{"id":"https://openalex.org/W2052402377","doi":"https://doi.org/10.1109/icassp.2013.6639371","title":"Dynamical complexity analysis of multivariate financial data","display_name":"Dynamical complexity analysis of multivariate financial data","publication_year":2013,"publication_date":"2013-05-01","ids":{"openalex":"https://openalex.org/W2052402377","doi":"https://doi.org/10.1109/icassp.2013.6639371","mag":"2052402377"},"language":"en","primary_location":{"id":"doi:10.1109/icassp.2013.6639371","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icassp.2013.6639371","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2013 IEEE International Conference on Acoustics, Speech and Signal Processing","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5006274370","display_name":"Wenjun Er","orcid":null},"institutions":[{"id":"https://openalex.org/I47508984","display_name":"Imperial College London","ror":"https://ror.org/041kmwe10","country_code":"GB","type":"education","lineage":["https://openalex.org/I47508984"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Wenjun Er","raw_affiliation_strings":["Electrical and Electronic Engineering Department, Imperial College London, UK","Electr. & Electron. Eng. Dept., Imperial Coll. London, London, , UK"],"affiliations":[{"raw_affiliation_string":"Electrical and Electronic Engineering Department, Imperial College London, UK","institution_ids":["https://openalex.org/I47508984"]},{"raw_affiliation_string":"Electr. & Electron. Eng. Dept., Imperial Coll. London, London, , UK","institution_ids":["https://openalex.org/I47508984"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5103001848","display_name":"Danilo P. Mandic","orcid":"https://orcid.org/0000-0001-8432-3963"},"institutions":[{"id":"https://openalex.org/I47508984","display_name":"Imperial College London","ror":"https://ror.org/041kmwe10","country_code":"GB","type":"education","lineage":["https://openalex.org/I47508984"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Danilo P. Mandic","raw_affiliation_strings":["Electrical and Electronic Engineering Department, Imperial College London, UK","Electr. & Electron. Eng. Dept., Imperial Coll. London, London, , UK"],"affiliations":[{"raw_affiliation_string":"Electrical and Electronic Engineering Department, Imperial College London, UK","institution_ids":["https://openalex.org/I47508984"]},{"raw_affiliation_string":"Electr. & Electron. Eng. Dept., Imperial Coll. London, London, , UK","institution_ids":["https://openalex.org/I47508984"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5006274370"],"corresponding_institution_ids":["https://openalex.org/I47508984"],"apc_list":null,"apc_paid":null,"fwci":2.3047,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.92322553,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":null,"issue":null,"first_page":"8732","last_page":"8736"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9984999895095825,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9984999895095825,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10244","display_name":"Chaos control and synchronization","score":0.9603000283241272,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12946","display_name":"Fractal and DNA sequence analysis","score":0.9380999803543091,"subfield":{"id":"https://openalex.org/subfields/1312","display_name":"Molecular Biology"},"field":{"id":"https://openalex.org/fields/13","display_name":"Biochemistry, Genetics and Molecular Biology"},"domain":{"id":"https://openalex.org/domains/1","display_name":"Life Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/univariate","display_name":"Univariate","score":0.8373072147369385},{"id":"https://openalex.org/keywords/multivariate-statistics","display_name":"Multivariate statistics","score":0.8242805004119873},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5691502690315247},{"id":"https://openalex.org/keywords/entropy","display_name":"Entropy (arrow of time)","score":0.5122917890548706},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.4932963252067566},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.47353479266166687},{"id":"https://openalex.org/keywords/joint","display_name":"Joint (building)","score":0.4529787302017212},{"id":"https://openalex.org/keywords/range","display_name":"Range (aeronautics)","score":0.44979289174079895},{"id":"https://openalex.org/keywords/multivariate-analysis","display_name":"Multivariate analysis","score":0.4250933527946472},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.3454284369945526},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3096351623535156},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.18555253744125366},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.07894429564476013}],"concepts":[{"id":"https://openalex.org/C199163554","wikidata":"https://www.wikidata.org/wiki/Q1681619","display_name":"Univariate","level":3,"score":0.8373072147369385},{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.8242805004119873},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5691502690315247},{"id":"https://openalex.org/C106301342","wikidata":"https://www.wikidata.org/wiki/Q4117933","display_name":"Entropy (arrow of time)","level":2,"score":0.5122917890548706},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.4932963252067566},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.47353479266166687},{"id":"https://openalex.org/C18555067","wikidata":"https://www.wikidata.org/wiki/Q8375051","display_name":"Joint (building)","level":2,"score":0.4529787302017212},{"id":"https://openalex.org/C204323151","wikidata":"https://www.wikidata.org/wiki/Q905424","display_name":"Range (aeronautics)","level":2,"score":0.44979289174079895},{"id":"https://openalex.org/C38180746","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate analysis","level":2,"score":0.4250933527946472},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.3454284369945526},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3096351623535156},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.18555253744125366},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.07894429564476013},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C170154142","wikidata":"https://www.wikidata.org/wiki/Q150737","display_name":"Architectural engineering","level":1,"score":0.0},{"id":"https://openalex.org/C146978453","wikidata":"https://www.wikidata.org/wiki/Q3798668","display_name":"Aerospace engineering","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/icassp.2013.6639371","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icassp.2013.6639371","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2013 IEEE International Conference on Acoustics, Speech and Signal Processing","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.4000000059604645,"id":"https://metadata.un.org/sdg/9","display_name":"Industry, innovation and infrastructure"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":23,"referenced_works":["https://openalex.org/W1821640959","https://openalex.org/W1862394037","https://openalex.org/W1984889099","https://openalex.org/W2017010982","https://openalex.org/W2024383241","https://openalex.org/W2059851411","https://openalex.org/W2068199737","https://openalex.org/W2072522604","https://openalex.org/W2077204677","https://openalex.org/W2093266575","https://openalex.org/W2099857714","https://openalex.org/W2101503602","https://openalex.org/W2110485445","https://openalex.org/W2110627079","https://openalex.org/W2137835385","https://openalex.org/W2165773639","https://openalex.org/W2549956906","https://openalex.org/W3021146541","https://openalex.org/W3122507959","https://openalex.org/W3124065493","https://openalex.org/W4254816979","https://openalex.org/W4298259753","https://openalex.org/W6676196010"],"related_works":["https://openalex.org/W2122079181","https://openalex.org/W40745829","https://openalex.org/W4283593604","https://openalex.org/W1985848810","https://openalex.org/W4206155924","https://openalex.org/W1828158523","https://openalex.org/W4390059798","https://openalex.org/W2912390640","https://openalex.org/W2000145235","https://openalex.org/W4240935801"],"abstract_inverted_index":{"Characterization":[0],"of":[1,4,25,28],"joint":[2,15],"dynamics":[3],"multivariate":[5,59],"financial":[6],"time":[7,30],"series":[8,31],"calls":[9],"for":[10],"the":[11,35,43,71,80],"analysis":[12],"based":[13],"on":[14,75],"intrinsic":[16],"temporal":[17],"and":[18,38,65,68],"information-theoretic":[19],"scales.":[20],"Yet":[21],"a":[22],"rigorous":[23],"account":[24],"dynamical":[26],"complexity":[27,60],"such":[29],"is":[32],"hampered":[33],"by":[34],"univariate":[36],"natures":[37],"mathematical":[39],"artefacts":[40],"associated":[41],"with":[42,61],"existing":[44],"methods.":[45],"To":[46],"that":[47],"end,":[48],"we":[49],"employ":[50],"multi-variate":[51],"multiscale":[52],"entropy":[53],"(MMSE)":[54],"in":[55],"order":[56],"to":[57],"associate":[58],"long-range":[62],"correlations,":[63],"direct":[64],"indirect":[66],"couplings,":[67],"synchronies":[69],"among":[70],"data":[72],"channels.":[73],"Simulations":[74],"major":[76],"stock":[77],"indices":[78],"support":[79],"approach.":[81]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2013,"cited_by_count":1}],"updated_date":"2026-03-25T13:04:00.132906","created_date":"2025-10-10T00:00:00"}
