Class information for:
Level 1: ECONOPHYSICS//PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS//DETRENDED FLUCTUATION ANALYSIS

Basic class information
Class id #P Avg. number of
references		 Database coverage
of references
815 3045 33.1 64%


Bar chart of Publication_year

Last years might be incomplete

Hierarchy of classes
The table includes all classes above and classes immediately below the current class.


Cluster id Level Cluster label #P
9 4 COMPUTER SCIENCE, THEORY & METHODS//COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE//COMPUTER SCIENCE, INFORMATION SYSTEMS 1247339
445 3       COMPLEX NETWORKS//PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS//ECONOPHYSICS 26356
1151 2             ECONOPHYSICS//PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS//DETRENDED FLUCTUATION ANALYSIS 9505
815 1                   ECONOPHYSICS//PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS//DETRENDED FLUCTUATION ANALYSIS 3045

Terms with highest relevance score


rank Term termType Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with term
in class
1 ECONOPHYSICS authKW 1438928 12% 41% 353
2 PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS journal 621557 36% 6% 1102
3 DETRENDED FLUCTUATION ANALYSIS authKW 546286 5% 34% 158
4 MULTIFRACTALITY authKW 402084 3% 44% 92
5 MULTIFRACTAL DETRENDED FLUCTUATION ANALYSIS authKW 344754 2% 72% 48
6 ECONOPHYS address 338796 2% 57% 59
7 HURST EXPONENT authKW 328107 4% 29% 113
8 POLYMER STUDIES address 254522 5% 16% 161
9 STOCK MARKET authKW 190708 4% 15% 127
10 GENERALIZED HURST EXPONENT authKW 184226 1% 88% 21

Web of Science journal categories


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with term
in class
1 Physics, Multidisciplinary 48879 58% 0% 1755
2 Physics, Mathematical 14023 19% 0% 589
3 Mathematics, Interdisciplinary Applications 6377 11% 0% 327
4 Physics, Fluids & Plasmas 3773 9% 0% 276
5 Business, Finance 2437 4% 0% 134
6 Social Sciences, Mathematical Methods 1810 3% 0% 96
7 Economics 1139 8% 0% 229
8 Computer Science, Interdisciplinary Applications 515 4% 0% 126
9 Physics, Condensed Matter 122 6% 0% 171
10 Meteorology & Atmospheric Sciences 95 2% 0% 70

Address terms


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 ECONOPHYS 338796 2% 57% 59
2 POLYMER STUDIES 254522 5% 16% 161
3 FINANCIAL MATH FINANCIAL ENGN 132871 1% 51% 26
4 ENGN PROC SYST ENGN 91654 1% 57% 16
5 FUTU FINANCIAL DERIVAT 83548 0% 83% 10
6 MESTRADO ECON EMP AS 61409 0% 88% 7
7 EDUC PHYSIOL 39676 1% 20% 20
8 SUPRAS 37310 1% 21% 18
9 UMR 6622 35716 1% 11% 32
10 MINERVA 34682 1% 9% 37

Journals


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with term
in class
1 PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 621557 36% 6% 1102
2 QUANTITATIVE FINANCE 44819 2% 6% 76
3 FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY 30290 2% 5% 59
4 EUROPEAN PHYSICAL JOURNAL B 23984 4% 2% 136
5 INTERNATIONAL JOURNAL OF MODERN PHYSICS C 22066 3% 3% 81
6 CHAOS SOLITONS & FRACTALS 12631 3% 1% 100
7 FLUCTUATION AND NOISE LETTERS 11939 1% 4% 29
8 PHYSICAL REVIEW E 10073 8% 0% 234
9 JOURNAL OF ECONOMIC INTERACTION AND COORDINATION 6695 0% 7% 9
10 EPL 3897 2% 1% 57

Author Key Words


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class		 LCSH search Wikipedia search
1 ECONOPHYSICS 1438928 12% 41% 353 Search ECONOPHYSICS Search ECONOPHYSICS
2 DETRENDED FLUCTUATION ANALYSIS 546286 5% 34% 158 Search DETRENDED+FLUCTUATION+ANALYSIS Search DETRENDED+FLUCTUATION+ANALYSIS
3 MULTIFRACTALITY 402084 3% 44% 92 Search MULTIFRACTALITY Search MULTIFRACTALITY
4 MULTIFRACTAL DETRENDED FLUCTUATION ANALYSIS 344754 2% 72% 48 Search MULTIFRACTAL+DETRENDED+FLUCTUATION+ANALYSIS Search MULTIFRACTAL+DETRENDED+FLUCTUATION+ANALYSIS
5 HURST EXPONENT 328107 4% 29% 113 Search HURST+EXPONENT Search HURST+EXPONENT
6 STOCK MARKET 190708 4% 15% 127 Search STOCK+MARKET Search STOCK+MARKET
7 GENERALIZED HURST EXPONENT 184226 1% 88% 21 Search GENERALIZED+HURST+EXPONENT Search GENERALIZED+HURST+EXPONENT
8 MULTIFRACTAL DETRENDED CROSS CORRELATION ANALYSIS 160419 1% 100% 16 Search MULTIFRACTAL+DETRENDED+CROSS+CORRELATION+ANALYSIS Search MULTIFRACTAL+DETRENDED+CROSS+CORRELATION+ANALYSIS
9 LONG RANGE CORRELATION 137871 2% 20% 68 Search LONG+RANGE+CORRELATION Search LONG+RANGE+CORRELATION
10 LOG PERIODIC POWER LAW 130340 0% 100% 13 Search LOG+PERIODIC+POWER+LAW Search LOG+PERIODIC+POWER+LAW

Core articles
The table includes core articles in the class. The following variables is taken into account for the relevance score of an article in a cluster c:
(1) Number of references referring to publications in the class.
(2) Share of total number of active references referring to publications in the class.
(3) Age of the article. New articles get higher score than old articles.
(4) Citation rate, normalized to year.


Rank Reference # ref.
in cl.		 Shr. of ref. in
cl.		 Citations
1 DUTTA, S , GHOSH, D , CHATTERJEE, S , (2016) MULTIFRACTAL DETRENDED CROSS CORRELATION ANALYSIS OF FOREIGN EXCHANGE AND SENSEX FLUCTUATION IN INDIAN PERSPECTIVE.PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. VOL. 463. ISSUE . P. 188 -201 95 90% 1
2 SHAO, YH , GU, GF , JIANG, ZQ , ZHOU, WX , (2015) EFFECTS OF POLYNOMIAL TRENDS ON DETRENDING MOVING AVERAGE ANALYSIS.FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY. VOL. 23. ISSUE 3. P. - 61 95% 5
3 XIONG, H , SHANG, P , (2017) DETRENDED FLUCTUATION ANALYSIS OF MULTIVARIATE TIME SERIES.COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION. VOL. 42. ISSUE . P. 12 -21 39 87% 1
4 ZHOU, WX , (2012) FINITE-SIZE EFFECT AND THE COMPONENTS OF MULTIFRACTALITY IN FINANCIAL VOLATILITY.CHAOS SOLITONS & FRACTALS. VOL. 45. ISSUE 2. P. 147 -155 59 84% 46
5 KRISTOUFEK, L , (2015) FINITE SAMPLE PROPERTIES OF POWER-LAW CROSS-CORRELATIONS ESTIMATORS.PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. VOL. 419. ISSUE . P. 513 -525 49 100% 7
6 RUAN, YP , ZHOU, WX , (2011) LONG-TERM CORRELATIONS AND MULTIFRACTAL NATURE IN THE INTERTRADE DURATIONS OF A LIQUID CHINESE STOCK AND ITS WARRANT.PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. VOL. 390. ISSUE 9. P. 1646 -1654 68 81% 24
7 XIE, WJ , JIANG, ZQ , GU, GF , XIONG, X , ZHOU, WX , (2015) JOINT MULTIFRACTAL ANALYSIS BASED ON THE PARTITION FUNCTION APPROACH: ANALYTICAL ANALYSIS, NUMERICAL SIMULATION AND EMPIRICAL APPLICATION.NEW JOURNAL OF PHYSICS. VOL. 17. ISSUE . P. - 55 80% 13
8 SUKPITAK, J , HENGPUNYA, V , (2016) THE INFLUENCE OF TRADING VOLUME ON MARKET EFFICIENCY: THE DCCA APPROACH.PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. VOL. 458. ISSUE . P. 259 -265 51 91% 1
9 XIE, WJ , JIANG, ZQ , ZHOU, WX , (2014) EXTREME VALUE STATISTICS AND RECURRENCE INTERVALS OF NYMEX ENERGY FUTURES VOLATILITY.ECONOMIC MODELLING. VOL. 36. ISSUE . P. 8 -17 58 84% 7
10 GRECH, D , MAZUR, Z , (2013) ON THE SCALING RANGES OF DETRENDED FLUCTUATION ANALYSIS FOR LONG-TERM MEMORY CORRELATED SHORT SERIES OF DATA.PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. VOL. 392. ISSUE 10. P. 2384 -2397 50 94% 20

Classes with closest relation at Level 1


Rank Class id link
1 15126 ECONOPHYSICS//STOCK NETWORK//FINANCIAL CORRELATIONS
2 20998 MINORITY GAME//EVOLUTIONARY MINORITY GAME//TRIESTE SISSA UNIT
3 22058 ALLAN FACTOR//C COGNIT ACT PERCEPT//COGNIT ACT PERCEPT
4 13885 WEALTH DISTRIBUTION//ECONOPHYSICS//PARETOS LAW
5 26937 FORWIND WIND ENERGY//TOY MODELS OF EARTHQUAKES//INVERSE POWER DISTRIBUTION
6 19428 MULTISCALE ENTROPY//SAMPLE ENTROPY//APPROXIMATE ENTROPY
7 11165 LATENT PERIODICITY//TRIPLET PERIODICITY//LONG RANGE CORRELATION
8 23862 PERMUTATION ENTROPY//ORDINAL PATTERNS//CHAOS BIOL GRP
9 27834 BITCOIN//GOOGLE TRENDS//IND INFORMAT ANAL
10 34056 INTERDISCIPLINARY APPLICATIONS//SIR CV RAMAN PHYS MUS//1 F DISTRIBUTIONS

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