A financial market is an example of an adaptive complex network consisting of many
interacting units. This network reflects market's behavior. In this paper, we use Random …

In this study, we first build two empirical cross-correlation matrices in the US stock market by
two different methods, namely the Pearson's correlation coefficient and the detrended cross …

The main question of this article is about whether cryptocurrencies, within their
decentralization aspects, are a real commodity or/and a virtual currency. To resolve such a …

The impact of the Vietnamese financial crisis during 2011–2012 into the stock market was
revealed by a structural change of the minimum spanning tree (MST) constructed from the …

We analyze the cross-correlation matrix C of the index returns of the main financial markets
after the 2008 crisis using methods of random matrix theory. We test the eigenvalues of C for …

In this work, employing a moving window to scan through every stock price time series over
a period from 2 January 1986 to 20 October 2015, we use cross-correlations to measure the …

Forty stock market indices of the world with the highest GDP has been studied. We show
each market is a part of a global structure, that we call “world-stock-market network”. Where …

The dynamics of networks forming on Heider balance theory moves towards lower tension
states. The condition derived from this theory enforces agents to reevaluate and modify their …

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

Since the financial crisis of 2008, the network analysis of financial systems has attracted a lot
of attention. In this paper, we analyze the global banking network via the method of Random …