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 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 …

We quantify the amount of information filtered by different hierarchical clustering methods on
correlations between stock returns comparing the clustering structure with the underlying …

This article proposes a new procedure to evaluate Asia Pacific stock market
interconnections using a dynamic setting. Dynamic spanning trees (DST) are constructed …

We present here an overview of the use of networks in Finance and Economics. We show
how this approach enables us to address important questions as, for example, the structure …

Two kinds of filtered networks: minimum spanning trees (MSTs) and planar maximally
filtered graphs (PMFGs) are constructed from dynamical correlations computed over a …

The evolution with time of the correlation structure of equity returns is studied by means of a
filtered network approach investigating persistences and recurrences and their implications …

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 …

We construct a partial order relation which acts on the set of 3-cliques of a maximal planar
graph G and defines a unique hierarchy. We demonstrate that G is the union of a set of …

In this work, we investigate the impact of the COVID-19 pandemic on sovereign bond yields.
We consider the temporal changes from financial correlations using network filtering …