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 …

The rapid worldwide increase in the data available leads to the difficulty for analyzing those
data. Organizing data into interesting collection is one of the most basic forms of …

This work employs various techniques in order to filter random noise from the information
provided by minimum spanning trees obtained from the correlation matrices of international …

We present a novel approach to the study the dynamics of stock market correlations. This is
achieved through an innovative visualization tool that allows an investigation of the structure …

We present here assessment of the latent market information embedded in the raw, affinity
(normalized), and partial correlations. We compared the Zipf plot, spectrum, and distribution …

Financial markets worldwide do not have the same working hours. As a consequence, the
study of correlation or causality between financial market indices becomes dependent on …

Complex financial systems are the subject of current research interest. The notion of
complex network is used for understanding the value migration process. Based on the stock …

Using data from world stock exchange indices prior to and during periods of global financial
crises, clusters and networks of indices are built for asset graphs based on distance …

The correlation matrix of stocks returns is used in order to create maps of the São Paulo
Stock Exchange (BM&F-Bovespa), Brazil's main stock exchange. The data refer to the year …