Latest Research in Complex Systems and Time Series Analysis

Top Research Topics in Complex Systems and Time Series Analysis

• Financial Markets and Investment Strategies — 14 papers
• Blockchain Technology Applications and Security — 11 papers
• Complex Systems and Time Series Analysis — 6 papers
• Statistical Finance — 4 papers
• Mathematical Finance — 3 papers
• Trading and Market Microstructure — 3 papers
• Stochastic processes and financial applications — 3 papers
• Intelligence, Security, War Strategy — 2 papers
• Risk Management — 2 papers
• Financial Risk and Volatility Modeling — 2 papers

Highest-Cited Papers

1. Multi-Asset Liquidation in Dark Pools with Adverse Selection
2. Herding, Momentum, and Reversal in China's A-Share Market: An Agent-Based Network Model with Information Diffusion
3. LAB #300 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF SHORT @ NY_OPEN with 6 conf — improves win rate from 32.3% to 65. — E8 Intelligence Research
4. E8 Polyphonic Harmonic Filter Bank for Cross-Asset Phase Alignment — E8 Intelligence Research
5. New edge proposed: boomer_range_hv_break — E8 Intelligence Research
6. The Japan All-Market Index as a Regional Economic Visualization Tool: Design Principles and Application to 3,682 Listed Japanese Companies
7. Agent-Based Analysis of Cryptocurrency Adoption in Transit Systems
8. The Cost of Manufacturing Convexity: Tracking Error, Trading Frictions, and the Limits of Synthetic Protection
9. Survivorship Bias in Historical Equity Backtests: The Cost of Terminal-Constituent Look-Ahead
10. Bayesian Integrated Nested Laplace Approximation (INLA) Longevity Bonds Market Model
11. Incentives and Market Structure in Intent-Based Exchanges: Evidence from a Solver-Reward Reform
12. Confidence sets for the emergence, collapse, and recovery dates of a bubble
13. GTX WALL STREET BREAKTHROUGH: #1 IN THE WORLD — Sharpe 2.91, Zero Losses on Record — E8 Intelligence Research
14. Optimal Surplus Management for Insurers under Stochastic Interest Rates and Jump-Driven Liabilities
15. Systemic risk from financial leverage in digital asset markets: evidence from cryptocurrency derivatives
16. Social attention spikes precede larger intraday price moves in either direction
17. Perceived control and retail behavior in cryptocurrency markets: a moderated mediation analysis on simulated transactional data
18. Spillover Effects of Bitcoin on Northeast Asian Stock Markets
19. Beyond the 60/40 Portfolio: Regime Sensitive Multi Asset Allocation for High Net Worth Investors
20. Cryptocurrency investors’ herding and overconfidence: evidence from compounded uncertainty shocks