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 …

The time dependence of the recently introduced minimum spanning tree description of
correlations between stocks, called the “asset tree” has been studied in order to reflect the …

We construct a Pearson correlation-based network and a partial correlation-based network,
ie, two minimum spanning trees (MST-Pearson and MST-Partial), to analyze the correlation …

We compare the topological properties of the minimal spanning tree obtained from a large
group of stocks traded at the New York Stock Exchange during a 12-year trading period with …

Complex networks are constructed to study correlations between the closing prices for all
US stocks that were traded over two periods of time (from July 2005 to August 2007; and …

We review the recent approach of correlation based networks of financial equities. We
investigate portfolio of stocks at different time horizons, financial indices and volatility time …

In this study, a financial market is conceived as a network where the securities are nodes
and the links account for returns' correlations. We theoretically prove the negative …

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 …

The methods of patent analysis are largely divided into network-based patent analysis and
keyword-based morphological patent analysis. Both methods have their shortcomings …

This paper introduces a new methodology for constructing a network of companies called a
dynamic asset graph. This is similar to the dynamic asset tree studied recently, as both are …