Financial data has been extensively studied for correlations using Pearson's cross-correlation coefficient {\rho} as the point of departure. We employ an estimator based on recurrence plots --- the Correlation of Probability of Recurrence (CPR) --- to analyze connections between nine stock...

Financial data has been extensively studied for correlations using Pearson’s cross-correlation coefficient ρ as the point of departure. We employ an estimator based on recurrence plots — the correlation of probability of recurrence (CPR) — to analyze connections between nine stock indices...

Over the last decade, we have witnessed the birth of a new movement of interest and research in the study of complex networks. These networks often have irregular structural properties, but also encompass rich dynamics. The interplay between the network topological structure and the associated...