We studied the cross-correlations in the daily closing prices of 181 stocks listed on the
Pakistan stock exchange (PSX) covering a time period of 2007–2017 to compute the …

After the subprime mortgage crisis, plenty of abnormal market performance indicates that
financial markets can be regarded as complex systems and it's time to break through some …

A big data set can often be illustrated by the nodes and edges of a big network. A large
volume of data is generally produced by the stock market, and complex networks can be …

Nonlinear time series analysis aims at understanding the dynamics of stochastic or chaotic
processes. In recent years, quite a few methods have been proposed to transform a single …

The foreign exchange (FX) market is a typical complex dynamic system under the
background of exchange rate marketization reform and is an important part of the financial …

In this paper, I use the MST-Pathfinder approach to construct the value migration network
and then analyze the network's topological properties. This is the first attempt to build a …

According to asset pricing theory, a stock's expected returns are determined by its exposure
to systematic risk. In this paper, we propose a new method for analyzing the interaction …

We investigate the properties of the returns of the main emerging stock markets from Europe
by means of complex networks. We transform the series of daily returns into complex …

This paper investigates the topological evolution of the Casablanca Stock Exchange (СSE)
from the perspective of the Coronavirus 2019 (COVID-19) pandemic. Crosscorrelations …

A thorough understanding of the fluctuations of tourist flows provides useful insights
concerning the nature of tourist demand. This study aims to investigate the fluctuation …