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 …

This paper investigates the topological properties of the Brazilian stock market networks. We
build the minimum spanning tree, which is based on the concept of ultrametricity, using the …

In many practical applications, correlation matrices might be affected by the “curse of
dimensionality” and by an excessive sensitiveness to outliers and remote observations …

How much the largest worldwide companies, belonging to different sectors of the economy,
are suffering from the pandemic? Are economic relations among them changing? In this …

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

Based on planar maximally filtered graph (PMFG) and threshold method, we introduced a
correlation-based network named PMF G-based threshold network (PTN). We studied the …

The paper investigates herding in mutual funds through a complex networks approach. The
detection of significant correlation coefficients constitutes the basis for the construction of the …

Policy makings and regulations of financial markets rely on a good understanding of the
complexity of financial markets. There have been recent advances in applying data‐driven …

The present paper can be considered as divided in two parts: in the first one, we provide a
review of the methods of complex networks that have been mainly used in the applications …

This chapter aims at reviewing complex network models and methods that were either
developed for or applied to socioeconomic issues, and pertinent to the theme of New …