Research topic
Complex Systems and Time Series Analysis
Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics
About 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.
Keywords
Econophysics Multifractal Analysis Agent-Based Modeling Financial Fluctuations Power Laws Market Correlations Complex Systems Statistical Mechanics Wealth Distribution Nonstationary Time Series
Development over time
| Year | research outputs |
|---|---|
| 2018 | 1 |
| 2005 | 1 |
People
Researchers strongly represented in this topic
Here, researchers who have publications in OSIRIS assigned to this spectrum topic are displayed. For better clarity, only a selection is shown.
Prof. Dr. Matthias Wolff
1 Research outputsThe assignment of publications to topics is done automatically and may be incomplete or incorrect. If a person does not appear in the list, it does not mean that they could not have contributed to the topic.