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 …

The level of modeling sophistication in financial services has increased considerably over
the years. Nowadays, the complexity of financial problems and the vast amount of data …

Network analysis in our days is a rapidly develo** area of analysis of complex systems. A
complex system is understood as a network of a large number of interacting elements …

A class of distribution free multiple decision statistical procedures is proposed for threshold
graph identification in correlation networks. The decision procedures are based on …

In this paper, we introduce a new methodology for the evaluation of alternative algorithms in
capturing the deep statistical structure of datasets of different types and nature, called MST …

Supplementary Material: Joint Modeling of Longitudinal Relational Data and Exogenous
Variables. Supplementary material consists of three sections. Section 1 presents the full …

Only the history of economic thought gives us the chance to appreciate those entirely
unfettered attempts to build new avenues for economic research that have marked the …

This article proposes the use of a novel approach to portfolio optimization, referred to as
“Fundamental Networks”(FN). FN is an effective and robust network-based fundamental …

Maximum spanning tree is a popular tool in market network analysis. Large number of
publications are devoted to the maximum spanning tree calculation and its interpretation for …

The issue of identifying sets of weakly correlated stocks is explored. Four distinct methods
for constructing these sets are compared: the traditional approach using Pearson …