Fluctuation behavior analysis of international crude oil and gasoline price based on complex network perspective

By Minggang Wang, Ying Chen, Lixin Tian, Shumin Jiang, Zihao Tian, Ruijin Du. 2016

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Which Artificial Intelligence Algorithm Better Predicts the Chinese Stock Market? (2018, methodology): “Artiﬁcial intelligence algorithms have been used to predict economic and market behavior [32]–[34].”
A novel hybrid method of forecasting crude oil prices using complex network science and artificial intelligence algorithms (2018, methodology): “Here we use coarse geometry theory to map the time series into a directed and weighted network [39,43].”
Exact results of the limited penetrable horizontal visibility graph associated to random time series and its application (2017, background): “Because fluctuations in crude oil future prices differ in different time periods, we separate our data into two periods, a more stable period from 4 April 1983 to 10 February 2004 and a period of sharp fluctuations from 11 February 2004 to 15 August 2017 [19].”