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 …

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 …

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 contribution to the proceedings of the Cracow meeting onApplications of Random
Matrix Theory'summarizes a series of studies, some old and others more recent on financial …

We introduce a new technique to associate a spanning tree to the average linkage cluster
analysis. We term this tree as the Average Linkage Minimum Spanning Tree. We also …

Stock correlation networks use stock price data to explore the relationship between different
stocks listed in the stock market. Currently this relationship is dominantly measured by the …

Background Semantic memory has generated much research. As such, the majority of
investigations have focused on the English language, and much less on other languages …

We study the year-after-year properties of three different portfolios traded in the Athens Stock
Exchange (ASE) for the time period 1987–2004. We use the minimum spanning tree (MST) …