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.

Journals publishing in this area

1

Physica A Statistical Mechanics and its Applications

ISSN 0378-43715,282 articles in this topic

231h-index

2.59Impact

33KArticles

718.8KCitations

2

Physical Review E

ISSN 1539-37551,294 articles in this topic

280h-index

30.1KArticles

1.1MCitations

3

Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics

ISSN 1063-651X1,001 articles in this topic

325h-index

21.4KArticles

1MCitations

4

Journal of Econometrics

ISSN 0304-4076607 articles in this topic

329h-index

2.51Impact

6.4KArticles

679.8KCitations

5

Europhysics Letters (EPL)

ISSN 0295-5075607 articles in this topic

227h-index

1.90Impact

22.2KArticles

585.1KCitations

6

Journal of Physics A Mathematical and General

ISSN 0305-4470593 articles in this topic

217h-index

21.5KArticles

529.3KCitations

7

The Journal of Finance

ISSN 0022-1082560 articles in this topic

658h-index

10.71Impact

16.1KArticles

1.9MCitations

8

Journal of Banking & Finance

ISSN 0378-4266365 articles in this topic

304h-index

3.84Impact

7.5KArticles

502.8KCitations

9

Econometrica

ISSN 0012-9682270 articles in this topic

528h-index

6.11Impact

7.3KArticles

1.6MCitations

10

Journal of Financial Economics

ISSN 0304-405X242 articles in this topic

545h-index

8.91Impact

4.8KArticles

1.3MCitations

11

Review of Financial Studies

ISSN 0893-9454200 articles in this topic

390h-index

9.41Impact

3.3KArticles

602.1KCitations

12

Annals of Statistics

The Annals of Statistics

ISSN 0090-5364128 articles in this topic

318h-index

2.58Impact

6.3KArticles

624.7KCitations

13

The Review of Economic Studies

ISSN 0034-6527128 articles in this topic

348h-index

14.28Impact

4.2KArticles

592.6KCitations

14

Journal of the Royal Statistical Society Series B (Statistical Methodology)

ISSN 1369-741281 articles in this topic

307h-index

1.61Impact

4.2KArticles

739.3KCitations