On this page:OverviewPublicationsResearchersKey papersJournalsOpen accessInstitutions
ScholarIQanswers from OpenAlex

Complex Systems and Time Series Analysis

TopicLeading institutions, researchers & key papers

Complex Systems and Time Series Analysis is a topic indexed in ScholarIQ from OpenAlex.

What is known about Complex Systems and Time Series Analysis?

ScholarIQrecord summary

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.

How many works does Complex Systems and Time Series Analysis have?

ScholarIQindexed works

Complex Systems and Time Series Analysis has 50 works in the ScholarIQ index. The count is the OpenAlex total, not the number of papers listed on this page.

What is the OpenAlex record for Complex Systems and Time Series Analysis?

ScholarIQopenalex

The OpenAlex for Complex Systems and Time Series Analysis is on the source record.

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
Finance and Stochastics. 1997526 CitationsOPEN ACCESS
Weighted-permutation entropy: A complexity measure for time series incorporating amplitude information
Bilal Fadlallah, Badong Chen, Andreas Keil, José C. Prı́ncipe
Physical Review E. 2013453 Citations
Waiting time distributions in financial markets
Lorenzo Sabatelli, Shane R. Keating, Joe Dudley, Peter Richmond
The European Physical Journal B. 2002199 Citations

Where is Complex Systems and Time Series Analysis research published, and who funds it?

ScholarIQvenues & funding sources

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%

Related on ScholarIQ

470M+ articles · 14-day free trial