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 presents an in‐depth review of the methodologies and innovations in the study of
correlation networks in economics and finance. We explore the development of filtering …

Stock correlation networks use stock price data to explore the relationship between different
stocks listed in the stock market. Currently this relationship is dominantly measured by the …

The input variable selection problem has recently garnered much interest in the time series
modeling community, especially within water resources applications, demonstrating that …

Understanding the global financial network for sovereign debt, particularly with a focus on
interaction and spillover effects of sovereign risk, has become important for policy makers as …

We use mutual information and symbolization method of time series to construct minimum
spanning tree of the financial network of log-returns and trading volumes of the top 110 …

Complex network is a powerful tool to discover important information from various types of
big data. Although substantial studies have been conducted for the development of stock …

This study presents financial network indicators that can be applied to inspect the financial
contagion on real economy, as well as the spatial spillover and industry aggregation effects …

The purpose of this paper is to survey studies for estimating and analyzing different types of
economic networks We focus on data-based approaches that allow the direct estimation of …

In this paper, we explore the problem of establishing a network among the stocks of a market
at high frequency level and give an application to program trading. Our work uses high …