Heliyon

PloS one

chaos (woodbury, ny)

physical review e

nonlinear dynamics, psychology, and life sciences

[1] The complexity-entropy causality plane based on multiscale power spectrum entropy of financial time series.

[2] Slow-fast analysis of a multi-group asset flow model with implications for the dynamics of wealth.

[3] Nonlinear continuous fluctuation intensity financial dynamics and complexity behavior.

[4] Information Cost, Memory Length and Market Instability.

[5] Elements of decisional dynamics: An agent-based approach applied to artificial financial market.

[6] Universal scaling and nonlinearity of aggregate price impact in financial markets.

[7] Stock selection with random forest: An exploitation of excess return in the Chinese stock market.

[8] Hidden Markov Model for Stock Selection