In the field of the analysis of economic systems, he has published a new quantitative measure, the index cohesive force of the index effect on the stock market fragility. ;on epileptic seizure-like behaviors in the US stock market ; and hidden order in the market chaos. He developed a new class of correlation-based networks based on the concept of partial correlations. This led to the introduction of the dependency networks methodology. When applied to the U.S. stock market, it was successful in revealing the backbone of the market, quantitatively showing the dominance of the financial sector.