This paper shows how the concept of vector correlation can appropriately measure the similarity among multivariate time series in stocks network. The motivation of this paper is (i) to apply the RV coefficient to define the network among stocks where each of them is represented by a multivariate...

Since its introduction fifteen years ago, minimal spanning tree has become an indispensible tool in econophysics. It is to filter the important economic information contained in a complex system of financial markets’ commodities. Here we show that, in general, that tool is not optimal in terms...

Since the last decade, minimal spanning trees (MSTs) have become one of the main streams in econophysics to filter the important information contained, for example, in stock networks. The standard practice to find an MST is by using Kruskal’s algorithm. However, it becomes slower and slower...