We review the state of the art of clustering financial time series and the study of their
correlations alongside other interaction networks. The aim of the review is to gather in one …

Entropy is originally introduced to explain the inclination of intensity of heat, pressure, and
density to gradually disappear over time. Based on the concept of entropy, the Second Law …

Traditional stock market prediction approaches commonly utilize the historical price-related
data of the stocks to forecast their future trends. As the Web information grows, recently …

In this paper, we investigate the cross-correlations between three benchmark
cryptocurrencies (including Bitcoin, Ethereum and Ripple) and some of the well-known …

Recent works have shown that social media platforms are able to influence the trends of
stock price movements. However, existing works have major focused on the US stock market …

This paper adopts multifractal methods to analyze the nonlinear correlations among
economic policy uncertainty (EPU), the crude oil market and the stock market. First, using …

In this paper, a fractional 4D chaotic financial model with optimal control is investigated. The
fractional derivative used in this financial model is Atangana–Baleanu derivative. The …

To investigate the universal structure of interactions in financial dynamics, we analyze the
cross-correlation matrix C of price returns of the Chinese stock market, in comparison with …

Understanding and predicting uncertain things are the central themes of scientific evolution.
Human beings revolve around these fears of uncertainties concerning various aspects like a …

The stock, bond and fund markets are three important components of a financial market, and
the volatility of the markets and correlations between the markets have been paid extensive …