  The paper deals with the problem of reconstructing the topological structure
of a network of dynamical systems. A distance function is defined in order to
evaluate the "closeness" of two processes and a few useful mathematical
properties are derived. Theoretical results to guarantee the correctness of the
identification procedure for networked linear systems with tree topology are
provided as well. Finally, the application of the techniques to the analysis of
an actual complex network, i.e. to high frequency time series of the stock
market, is illustrated.
