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
Agentic Finance: An Adaptive Inference Framework for Bounded-Rational Investing Agents

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Language Model Guided Reinforcement Learning in Quantitative Trading

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The Economy as an Evolving Complex System IV

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IGNIS: a robust neural network framework for constrained parameter estimation in Archimedean copulas

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Explainable Ensemble Learning for Predicting Stock Market Crises: Calibration, Threshold Optimization, and Robustness Analysis

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Forecasting economic crises: The Great Recession, the sovereign debt crisis, and COVID-19 in the euro area

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Nonequilibrium fluctuation-response relations for state observables

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Modelling the data-generating mechanism of China’s commodity market by identifying hidden information flow regimes

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Spatial correlation network and driving factors of inter-provincial financial risk in China

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CryptoMamba-SSM: Linear Complexity State Space Models for Cryptocurrency Volatility Prediction

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

article Full Text OpenAlex 2269 FWCI105.5776

Transformers in Time Series: A Survey

article Full Text OpenAlex 915 FWCI179.6888

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 738 FWCI194.5708

TS2Vec: Towards Universal Representation of Time Series

article Full Text OpenAlex 604 FWCI70.8579

Examining the interrelatedness of NFTs, DeFi tokens and cryptocurrencies

article Full Text OpenAlex 264 FWCI68.7715

Transformers in Time-Series Analysis: A Tutorial

article Full Text OpenAlex 256 FWCI51.3279

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

article Full Text OpenAlex 251 FWCI259.1408

How to estimate a vector autoregression after March 2020

article Full Text OpenAlex 224 FWCI55.5804

Equilibrium Bitcoin Pricing

article Full Text OpenAlex 213 FWCI105.7746