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.
最新文献
Threshold estimation in running using dynamical correlations of RR intervals

article Full Text OpenAlex

Big History Periodization: Complexity, Directions, and Phase Characteristics

book-chapter Full Text OpenAlex

Comparing and Contrasting Big History Singularity Trends of the Big Bang and Terrestrial Evolution

book-chapter Full Text OpenAlex

Agent-based Macroeconomics

book Full Text OpenAlex

Why does economics need complexity?

article Full Text OpenAlex

The Global Macro Database: A New International Macroeconomic Dataset

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The Global Macro Database: A New International Macroeconomic Dataset

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Modelling Clusters in Network Time Series with an Application to Presidential Elections in the USA

book-chapter Full Text OpenAlex

Sustainable development of stock market: Research in Vietnam stock market

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Time-inconsistent large-population linear-quadratic games with major and minor agents

article Full Text OpenAlex

近5年高被引文献
Are Transformers Effective for Time Series Forecasting?

article Full Text OpenAlex 968 FWCI313.429

Discrete Dynamics in Nature and Society

paratext Full Text OpenAlex 545 FWCI0

Papers and patents are becoming less disruptive over time

article Full Text OpenAlex 514 FWCI137.622

Transformers in Time Series: A Survey

article Full Text OpenAlex 512 FWCI171.205

Common Risk Factors in Cryptocurrency

article Full Text OpenAlex 389 FWCI83.794

TS2Vec: Towards Universal Representation of Time Series

article Full Text OpenAlex 329 FWCI62.382

Growth rates of modern science: a latent piecewise growth curve approach to model publication numbers from established and new literature databases

article Full Text OpenAlex 298 FWCI15.028

Is non-fungible token pricing driven by cryptocurrencies?

article Full Text OpenAlex 285 FWCI45.036

Quantile connectedness in the cryptocurrency market

article Full Text OpenAlex 252 FWCI40.341

Slowed canonical progress in large fields of science

article Full Text OpenAlex 252 FWCI13.063