industry sectors. We present a …

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 paper examines the relationship among CO2 emissions, energy use, and GDP in
Russia using annual data ranging from 1990 to 2020. We first conduct time-series analyses …

While innovation in finance is not a new concept, the focus on technological innovations and
its pace have increased significantly. Fintech solutions that make use of big data analytics …

We construct a Pearson correlation-based network and a partial correlation-based network,
ie, two minimum spanning trees (MST-Pearson and MST-Partial), to analyze the correlation …

Using the eigenvalues and eigenvectors of correlations matrices of some of the main
financial market indices in the world, we show that high volatility of markets is directly linked …

We discuss some methods to quantitatively investigate the properties of correlation matrices.
Correlation matrices play an important role in portfolio optimization and in several other …

We investigate the planar maximally filtered graphs of the portfolio of the 300 most
capitalized stocks traded at the New York Stock Exchange during the time period 2001 …

This paper investigates the topological properties of the Brazilian stock market networks. We
build the minimum spanning tree, which is based on the concept of ultrametricity, using the …

Our research uses the environmental pillar of ESG as a proxy for environmental corporate
social responsibility. We examine the performance of environmentally clustered portfolios by …