| Publication | Date of Publication | Type |
|---|
| Fluctuation entropy and complexity of financial percolation model with random jump on gasket fractal lattice | 2022-08-08 | Paper |
| Multiscale statistical behaviors for Ising financial dynamics with continuum percolation jump | 2022-08-02 | Paper |
| Volatility aggregation intensity energy futures series on stochastic finite-range exclusion dynamics | 2022-07-22 | Paper |
| Statistical volatility duration and complexity of financial dynamics on Sierpinski gasket lattice percolation | 2022-07-15 | Paper |
| Complex and composite entropy fluctuation behaviors of statistical physics interacting financial model | 2022-07-15 | Paper |
| Modeling and complexity of stochastic interacting Lévy type financial price dynamics | 2022-06-27 | Paper |
| Nonlinear complexity behaviors of agent-based 3D Potts financial dynamics with random environments | 2022-06-23 | Paper |
| Multiscale multifractal DCCA and complexity behaviors of return intervals for Potts price model | 2022-06-23 | Paper |
| Nonlinear stochastic exclusion financial dynamics modeling and time-dependent intrinsic detrended cross-correlation | 2022-06-20 | Paper |
| Fluctuation behavior analysis of stochastic exclusion financial dynamics with random jump | 2022-05-16 | Paper |
| A novel multiple attribute decision making method based on q-rung dual hesitant uncertain linguistic sets and Muirhead mean | 2021-02-09 | Paper |
| Power-law scaling behavior analysis of financial time series model by voter interacting dynamic system | 2020-10-26 | Paper |
| Lattice-oriented percolation system applied to volatility behavior of stock market | 2020-10-21 | Paper |
| Multivariate multiscale entropy of financial markets | 2020-10-14 | Paper |
| Minimum sensitivity based robust beamforming with eigenspace decomposition | 2020-08-03 | Paper |
| Some \(q\)-rung orthopair fuzzy point weighted aggregation operators for multi-attribute decision making | 2020-07-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5219611 | 2020-03-12 | Paper |
| Some partitioned Maclaurin symmetric mean based on \(q\)-rung orthopair fuzzy information for dealing with multi-attribute group decision making | 2019-11-13 | Paper |
| Some picture fuzzy Dombi Heronian mean operators with their application to multi-attribute decision-making | 2019-11-13 | Paper |
| A novel approach to multi-attribute group decision-making based on interval-valued intuitionistic fuzzy power Muirhead mean | 2019-11-13 | Paper |
| Nonlinear analysis of return time series model by oriented percolation dynamic system | 2019-08-16 | Paper |
| Nonlinear Complexity and Chaotic Behaviors on Finite-Range Stochastic Epidemic Financial Dynamics | 2019-07-23 | Paper |
| Nonlinear fluctuation behavior of financial time series model by statistical physics system | 2019-02-14 | Paper |
| Complex Similarity and Fluctuation Dynamics of Financial Markets on Voter Interacting Dynamic System | 2019-01-15 | Paper |
| Linking market interaction intensity of 3D Ising type financial model with market volatility | 2018-11-13 | Paper |
| Some hesitant fuzzy linguistic Muirhead means with their application to multiattribute group decision-making | 2018-09-27 | Paper |
| Graph based and multifractal analysis of financial time series model by continuum percolation | 2018-09-24 | Paper |
| Nonlinear stochastic interacting dynamics and complexity of financial gasket fractal-like lattice percolation | 2018-04-04 | Paper |
| Generalized point aggregation operators for dual hesitant fuzzy information | 2017-12-21 | Paper |
| Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems | 2017-11-17 | Paper |
| Nonlinear multi-analysis of agent-based financial market dynamics by epidemic system | 2017-11-17 | Paper |
| Some generalized Pythagorean fuzzy Bonferroni mean aggregation operators with their application to multiattribute group decision-making | 2017-10-26 | Paper |
| Weighted fractional permutation entropy and fractional sample entropy for nonlinear Potts financial dynamics | 2017-10-17 | Paper |
| Nonlinear scaling analysis approach of agent-based Potts financial dynamical model | 2017-05-19 | Paper |
| Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System | 2016-04-18 | Paper |
| Quantifying complexity of financial short-term time series by composite multiscale entropy measure | 2016-01-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3193416 | 2015-10-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5257156 | 2015-06-29 | Paper |
| Complex system analysis of market return percolation model on Sierpinski carpet lattice fractal | 2015-04-27 | Paper |
| Phase and multifractality analyses of random price time series by finite-range interacting biased voter system | 2015-03-05 | Paper |
| Volatility degree forecasting of stock market by stochastic time strength neural network | 2014-11-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5398728 | 2014-02-28 | Paper |
| Effect of boundary conditions on stochastic Ising-like financial market price model | 2013-08-29 | Paper |
| STATISTICAL PROPERTIES AND MULTIFRACTAL BEHAVIORS OF MARKET RETURNS BY ISING DYNAMIC SYSTEMS | 2013-03-15 | Paper |
| Forecasting crude oil price and stock price by jump stochastic time effective neural network model | 2012-04-04 | Paper |
| Analysis of two-layered random interfaces for two dimensional Widom-Rowlinson's model | 2012-01-16 | Paper |
| Voter interacting systems applied to Chinese stock markets | 2011-08-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3071513 | 2011-02-05 | Paper |
| FINITE-RANGE CONTACT PROCESS ON THE MARKET RETURN INTERVALS DISTRIBUTIONS | 2010-12-15 | Paper |
| Fluctuations of stock price model by statistical physics systems | 2010-07-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3405199 | 2010-02-12 | Paper |
| STATISTICAL ANALYSIS BY STATISTICAL PHYSICS MODEL FOR THE STOCK MARKETS | 2010-01-25 | Paper |
| The stochastic Ising model with the mixed boundary conditions | 2009-11-06 | Paper |
| Fluctuations of interface statistical physics models applied to a stock market model | 2008-05-16 | Paper |
| SUPERCRITICAL ISING MODEL ON THE LATTICE FRACTAL — THE SIERPINSKI CARPET | 2006-05-29 | Paper |
| The statistical properties of the interfaces for the lattice Widom--Rowlinson model | 2006-05-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3157625 | 2005-01-19 | Paper |
| The spectral gap of two-dimensional Ising model with a hole: shrinking effect of contours | 2000-11-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4236963 | 1999-07-19 | Paper |
| A sufficient condition for non-coexistence of one dimensional multicolor contact processes | 1995-04-25 | Paper |
