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 …

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 …

We investigate the daily correlation present among market indices of stock exchanges
located all over the world in the time period January 1996 to July 2009. We discover that the …

In the last few years there have been many efforts in econophysics studying how network
theory can facilitate understanding of complex financial markets. These efforts consist mainly …

The concept of a minimum spanning tree is used to study the process of market integration
for a large group of national stock market indices. We show how the asset tree evolves over …

This paper uses two physics derived hierarchical techniques, a minimal spanning tree and
an ultrametric hierarchical tree, to extract a topological influence map for major currencies …

In this study, we employ a dynamic time warping method to study the topology of similarity
networks among 35 major currencies in international foreign exchange (FX) markets …

Cryptocurrency is a cutting-edge Fintech innovation and currently a worldwide hotspot.
However, the high-speed evolution of it has already caused a series of public security …

The foreign exchange (FX) market, one of the important components of the financial market,
is a typical complex system. In this paper, by resorting to the complex network method, we …