专题:Complex Systems and Time Series Analysis

This cluster of papers explores the application of complex systems and statistical physics concepts to understand and model financial markets. It covers topics such as multifractal analysis, agent-based modeling, power laws in wealth distribution, market correlations, and the impact of nonstationarity on time series data.
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Are Transformers Effective for Time Series Forecasting?

article Full Text OpenAlex 2464 FWCI107.1301

Transformers in Time Series: A Survey

article Full Text OpenAlex 967 FWCI180.6283

Discrete Dynamics in Nature and Society

paratext Full Text OpenAlex 775 FWCI0

Papers and patents are becoming less disruptive over time

article Full Text OpenAlex 770 FWCI189.5579

TS2Vec: Towards Universal Representation of Time Series

article Full Text OpenAlex 628 FWCI70.6681

Examining the interrelatedness of NFTs, DeFi tokens and cryptocurrencies

article Full Text OpenAlex 270 FWCI71.1696

Transformers in Time-Series Analysis: A Tutorial

article Full Text OpenAlex 270 FWCI51.4714

Optimized Fuzzy Slope Entropy: A Complexity Measure for Nonlinear Time Series

article Full Text OpenAlex 251 FWCI271.5124

How to estimate a vector autoregression after March 2020

article Full Text OpenAlex 230 FWCI56.7652

Generative AI for Economic Research: Use Cases and Implications for Economists

article Full Text OpenAlex 222 FWCI54.3273