Class information for:
Level 1: ECONOPHYSICS//ECONOPHYS//MULTIFRACTAL DETRENDED CROSS CORRELATION ANALYSIS

Basic class information
ID Publications Average number
of references		 Avg. shr. active
ref. in WoS
1415 2575 31.4 58%


Bar chart of Publication_year

Last years might be incomplete

Classes in level above (level 2)


ID, lev.
above		 Publications Label for level above
468 15129 ECONOPHYSICS//PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS//COMPLEX NETWORKS

Terms with highest relevance score


Rank Term Type of term Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 ECONOPHYSICS Author keyword 335 53% 17% 449
2 ECONOPHYS Address 51 62% 2% 53
3 MULTIFRACTAL DETRENDED CROSS CORRELATION ANALYSIS Author keyword 26 100% 0% 11
4 LOG PERIODIC POWER LAW Author keyword 26 87% 1% 13
5 FUTU FINANCIAL DERIVAT Address 18 83% 0% 10
6 DCCA CROSS CORRELATION COEFFICIENT Author keyword 18 89% 0% 8
7 FINANCIAL CRASHES Author keyword 18 89% 0% 8
8 POLYMER STUDIES Address 17 13% 5% 124
9 MODELS OF FINANCIAL MARKETS Author keyword 16 56% 1% 20
10 HURST EXPONENT Author keyword 15 18% 3% 78

Web of Science journal categories

Author Key Words


Rank Web of Science journal category Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class		 LCSH search Wikipedia search
1 ECONOPHYSICS 335 53% 17% 449 Search ECONOPHYSICS Search ECONOPHYSICS
2 MULTIFRACTAL DETRENDED CROSS CORRELATION ANALYSIS 26 100% 0% 11 Search MULTIFRACTAL+DETRENDED+CROSS+CORRELATION+ANALYSIS Search MULTIFRACTAL+DETRENDED+CROSS+CORRELATION+ANALYSIS
3 LOG PERIODIC POWER LAW 26 87% 1% 13 Search LOG+PERIODIC+POWER+LAW Search LOG+PERIODIC+POWER+LAW
4 DCCA CROSS CORRELATION COEFFICIENT 18 89% 0% 8 Search DCCA+CROSS+CORRELATION+COEFFICIENT Search DCCA+CROSS+CORRELATION+COEFFICIENT
5 FINANCIAL CRASHES 18 89% 0% 8 Search FINANCIAL+CRASHES Search FINANCIAL+CRASHES
6 MODELS OF FINANCIAL MARKETS 16 56% 1% 20 Search MODELS+OF+FINANCIAL+MARKETS Search MODELS+OF+FINANCIAL+MARKETS
7 HURST EXPONENT 15 18% 3% 78 Search HURST+EXPONENT Search HURST+EXPONENT
8 KOSPI 15 63% 1% 15 Search KOSPI Search KOSPI
9 FINANCIAL TIME SERIES MODEL 15 88% 0% 7 Search FINANCIAL+TIME+SERIES+MODEL Search FINANCIAL+TIME+SERIES+MODEL
10 STOCK MARKET 14 13% 4% 98 Search STOCK+MARKET Search STOCK+MARKET

Key Words Plus


Rank Web of Science journal category Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 PRICE FLUCTUATIONS 144 72% 4% 112
2 FINANCIAL MARKETS 127 31% 13% 338
3 CROSS CORRELATIONS 108 57% 5% 127
4 FINANCIAL TIME SERIES 93 60% 4% 103
5 HURST EXPONENT 76 62% 3% 79
6 STOCK MARKET 76 21% 12% 314
7 FINANCIAL CRASHES 61 95% 1% 20
8 ASSET TREES 55 87% 1% 27
9 DYNAMIC ASSET TREES 54 83% 1% 30
10 ECONOMIC INDEX 51 91% 1% 21

Journals


Rank Web of Science journal category Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 JOURNAL OF ECONOMIC INTERACTION AND COORDINATION 1 11% 0% 11

Reviews


Title Publ. year Cit. Active references % act. ref.
to same field
Physical approach to complex systems 2012 75 252 44%
Multi-scaling in finance 2007 75 66 67%
Econophysics review: I. Empirical facts 2011 42 52 65%
Physics and financial economics (1776-2014): puzzles, Ising and agent-based models 2014 8 176 30%
The use of the Hurst exponent to predict changes in trends on the Warsaw Stock Exchange 2011 14 14 100%
Agent-based models of financial markets 2007 76 122 34%
Econophysics - complex correlations and trend switchings in financial time series 2011 17 68 68%
A mini-review on econophysics: Comparative study of Chinese and western financial markets 2014 1 36 86%
Progress in physical properties of Chinese stock markets 2013 3 62 81%
Statistical regularities in the return intervals of volatility 2007 34 72 49%

Address terms


Rank Address term Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 ECONOPHYS 51 62% 2.1% 53
2 FUTU FINANCIAL DERIVAT 18 83% 0.4% 10
3 POLYMER STUDIES 17 13% 4.8% 124
4 MESTRADO ECON EMP AS 15 88% 0.3% 7
5 FINANCIAL MATH FINANCIAL ENGN 14 51% 0.8% 20
6 ENGN PROC SYST ENGN 12 56% 0.6% 15
7 FINANCE INVESTMENT MANAGEMENT 7 53% 0.4% 10
8 UNITA PALERMO 6 23% 0.9% 23
9 DIPARTIMENTO FIS TECNOL RELAT 5 12% 1.6% 41
10 ECON GEST SCI SOCIALES 5 63% 0.2% 5

Related classes at same level (level 1)


Rank Relatedness score Related classes
1 0.0000210213 MINORITY GAME//EVOLUTIONARY MINORITY GAME//MINORITY GAMES
2 0.0000181756 WEALTH DISTRIBUTION//PARETOS LAW//ECONOPHYSICS
3 0.0000165900 DETRENDED FLUCTUATION ANALYSIS//BIOMED ELECT ENGN//MULTISCALE ENTROPY
4 0.0000147215 FORWIND WIND ENERGY//INVERSE POWER DISTRIBUTION//TOY MODELS OF EARTHQUAKES
5 0.0000089899 HETEROGENEOUS EXPECTATIONS//CENDEF//COBWEB MODEL
6 0.0000075695 WORLD TRADE WEB//INTERNATIONAL TRADE NETWORK//WEIGHTED NETWORK ANALYSIS
7 0.0000061355 HUMAN DYNAMICS//COMPLEX NETWORKS SYST GRP//BECS
8 0.0000056818 REALIZED VOLATILITY//GARCH//MARKET MICROSTRUCTURE NOISE
9 0.0000056693 COMPASS ROSE//NOISY CHAOS//BICORRELATIONS
10 0.0000053619 LONG MEMORY//FRACTIONAL INTEGRATION//FRACTIONAL COINTEGRATION