This paper investigates the dynamics of stocks in the S&P 500 index for the last 30 years. Using a stochastic geometry technique, we investigate the evolution of the market space and define a new measure for that purpose that is a robust index of the dynamics of the market structure and provides...

We study the international interbank market through a geometric analysis of empirical data. The geometric analysis of the time series of cross-country liabilities shows that the systematic information of the interbank international market is contained in a space of small dimension. Geometric...

The recent financial crisis has stressed the need to understand financial systems as networks of interdependent countries, where cross-border financial linkages play the fundamental role. It has also been emphasized that the relevance of these networks relies on the representation of changes...