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Topic · Economics and Econometrics

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. 10.0% 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%
4.9k
per year above
Top-10% rate
10.0%
share of its works in the world top 10%
Growth, 2018-21 → 2022-25
-9%
the tick is no change
Largest producer
China
29% of the 10 largest, 2022-now
Complex Systems and Time Series Analysis

Which countries lead Complex Systems and Time Series Analysis research?

By volume, China and the United States publish the most (1.3k and 1k works in 2022-now).

By volume, 2022-now

  1. 1 China 1.3k works
  2. 2 United States 1k works
  3. 3 India 434 works
  4. 4 United Kingdom 358 works
  5. 5 Italy 322 works
  6. 6 Russia 260 works
  7. 7 France 255 works
  8. 8 Germany 249 works
  9. 9 Japan 213 works
  10. 10 Brazil 176 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.

China: 29.1%United States: 21.7%India: 9.4%United Kingdom: 7.8%6 others listed: 32.0%29%largest
China1,339 · 29.1%United States1,001 · 21.7%India434 · 9.4%United Kingdom358 · 7.8%6 others listed1,475 · 32.0%

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-now, Centre National de la Recherche Scientifique publishes the most Complex Systems and Time Series Analysis research, followed by Russian Academy of Sciences and Sapienza University of Rome.

By volume, 2022-now

  1. 1 Centre National de la Recherche ScientifiqueFrance 81 works
  2. 2 Russian Academy of SciencesRussia 65 works
  3. 3 Sapienza University of RomeItaly 27 works
  4. 4 Chinese Academy of SciencesChina 27 works
  5. 5 National Research University Higher School of EconomicsRussia 26 works
  6. 6 Beijing Jiaotong UniversityChina 25 works
  7. 7 Southwestern University of Finance and EconomicsChina 25 works
  8. 8 The University of TokyoJapan 22 works
  9. 9 New York UniversityUnited States 22 works
  10. 10 University of OxfordUnited Kingdom 22 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 Robert John Tibshirani, Daniel J. Kahneman and Karl John Friston.

  1. 1 Robert John Tibshirani United States 396k citations
  2. 2 Daniel J. Kahneman United States 395k citations
  3. 3 Karl John Friston United Kingdom 310k citations
  4. 4 Koichiro Tamura Japan 268k citations
  5. 5 Eugene F. Fama United States 262k citations
  6. 6 Xiaogang Wang China 260k citations
  7. 7 Yann LeCun United States 256k citations
  8. 8 Andrei Shleifer United States 234k citations

Ranked by citations received across their whole record, among researchers with at least three works on this topic.

What are the most cited papers in Complex Systems and Time Series Analysis?

The most cited paper in Complex Systems and Time Series Analysis is "Distribution of the Estimators for Autoregressive Time Series with a Unit Root" (David Alan Dickey, Wayne Arthur Fuller, 1979), with 23,250 citations. Next come "Testing for a unit root in time series regression" (18,270) and "Testing for unit roots in heterogeneous panels" (15,285).

Most cited papers
#PaperReleasedCitations
1 Distribution of the Estimators for Autoregressive Time Series with a Unit Root David Alan Dickey, Wayne Arthur Fuller · Journal of the American Statistical Association Open access Jun 1979 23,250
2 Testing for a unit root in time series regression Peter C.B. Phillips, Pierre Perrón · Biometrika 1988 18,270
3 Testing for unit roots in heterogeneous panels Kyung So Im, M. Hashem Pesaran, Yongcheol Shin · Journal of Econometrics Open access 30 Apr 2003 15,285
4 Testing the null hypothesis of stationarity against the alternative of a unit root Denis Kwiatkowski, Peter C.B. Phillips, Peter Schmidt et al. · Journal of Econometrics Oct 1992 12,778
5 Possible generalization of Boltzmann-Gibbs statistics Constantino Tsallis · Journal of Statistical Physics Jul 1988 9,702
All 100 most cited papers, with filters and sorting

Where is Complex Systems and Time Series Analysis research done?

The largest centres of Complex Systems and Time Series Analysis research in 2022-now are Beijing (China), Moscow (Russia), London (United Kingdom) and Shanghai (China).

Largest cities, 2022-now

  1. 1 BeijingChina 251 works
  2. 2 MoscowRussia 121 works
  3. 3 LondonUnited Kingdom 119 works
  4. 4 ShanghaiChina 114 works
  5. 5 TokyoJapan 98 works
  6. 6 NanjingChina 89 works
  7. 7 ParisFrance 87 works
  8. 8 New YorkUnited States 71 works
  9. 9 RomeItaly 70 works
  10. 10 ChengduChina 64 works
See Complex Systems and Time Series Analysis on the map

Where is the best place to study Complex Systems and Time Series Analysis?

Among universities, judged by research, Princeton University, Southwestern University of Finance and Economics and Sapienza University of Rome 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.

0%10%20%30%mean 14.77%fractional works in this field (log) →share of work in the world top 10% →Princeton UniversityNanyang Technologica…Southwestern Univers…Sapienza University …
above the meannear itbelow it

One dot per university in the first ten of the table below, at the default weights. The upper left is the interesting corner: small places doing unusually strong work.

Excellenceshare of its work in the world top 10%, 2022-now and all time averaged
40%
Specialisationhow much of its work is in this field, counted up to 10× the world share
10%
Sizeits output in this field, on a log scale
30%
Growthoutput growth, counted from -20% to +20%
10%
Internationalshare of its work with a co-author abroad
10%
Each slider sets a weight; the share it gets of the score is beside it.
#UniversityScoreTop 10%SpecialisationWorksGrowth
1Princeton UniversityUnited States 65.621.9%3.8×10 +21.5%
2Southwestern University of Finance and EconomicsChina 64.911.0%27.9×24 +25.2%
3Sapienza University of RomeItaly 63.38.8%3.8×27 +39.3%
4Nanyang Technological UniversitySingapore 57.219.8%2.4×12 +6.6%
5New York UniversityUnited States 56.09.4%3.1×22 -9.4%
6Bucharest University of Economic StudiesRomania 55.517.7%16.2×17 +3.8%
7Nanjing University of Information Science and TechnologyChina 55.510.9%6.4×16 +143.7%
8Hunan UniversityChina 55.425.7%2.6×12 +33.2%
9The University of SydneyAustralia 54.69.6%2.6×20 +7.2%
10Tsinghua UniversityChina 53.112.9%1.4×21 +27.4%

Universities only. The score blends excellence (40%), size (30%), specialisation (10%), growth (10%), international reach (10%), 2022-now; growth compares 2018-21 with 2022-25 and counts up to +20%, since a jump from a small base is mostly noise.

Every institution in Complex Systems and Time Series Analysis, country by country

Is Complex Systems and Time Series Analysis research growing?

Output in 2022-2025 was 9% lower than in 2018-2021, peaking in 2021.

still counting19801990200020102020
grewheldshrank

The same series as a ribbon: one cell per year, darker for more. The line above answers how much; this answers when.

Its share of all research

Growing output can still be a shrinking share: all of science grows. This is Complex Systems and Time Series Analysis as a percentage of every work published that year, 0.030% in 2024.

still counting0.025%0.050%0.075%Complex Systems and Time Series Analysis0.027% in 202519801990200020102020

Fractional works of Complex Systems and Time Series Analysis over all fractional works that year. How the balance of science has shifted.

How much of it reaches the world top 10%

Year by year.

still counting5%10%15%Complex Systems and Time Series Analysis10.8% in 2025200020102020

Of each year's works in it, the share that reached the world's 10% most cited for their field and year. A field is the world for its own topics, so there is no other line to hold it against.

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.

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