Chaotic Dynamics Analysis Based on Financial Time Series by Zheng Gu, Yuhua Xu

“…In this paper, the chaotic dynamic properties of financial time series are analyzed. Firstly, the nonlinear characteristics of the data are discussed through the empirical analysis of agriculture index data; the daily agriculture index returns can be decomposed into the different scales based on wavelet analysis. …”
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Testing financial time series for autocorrelation: Robust Tests by Nelson Omar Muriel Torrero

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Adaptive algorithms for change point detection in financial time series by Alexander Musaev, Dmitry Grigoriev, Maxim Kolosov

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Application of Neural Networks in Financial Time Series Forecasting Models by Xinhui Li

“…Therefore, this paper integrates the support vector machine with the established model by establishing a convolutional neural network model and applies the prediction model to the prediction of financial time series data. The experimental results show that the model proposed in this paper can more accurately predict the trend of the stock index.…”
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Retracted: Application of Neural Networks in Financial Time Series Forecasting Models by Journal of Function Spaces

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Financial time series classification method based on low‐frequency approximate representation by Bing Liu, Huanhuan Cheng

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Multivariate CNN-LSTM Model for Multiple Parallel Financial Time-Series Prediction by Harya Widiputra, Adele Mailangkay, Elliana Gautama

“…For multiple parallel financial time-series estimation, the proposed model is called multivariate CNN-LSTM. …”
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Nonlinear Fluctuation Behavior of Financial Time Series Model by Statistical Physics System by Wuyang Cheng, Jun Wang

“…We develop a random financial time series model of stock market by one of statistical physics systems, the stochastic contact interacting system. …”
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Nonlinear Behaviors of Tail Dependence and Cross-Correlation of Financial Time Series Model by Wei Deng, Jun Wang

“…Nonlinear behaviors of tail dependence and cross-correlation of financial time series are reproduced and investigated by stochastic voter dynamic system. …”
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Predicting the Direction Movement of Financial Time Series Using Artificial Neural Network and Support Vector Machine by Muhammad Ali, Dost Muhammad Khan, Muhammad Aamir, Amjad Ali, Zubair Ahmad

“…Prediction of financial time series such as stock and stock indexes has remained the main focus of researchers because of its composite nature and instability in almost all of the developing and advanced countries. …”
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A Hybrid Approach Integrating Multiple ICEEMDANs, WOA, and RVFL Networks for Economic and Financial Time Series Forecasting by Jiang Wu, Tengfei Zhou, Taiyong Li

“…The fluctuations of economic and financial time series are influenced by various kinds of factors and usually demonstrate strong nonstationary and high complexity. …”
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Multifractal analysis of Bitcoin price dynamics by Cristian Bucur, Bogdan-George Tudorică, Adela Bâra, Simona-Vasilica Oprea

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Characterization and Prediction of the Ghana Stock Exchange Composite Index Utilizing Bayesian Stochastic Volatility Models by Osei K. Tweneboah, Kwesi A. Ohene-Obeng, Maria C. Mariani

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