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 …

High-quality digital infrastructure is the basis of almost every sector of a modern and
innovative economy and society. As a part of the overall competitiveness concept, digital …

Portfolio selection is one of the most concerns of any investor and the goal is to distribute the
capital in different assets in such a way that it has the highest rate of return with considering …

Modeling the propagation of extreme financial episodes and their consequences is currently
a hot topic in international financial literature. This article focuses on the propagation of such …

An intensive analysis of the dependence structure among stock markets is invaluable to
financial experts, policy makers, and academic researchers, providing them with important …

†******* Today, policy-making in times of financial crisis with the aim of neutralizing the
adverse economic, social and political consequences has become one of the most important …

For the study of complex systems, the existing correlation measures suffer from deficiencies
and may lead to the loss of information and inefficient characterizations of complex systems …

Using a novel approach, partial correlations within a complex network framework, we
examine the degree of globalization and regionalization of stock market linkages and how …

Interdependence among financial return series primarily originate from correlation between
underlying assets. However, correlation fully describes interdependence only if the financial …

Network methods can extract the structure of financial correlation matrices, and market
geometry reconstructs the correlation relationship by constructing a vector set in the …