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 …

Market conditions change continuously. However, in portfolio investment strategies, it is hard
to account for this intrinsic non-stationarity. In this paper, we propose to address this issue by …

We studied the cross-correlations in the daily closing prices of 181 stocks listed on the
Pakistan stock exchange (PSX) covering a time period of 2007–2017 to compute the …

Predicting financial networks has important implications in finance. However, less research
attention has been given in this direction. This study aims to predict cross market linkage …

A major impact of globalization has been the information flow across the financial markets
rendering them vulnerable to financial contagion. Research has focused on network …

This study uses cross correlations in the daily closing prices of the London stock exchange
FTSE 100 index companies from July 2010 to March 2018 to compute minimum spanning …

The purpose of this paper is investigating the effect of JCPOA on the network behavior
analysis of Tehran Stock Exchange indexes using the minimum spanning tree (MST) and …

Nowadays, increase of analyzing stock markets as complex systems lead graph theory to
play a key role. For instance, detecting graph communities is an important task in the …

Climate and geography factors significantly influence the spread of dengue fever. It's critical
to figure out the specifics of climatic and geographic conditions and the relationships …

Stock is one of the investment assets that has its charm for investors. It is very liquid and has
a high rate of return, but it has a high risk. The strategy commonly used to minimize …