Modern financial markets are characterized by a rapid flow of information, a vast number of
participants having diversified investment horizons, and multiple feedback mechanisms …

Typically, complex systems are natural or social systems which consist of a large number of
nonlinearly interacting elements. These systems are open, they interchange information or …

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 …

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 …

We discuss some methods to quantitatively investigate the properties of correlation matrices.
Correlation matrices play an important role in portfolio optimization and in several other …

The increasing power of computer technology does not dispense with the need to extract
meaningful information out of data sets of ever growing size, and indeed typically …

Recent works show that complex network theory may be a powerful tool in time series
analysis. We propose in this paper a reliable procedure for constructing complex networks …

We consider the problem of the statistical uncertainty of the correlation matrix in the
optimization of a financial portfolio. By assuming idealized conditions of perfect forecast …

We investigate the traffic flows of the Korean highway system, which contains both public
and private transportation information. We find that the traffic flow T ij between city i and j …

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 …