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Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics

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.

98.7K works worldwide1.5M citations
EconophysicsMultifractal AnalysisAgent-Based ModelingFinancial FluctuationsPower LawsMarket CorrelationsComplex SystemsStatistical MechanicsWealth DistributionNonstationary Time Series

Journals publishing in this area

Articles on Scinovex in this research area

17 articles, most cited first

  1. Negative binomial sum of random variables and modeling financial data
    International Journal of Statistics and Applied Mathematics · 2017 · 6 citations · AI summary
  2. Comparison between weighted adjustment, diagonal adjustment, quasi optimization and Gibbs sampler methods in deriving the generator matrix of an $8\times 8$ credit transition matrix
    International Journal of Statistics and Applied Mathematics · 2020 · 1 citations · AI summary
  3. Modified van der pol oscillator model for profit-taking and re-entry dynamics in stock markets
    International Journal of Statistics and Applied Mathematics · 2026 · 0 citations
  4. A volume-mediated push-pull force model for spot price dynamics in equity markets
    International Journal of Statistics and Applied Mathematics · 2025 · 0 citations
  5. Unraveling stock market volatility: Drivers, measurement, and implications
    International Journal of Agriculture Extension and Social Development · 2024 · 0 citations
  6. Deriving fractal dimension estimates for attractor sets with applications to Japanese tsunami wave heights
    International Journal of Statistics and Applied Mathematics · 2024 · 0 citations
  7. Characterizing eigenvalue distribution in random matrices with applications to Yangtze River flow dynamics
    International Journal of Statistics and Applied Mathematics · 2024 · 0 citations
  8. Estimating stochastic volatility models in financial mathematics with applications to Andes seismic wave propagation
    International Journal of Statistics and Applied Mathematics · 2024 · 0 citations
  9. Linearly immutable continuously time series modelled bivariate stochastic processes with vector values: Distinguishing features
    International Journal of Statistics and Applied Mathematics · 2023 · 0 citations
  10. Formulating black Scholes equation using a jump diffusion Heston’s model
    International Journal of Statistics and Applied Mathematics · 2022 · 0 citations
  11. Statistical mechanics in economics: An application of Brownian motion in modeling prices of assets
    International Journal of Statistics and Applied Mathematics · 2021 · 0 citations · AI summary
  12. Analysis of S&P 500 stocks: Long-term vs short-term investment
    International Journal of Statistics and Applied Mathematics · 2021 · 0 citations
  13. Information-based stochastic volatility model using the extended Kalman filter
    International Journal of Statistics and Applied Mathematics · 2020 · 0 citations · AI summary
  14. Accurate option values of a nonlinear black-scholes equation with price slippage
    International Journal of Statistics and Applied Mathematics · 2019 · 0 citations · AI summary
  15. Data mining techniques in forecasting methods
    International Journal of Statistics and Applied Mathematics · 2018 · 0 citations · AI summary
  16. Specification and stabiity of two equations vector autoregressive model for time series data analysis
    International Journal of Statistics and Applied Mathematics · 2018 · 0 citations · AI summary
  17. An empirical examination of two-population interaction in urban growth: Tamil Nadu (1901-2011)
    International Journal of Statistics and Applied Mathematics · 2018 · 0 citations · AI summary