Multifractality is ubiquitously observed in complex natural and socioeconomic systems.
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …

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 …

Financial networks have become extremely useful in characterizing the structures of
complex financial systems. Meanwhile, the time evolution property of the stock markets can …

The foreign exchange (FX) market, one of the important components of the financial market,
is a typical complex system. In this paper, by resorting to the complex network method, we …

This paper provides a brief historical review of the relationship between economics and
physics, beginning with Adam Smith being influenced by Isaac Newton's ideas up to the …

The relationship between oil prices and stock markets is commonly studied, in order to
understand how financial markets are influenced by this important real asset. The evidence …

This study proposes a methodology for market basket analysis based on minimum spanning
trees, which complements the search for significant association rules among the vast set of …

We investigate the interaction among stocks in the US market over various time horizons
from a network perspective. Unlike the high-frequency data-driven multiscale correlation …

In this paper we quantify the cross-correlation between the adjusted closing index of the G7
countries, by their Gross Domestic Product (nominal). For this purpose we consider the 2008 …