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 …

Random matrix theory (RMT) and network methods are applied to investigate the correlation
and network properties of 20 financial indices. The results are compared before and during …

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 …

We examined the time series properties of the foreign exchange market for 1990–2008 in
relation to the history of the currency crises using the minimum spanning tree (MST) …

In this paper, the Detrended Fluctuation Analysis (DFA) and Detrended Cross-Correlation
Analysis (DCCA) are used to investigate the stock markets. The DFA method is a widely …

This paper shows how the concept of vector correlation can appropriately measure the
similarity among multivariate time series in stocks network. The motivation of this paper is (i) …

We examine whether the relationship between market volatility and network properties in the
low-frequency level can be applied to the high-frequency level. For the analysis, we use the …

This study empirically investigates the effects of common factors on the connectivity of the
network among stocks and on the distribution of the investment weights for stocks. The …

Рассмотрены зарубежные и российские работы, относящиеся к социофизике (новому
разделу физики, изучающему процессы в обществе) и к смежным областям численного …

Financial data has been extensively studied for correlations using Pearson's cross-
correlation coefficient ρ as the point of departure. We employ an estimator based on …