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Complex Systems and Time Series Analysis
TopicLeading institutions, researchers & key papers
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.
50
Works
IDs:OpenAlex
How has Complex Systems and Time Series Analysis's publication output changed over time?
ScholarIQpublication output · 2001–2021
Output grew0% over the shown period — from 1 works in 2001 to 1 in 2021.
1
3
1
1
1
1
1
2
1
1
2001200220042007200820122013201720192021
What are the most-cited papers on Complex Systems and Time Series Analysis?
ScholarIQmost cited works
Fractal dynamics in physiology: Alterations with disease and aging
Ary L. Goldberger, Luı́s A. Nunes Amaral, Jeffrey M. Hausdorff, Plamen Ch. Ivanov, Chung‐Kang Peng, H. Eugene Stanley
Proceedings of the National Academy of Sciences. 20022,191 CitationsOPEN ACCESS
An Introduction to Wavelets and Other Filtering Methods in Finance and Economics
Ramazan Gençay, Faruk Selçuk∥, Brandon Whitcher
Elsevier eBooks. 20021,099 Citations
From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets
Dominique Guillaume, Michel M. Dacorogna, Rakhal Dave, Ulrich Müller, Richard B. Olsen, Olivier V. Pictet
S172526255. 1997526 CitationsOPEN ACCESS
Weighted-permutation entropy: A complexity measure for time series incorporating amplitude information
Bilal Fadlallah, Badong Chen, Andreas Keil, José C. Prı́ncipe
S35412551. 2013453 Citations
Waiting time distributions in financial markets
Lorenzo Sabatelli, Shane R. Keating, Joe Dudley, Peter Richmond
S9051360. 2002199 Citations
Where is Complex Systems and Time Series Analysis research published, and who funds it?
ScholarIQvenues & funding sources
TOP JOURNALS
TOP FUNDERS
National Science Foundation—
NIH—
Wellcome Trust—
European Research Council—
Funder breakdown is a member featureSign up free to unlock
How much of the research on Complex Systems and Time Series Analysis is open access?
ScholarIQopen access share
40%OPEN ACCESS
Gold
0%
Green
20%
Hybrid
0%
Bronze
20%
Closed
60%
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From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets
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