Typically, complex systems are natural or social systems which consist of a large number of
nonlinearly interacting elements. These systems are open, they interchange information or …

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 …

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 …

The inherent properties of the graph structure of the financial market and the correlation
attributes that actually exist in the system inspire us to introduce the concept of the graph to …

Digital assets termed cryptocurrencies are correlated. We analyze cross correlations
between price changes of different cryptocurrencies using methods of random matrix theory …

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 …

The global financial system is highly complex, with cross-border interconnections and
interdependencies. In this highly interconnected environment, local financial shocks and …

Graph-based approaches are revolutionizing the analysis of different real-life systems, and
the stock market is no exception. Individual stocks and stock market indices are connected …

In the last few years there have been many efforts in econophysics studying how network
theory can facilitate understanding of complex financial markets. These efforts consist mainly …

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 …