The paper investigates whether one can learn about the degree of climate risk exposure of firms by extracting information about their fundamentals and network connections and applying innovative graph-based artificial intelligence (AI) methodologies. We tackle this problem by creating a...

The evolution of the convergence among the European countries, including both Eurozone as well as non-Eurozone economies, is investigated in this paper. To do so, we construct correlation-based networks and study them by employing the Threshold Weighted-Minimum Dominating Set (TW-MDS) algorithm...

Aim/purpose - This article aims to explore the network topology of the stock market in Poland during the COVID-19 pandemic. Design/methodology/approach - Kruskal's algorithm was used to find the minimum spanning trees (MST) of three undirected correlation networks: MST1 (December 2019 - August...

This study proposes hierarchical risk parity portfolios using a new correlation matrix and security selection. We suggest a global motion subtracted correlation matrix, which eliminates the global motion in the cross-correlation matrix. Also, we suggest utilizing the peripheral assets of a...

This research tries to go deeply in the application of multidimensional graph(s) in microeconomics. We are divided into three large sections this research followed by: (i) the visualization of demand and supply curves from a multidimensional perspective; (ii) the visualization of indifference...