  In the area of traditional physics the atomic nucleus belongs to the most
complex systems. It involves essentially all elements that characterize
complexity including the most distinctive one whose essence is a permanent
coexistence of coherent patterns and of randomness. From a more
interdisciplinary perspective, these are the financial markets that represent
an extreme complexity. Here, based on the matrix formalism, we set some
parallels between several characteristics of complexity in the above two
systems. We, in particular, refer to the concept - historically originating
from nuclear physics considerations - of the random matrix theory and
demonstrate its utility in quantifying characteristics of the coexistence of
chaos and collectivity also for the financial markets. In this later case we
show examples that illustrate mapping of the matrix formulation into the
concepts originating from the graph theory. Finally, attention is drawn to some
novel aspects of the financial coherence which opens room for speculation if
analogous effects can be detected in the atomic nuclei or in other strongly
interacting Fermi systems.
