Complex Systems and Time Series Analysis
Complex Systems and Time Series Analysis is a research topic within Economics and Econometrics. Science Explorer counts 49k research works in it since 1950. 29.6% of them reached the world's top 10% most cited for their field and year.
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.
- Econophysics
- Multifractal Analysis
- Agent-Based Modeling
- Financial Fluctuations
- Power Laws
- Market Correlations
- Complex Systems
- Statistical Mechanics
- Wealth Distribution
- Nonstationary Time Series
- Research works
- 49k fractional, since 1950
- In the world top 10%
- 14k per year above
- Top-10% rate
- 29.6% share of its works in the world top 10%
- Growth, 2013–17 → 2018–22
- +8% the tick is no change
Which countries lead Complex Systems and Time Series Analysis research?
By volume, China and the United States publish the most (1.2k and 899 works in 2022–2025).
By volume, 2022–2025
- 1 China 1.2k works
- 2 United States 899 works
- 3 India 389 works
- 4 United Kingdom 336 works
- 5 Italy 305 works
- 6 Russia 249 works
- 7 France 239 works
- 8 Germany 235 works
- 9 Japan 194 works
- 10 Brazil 163 works
How concentrated that is
The same countries as shares of everything the list above accounts for. A node where two countries do two thirds of the work and one spread evenly across twelve read alike as a ranking and not at all alike here.
Shares of the rows listed above, not of the whole node.
Which institutions lead Complex Systems and Time Series Analysis research?
By volume in 2022–2025, National Research University Higher School of Economics publishes the most Complex Systems and Time Series Analysis research, followed by Beijing Jiaotong University and Southwestern University of Finance and Economics.
By volume, 2022–2025
- 1 National Research University Higher School of Economics Russia 26 works
- 2 Beijing Jiaotong University China 23 works
- 3 Southwestern University of Finance and Economics China 23 works
- 4 Centre National de la Recherche Scientifique France 23 works
- 5 Sapienza University of Rome Italy 23 works
- 6 University of Oxford United Kingdom 21 works
- 7 Imperial College London United Kingdom 20 works
- 8 The University of Tokyo Japan 19 works
- 9 The University of Sydney Australia 19 works
- 10 Tsinghua University China 18 works
Who are the leading researchers in Complex Systems and Time Series Analysis?
The most-cited researchers publishing on Complex Systems and Time Series Analysis include M. Hashem Pesaran, Robert F. Engle and Tim Bollerslev.
- 1 M. Hashem Pesaran 9.1k citations
- 2 Robert F. Engle 8.7k citations
- 3 Tim Bollerslev 7.8k citations
- 4 Joseph E. Stiglitz 7.4k citations
- 5 Yongcheol Shin 6.8k citations
- 6 Philip S. Yu 6.6k citations
- 7 H. Eugene Stanley 5.5k citations
- 8 Witold Pedrycz 5.4k citations
Ranked by citations received across their whole record, among researchers with at least three works on this topic.
Where is Complex Systems and Time Series Analysis research done?
The largest centres of Complex Systems and Time Series Analysis research in 2022–2025 are Beijing (China), Moscow (Russia), London (United Kingdom) and Shanghai (China).
Where is the best place to study Complex Systems and Time Series Analysis?
Among universities, judged by research, University of Monastir, National Research University Higher School of Economics and Southwestern University of Finance and Economics score highest, combining excellence, specialisation, size, growth and international reach. Research strength is one signal when choosing where to study; it does not measure teaching.
One dot per university in the table below. The upper left is the interesting corner: small places doing unusually strong work.
| # | University | Score | Top 10% | Specialisation | Works | Growth |
|---|---|---|---|---|---|---|
| 1 | University of Monastir Tunisia | 65.6 | 64.6% | 10.7× | 10 | -39.9% |
| 2 | National Research University Higher School of Economics Russia | 61.2 | 24.4% | 9.7× | 26 | +15.2% |
| 3 | Southwestern University of Finance and Economics China | 59.3 | 17.9% | 24.9× | 23 | +39.0% |
| 4 | Bucharest University of Economic Studies Romania | 55.0 | 34.2% | 14.2× | 16 | -3.6% |
| 5 | Beijing Jiaotong University China | 52.8 | 26.8% | 5.8× | 23 | +65.8% |
| 6 | Zhejiang Gongshang University China | 51.7 | 40.8% | 11.7× | 12 | -70.8% |
| 7 | Nanjing University of Finance and Economics China | 51.6 | 43.8% | 13.5× | 11 | -46.5% |
| 8 | Xi’an Jiaotong-Liverpool University China | 50.7 | 22.4% | 7.1× | 10 | +183.3% |
| 9 | Nanjing University of Information Science and Technology China | 49.5 | 39.8% | 5.9× | 16 | -3.3% |
| 10 | Imperial College London United Kingdom | 49.4 | 34.4% | 3.5× | 20 | -9.1% |
Universities only. Score blends excellence (30%), specialisation (25%), size (20%), growth (15%) and international reach (10%), 2015–2022; growth compares 2010–14 with 2015–19.
Is Complex Systems and Time Series Analysis research growing?
Output in 2018–2022 was 8% higher than in 2013–2017, peaking in 2021. The fastest-growing topics are Complex Systems and Time Series Analysis.
The same series as a ribbon — one cell per year, darker for more. The line above answers how much; this answers when.
Which topics inside it are moving
Growth and decline on one axis around a shared zero. Two lists side by side hide the thing that matters: whether the growth dwarfs the decline, or the other way round.