{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,2,21]],"date-time":"2025-02-21T05:49:27Z","timestamp":1740116967591,"version":"3.37.3"},"reference-count":98,"publisher":"Elsevier BV","license":[{"start":{"date-parts":[[2023,1,1]],"date-time":"2023-01-01T00:00:00Z","timestamp":1672531200000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.elsevier.com\/tdm\/userlicense\/1.0\/"},{"start":{"date-parts":[[2023,1,1]],"date-time":"2023-01-01T00:00:00Z","timestamp":1672531200000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-017"},{"start":{"date-parts":[[2023,1,1]],"date-time":"2023-01-01T00:00:00Z","timestamp":1672531200000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-037"},{"start":{"date-parts":[[2023,1,1]],"date-time":"2023-01-01T00:00:00Z","timestamp":1672531200000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-012"},{"start":{"date-parts":[[2023,1,1]],"date-time":"2023-01-01T00:00:00Z","timestamp":1672531200000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-029"},{"start":{"date-parts":[[2023,1,1]],"date-time":"2023-01-01T00:00:00Z","timestamp":1672531200000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-004"}],"funder":[{"DOI":"10.13039\/501100000923","name":"Australian Research Council","doi-asserted-by":"publisher","award":["DP170102927"],"id":[{"id":"10.13039\/501100000923","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":["elsevier.com","sciencedirect.com"],"crossmark-restriction":true},"short-container-title":["Expert Systems with Applications"],"published-print":{"date-parts":[[2023,1]]},"DOI":"10.1016\/j.eswa.2022.118437","type":"journal-article","created":{"date-parts":[[2022,8,15]],"date-time":"2022-08-15T14:40:22Z","timestamp":1660574422000},"page":"118437","update-policy":"https:\/\/doi.org\/10.1016\/elsevier_cm_policy","source":"Crossref","is-referenced-by-count":1,"special_numbering":"C","title":["Detecting criticality in complex univariate time-series: A case study of the U.S. housing market crisis and other markets"],"prefix":"10.1016","volume":"211","author":[{"ORCID":"https:\/\/orcid.org\/0000-0003-2199-2515","authenticated-orcid":false,"given":"Michael S.","family":"Harr\u00e9","sequence":"first","affiliation":[]},{"ORCID":"https:\/\/orcid.org\/0000-0001-7935-8301","authenticated-orcid":false,"given":"Ayham","family":"Zaitouny","sequence":"additional","affiliation":[]}],"member":"78","reference":[{"issue":"1","key":"10.1016\/j.eswa.2022.118437_b1","doi-asserted-by":"crossref","first-page":"43","DOI":"10.1080\/14616718.2014.997431","article-title":"The great moderation, the great excess and the global housing crisis","volume":"15","author":"Aalbers","year":"2015","journal-title":"International Journal of Housing Policy"},{"key":"10.1016\/j.eswa.2022.118437_b2","series-title":"Restoring financial stability: how to repair a failed system","first-page":"1","article-title":"The financial crisis of 2007\u20132009: Causes and remedies","author":"Acharya","year":"2009"},{"issue":"4","key":"10.1016\/j.eswa.2022.118437_b3","doi-asserted-by":"crossref","first-page":"405","DOI":"10.1016\/S0140-9883(00)00079-7","article-title":"Chaos in oil prices? Evidence from futures markets","volume":"23","author":"Adrangi","year":"2001","journal-title":"Energy Economics"},{"issue":"6","key":"10.1016\/j.eswa.2022.118437_b4","doi-asserted-by":"crossref","DOI":"10.1103\/PhysRevE.99.062313","article-title":"Q-Gaussian diffusion in stock markets","volume":"99","author":"Alonso-Marroquin","year":"2019","journal-title":"Physical Review E"},{"key":"10.1016\/j.eswa.2022.118437_b5","doi-asserted-by":"crossref","DOI":"10.1016\/j.physa.2020.125587","article-title":"Methods for forecasting the effect of exogenous risks on stock markets","volume":"568","author":"Arias-Calluari","year":"2021","journal-title":"Physica A: Statistical Mechanics and its Applications"},{"key":"10.1016\/j.eswa.2022.118437_b6","doi-asserted-by":"crossref","DOI":"10.1016\/j.physa.2021.126487","article-title":"Testing stationarity of the detrended price return in stock markets","volume":"587","author":"Arias-Calluari","year":"2022","journal-title":"Physica A: Statistical Mechanics and its Applications"},{"issue":"2","key":"10.1016\/j.eswa.2022.118437_b7","doi-asserted-by":"crossref","first-page":"92","DOI":"10.1038\/scientificamerican0290-92","article-title":"Positive feedbacks in the economy","volume":"262","author":"Arthur","year":"1990","journal-title":"Scientific American"},{"issue":"7","key":"10.1016\/j.eswa.2022.118437_b8","doi-asserted-by":"crossref","first-page":"1808","DOI":"10.1017\/S1365100516000882","article-title":"Booms and busts in a housing market with heterogeneous agents","volume":"22","author":"Ascari","year":"2018","journal-title":"Macroeconomic Dynamics"},{"unstructured":"Axtell,\u00a0R., Farmer,\u00a0D., Geanakoplos,\u00a0J., Howitt,\u00a0P., Carrella,\u00a0E., Conlee,\u00a0B., et al. (2014). An agent-based model of the housing market bubble in metropolitan Washington, DC. In Deutsche Bundesbank\u2019s spring conference on \u201chousing markets and the macroeconomy: challenges for monetary policy and financial stability (pp. 5\u20136).","key":"10.1016\/j.eswa.2022.118437_b9"},{"year":"2016","author":"Baptista","series-title":"Macroprudential policy in an agent-based model of the UK housing market","key":"10.1016\/j.eswa.2022.118437_b10"},{"issue":"6","key":"10.1016\/j.eswa.2022.118437_b11","doi-asserted-by":"crossref","first-page":"959","DOI":"10.1080\/14697688.2014.950319","article-title":"Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility","volume":"15","author":"Barunik","year":"2015","journal-title":"Quantitative Finance"},{"issue":"10","key":"10.1016\/j.eswa.2022.118437_b12","doi-asserted-by":"crossref","first-page":"1824","DOI":"10.1016\/j.jedc.2009.04.004","article-title":"Can a stochastic cusp catastrophe model explain stock market crashes?","volume":"33","author":"Barun\u00edk","year":"2009","journal-title":"Journal of Economic Dynamics and Control"},{"issue":"6","key":"10.1016\/j.eswa.2022.118437_b13","doi-asserted-by":"crossref","first-page":"2597","DOI":"10.1111\/jofi.12203","article-title":"The global crisis and equity market contagion","volume":"69","author":"Bekaert","year":"2014","journal-title":"The Journal of Finance"},{"key":"10.1016\/j.eswa.2022.118437_b14","doi-asserted-by":"crossref","first-page":"282","DOI":"10.1016\/j.jimonfin.2012.11.016","article-title":"The multiscale causal dynamics of foreign exchange markets","volume":"33","author":"Bekiros","year":"2013","journal-title":"Journal of International Money and Finance"},{"issue":"4","key":"10.1016\/j.eswa.2022.118437_b15","doi-asserted-by":"crossref","first-page":"27","DOI":"10.1257\/jep.9.4.27","article-title":"Inside the black box: The credit channel of monetary policy transmission","volume":"9","author":"Bernanke","year":"1995","journal-title":"Journal of Economic Perspectives"},{"issue":"5","key":"10.1016\/j.eswa.2022.118437_b16","doi-asserted-by":"crossref","first-page":"1433","DOI":"10.1007\/s40430-015-0453-y","article-title":"An overview of 0\u20131 test for chaos","volume":"38","author":"Bernardini","year":"2016","journal-title":"Journal of the Brazilian Society of Mechanical Sciences and Engineering"},{"doi-asserted-by":"crossref","unstructured":"Bolt,\u00a0W., Demertzis,\u00a0M., Diks,\u00a0C. G., Hommes,\u00a0C. H., & van\u00a0der Leij,\u00a0M. (2014). Identifying booms and busts in house prices under heterogeneous expectations: De Nederlandsche Bank Working Paper.","key":"10.1016\/j.eswa.2022.118437_b17","DOI":"10.2139\/ssrn.2541666"},{"key":"10.1016\/j.eswa.2022.118437_b18","doi-asserted-by":"crossref","first-page":"234","DOI":"10.1016\/j.jedc.2019.04.003","article-title":"Identifying booms and busts in house prices under heterogeneous expectations","volume":"103","author":"Bolt","year":"2019","journal-title":"Journal of Economic Dynamics and Control"},{"key":"10.1016\/j.eswa.2022.118437_b19","doi-asserted-by":"crossref","first-page":"45","DOI":"10.1111\/acfi.12390","article-title":"Information flow around stock market collapse","volume":"58","author":"Bossomaier","year":"2018","journal-title":"Accounting & Finance"},{"issue":"2","key":"10.1016\/j.eswa.2022.118437_b20","doi-asserted-by":"crossref","first-page":"343","DOI":"10.1016\/S0304-4076(01)00139-7","article-title":"Nonparametric tests for unit roots and cointegration","volume":"108","author":"Breitung","year":"2002","journal-title":"Journal of Econometrics"},{"issue":"8\u20139","key":"10.1016\/j.eswa.2022.118437_b21","doi-asserted-by":"crossref","first-page":"1235","DOI":"10.1016\/S0165-1889(98)00011-6","article-title":"Heterogeneous beliefs and routes to chaos in a simple asset pricing model","volume":"22","author":"Brock","year":"1998","journal-title":"Journal of Economic Dynamics and Control"},{"issue":"11","key":"10.1016\/j.eswa.2022.118437_b22","doi-asserted-by":"crossref","first-page":"2829","DOI":"10.1016\/j.jbankfin.2011.03.012","article-title":"Volatility transmission in emerging European foreign exchange markets","volume":"35","author":"Bub\u00e1k","year":"2011","journal-title":"Journal of Banking & Finance"},{"key":"10.1016\/j.eswa.2022.118437_b23","doi-asserted-by":"crossref","first-page":"247","DOI":"10.1016\/j.irfa.2015.03.011","article-title":"Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests","volume":"41","author":"Choudhry","year":"2015","journal-title":"International Review of Financial Analysis"},{"issue":"4","key":"10.1016\/j.eswa.2022.118437_b24","first-page":"360","article-title":"Stochastic catastrophe models and multimodal distributions","volume":"23","author":"Cobb","year":"1978","journal-title":"Systems Research and Behavioral Science"},{"issue":"3","key":"10.1016\/j.eswa.2022.118437_b25","doi-asserted-by":"crossref","first-page":"441","DOI":"10.2307\/1885539","article-title":"Coordinating coordination failures in Keynesian models","volume":"103","author":"Cooper","year":"1988","journal-title":"Quarterly Journal of Economics"},{"issue":"2245","key":"10.1016\/j.eswa.2022.118437_b26","article-title":"The polycentric dynamics of melbourne and sydney: Suburb attractiveness divides a city at the home ownership level","volume":"477","author":"Crosato","year":"2021","journal-title":"Proceedings of the Royal Society of London, Series A (Mathematical and Physical Sciences)"},{"issue":"6","key":"10.1016\/j.eswa.2022.118437_b27","doi-asserted-by":"crossref","first-page":"1848","DOI":"10.1093\/rfs\/hhp033","article-title":"Understanding the subprime mortgage crisis","volume":"24","author":"Demyanyk","year":"2011","journal-title":"Review of Financial Studies"},{"issue":"2","key":"10.1016\/j.eswa.2022.118437_b28","doi-asserted-by":"crossref","first-page":"303","DOI":"10.1007\/s00191-011-0259-8","article-title":"A simple model of a speculative housing market","volume":"22","author":"Dieci","year":"2012","journal-title":"Journal of Evolutionary Economics"},{"key":"10.1016\/j.eswa.2022.118437_b29","doi-asserted-by":"crossref","first-page":"68","DOI":"10.1016\/j.jedc.2016.05.008","article-title":"Can a stochastic cusp catastrophe model explain housing market crashes?","volume":"69","author":"Diks","year":"2016","journal-title":"Journal of Economic Dynamics and Control"},{"issue":"4","key":"10.1016\/j.eswa.2022.118437_b30","doi-asserted-by":"crossref","first-page":"203","DOI":"10.1016\/j.jfs.2010.05.002","article-title":"Housing markets and the financial crisis of 2007\u20132009: lessons for the future","volume":"6","author":"Duca","year":"2010","journal-title":"Journal of Financial Stability"},{"key":"10.1016\/j.eswa.2022.118437_b31","first-page":"1","article-title":"The impact of social influence in Australian real estate: Market forecasting with a spatial agent-based model","author":"Evans","year":"2021","journal-title":"Journal of Economic Interaction and Coordination"},{"issue":"4","key":"10.1016\/j.eswa.2022.118437_b32","first-page":"545","article-title":"Stock returns, real activity, inflation, and money","volume":"71","author":"Fama","year":"1981","journal-title":"The American Economic Review"},{"issue":"1","key":"10.1016\/j.eswa.2022.118437_b33","doi-asserted-by":"crossref","first-page":"59","DOI":"10.1016\/0304-3932(90)90045-6","article-title":"Term-structure forecasts of interest rates, inflation and real returns","volume":"25","author":"Fama","year":"1990","journal-title":"Journal of Monetary Economics"},{"issue":"6","key":"10.1016\/j.eswa.2022.118437_b34","doi-asserted-by":"crossref","first-page":"1467","DOI":"10.1257\/aer.104.6.1467","article-title":"Two pillars of asset pricing","volume":"104","author":"Fama","year":"2014","journal-title":"American Economic Review"},{"issue":"1","key":"10.1016\/j.eswa.2022.118437_b35","doi-asserted-by":"crossref","first-page":"60","DOI":"10.1017\/S1365100509090531","article-title":"The period of financial distress in speculative markets: Interacting heterogeneous agents and financial constraints","volume":"15","author":"Gallegati","year":"2011","journal-title":"Macroeconomic Dynamics"},{"issue":"3","key":"10.1016\/j.eswa.2022.118437_b36","doi-asserted-by":"crossref","first-page":"53","DOI":"10.1257\/aer.102.3.53","article-title":"Getting at systemic risk via an agent-based model of the housing market","volume":"102","author":"Geanakoplos","year":"2012","journal-title":"American Economic Review"},{"issue":"6585","key":"10.1016\/j.eswa.2022.118437_b37","doi-asserted-by":"crossref","first-page":"767","DOI":"10.1038\/381767a0","article-title":"Turbulent cascades in foreign exchange markets","volume":"381","author":"Ghashghaie","year":"1996","journal-title":"Nature"},{"issue":"6","key":"10.1016\/j.eswa.2022.118437_b38","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1007\/s43546-021-00077-2","article-title":"Explaining herding and volatility in the cyclical price dynamics of urban housing markets using a large-scale agent-based model","volume":"1","author":"Glavatskiy","year":"2021","journal-title":"SN Business & Economics"},{"key":"10.1016\/j.eswa.2022.118437_b39","series-title":"Handbook of experimental game theory","article-title":"Stochastic game theory for social science: A primer on quantal response equilibrium","author":"Goeree","year":"2020"},{"issue":"4","key":"10.1016\/j.eswa.2022.118437_b40","doi-asserted-by":"crossref","first-page":"331","DOI":"10.1007\/s10368-007-0098-0","article-title":"The background to the 2007 financial crisis","volume":"4","author":"Goodhart","year":"2008","journal-title":"International Economics and Economic Policy"},{"issue":"2042","key":"10.1016\/j.eswa.2022.118437_b41","doi-asserted-by":"crossref","first-page":"603","DOI":"10.1098\/rspa.2003.1183","article-title":"A new test for chaos in deterministic systems","volume":"460","author":"Gottwald","year":"2004","journal-title":"Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences"},{"issue":"6","key":"10.1016\/j.eswa.2022.118437_b42","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1140\/epjb\/e2013-31064-x","article-title":"Simple nonlinear systems and navigating catastrophes","volume":"86","author":"Harr\u00e9","year":"2013","journal-title":"The European Physical Journal B"},{"issue":"1","key":"10.1016\/j.eswa.2022.118437_b43","doi-asserted-by":"crossref","first-page":"18009","DOI":"10.1209\/0295-5075\/87\/18009","article-title":"Phase-transition\u2013like behaviour of information measures in financial markets","volume":"87","author":"Harr\u00e9","year":"2009","journal-title":"EPL (Europhysics Letters)"},{"issue":"9","key":"10.1016\/j.eswa.2022.118437_b44","doi-asserted-by":"crossref","first-page":"5102","DOI":"10.3390\/e16095102","article-title":"Strategic islands in economic games: Isolating economies from better outcomes","volume":"16","author":"Harr\u00e9","year":"2014","journal-title":"Entropy"},{"issue":"4","key":"10.1016\/j.eswa.2022.118437_b45","article-title":"Singularities and catastrophes in economics: Historical perspectives and future directions","volume":"64","author":"Harr\u00e9","year":"2020","journal-title":"Romanian Journal of Pure and Applied Mathematics"},{"issue":"1","key":"10.1016\/j.eswa.2022.118437_b46","doi-asserted-by":"crossref","first-page":"149","DOI":"10.1257\/jel.20191434","article-title":"Behavioral and experimental macroeconomics and policy analysis: a complex systems approach","volume":"59","author":"Hommes","year":"2021","journal-title":"Journal of Economic Literature"},{"issue":"18","key":"10.1016\/j.eswa.2022.118437_b47","doi-asserted-by":"crossref","first-page":"7333","DOI":"10.1073\/pnas.1005431108","article-title":"Managing ecological thresholds in coupled environmental\u2013human systems","volume":"108","author":"Horan","year":"2011","journal-title":"Proceedings of the National Academy of Sciences"},{"year":"2020","author":"Jiang","series-title":"Applications of deep learning in stock market prediction: recent progress","key":"10.1016\/j.eswa.2022.118437_b48"},{"year":"2004","author":"Kantz","series-title":"Nonlinear time series analysis, vol. 7","key":"10.1016\/j.eswa.2022.118437_b49"},{"year":"2005","author":"Kindelberger","series-title":"Manias, panics and crashes: a history of financial crisis","key":"10.1016\/j.eswa.2022.118437_b50"},{"issue":"6","key":"10.1016\/j.eswa.2022.118437_b51","doi-asserted-by":"crossref","first-page":"1040","DOI":"10.1109\/JSTSP.2016.2593099","article-title":"Estimating tipping points in feedback-driven financial networks","volume":"10","author":"Kostanj\u010dar","year":"2016","journal-title":"IEEE Journal of Selected Topics in Signal Processing"},{"key":"10.1016\/j.eswa.2022.118437_b52","doi-asserted-by":"crossref","first-page":"389","DOI":"10.1016\/j.physa.2016.09.031","article-title":"A study on chaos in crude oil markets before and after 2008 international financial crisis","volume":"466","author":"Lahmiri","year":"2017","journal-title":"Physica A: Statistical Mechanics and its Applications"},{"issue":"3","key":"10.1016\/j.eswa.2022.118437_b53","doi-asserted-by":"crossref","first-page":"531","DOI":"10.1093\/jiel\/jgq022","article-title":"The crisis of 2007\u201309: Nature, causes, and reactions","volume":"13","author":"Lastra","year":"2010","journal-title":"Journal of International Economic Law"},{"issue":"3","key":"10.1016\/j.eswa.2022.118437_b54","doi-asserted-by":"crossref","first-page":"783","DOI":"10.1257\/0022051042177711","article-title":"Rational exuberance","volume":"42","author":"Le\u00a0Roy","year":"2004","journal-title":"Journal of Economic Literature"},{"issue":"1688","key":"10.1016\/j.eswa.2022.118437_b55","doi-asserted-by":"crossref","first-page":"397","DOI":"10.1098\/rsta.1994.0099","article-title":"Chaos and nonlinear forecastability in economics and finance","volume":"348","author":"LeBaron","year":"1994","journal-title":"Philosophical Transactions of the Royal Society of London. Series A: Physical and Engineering Sciences"},{"issue":"5","key":"10.1016\/j.eswa.2022.118437_b56","article-title":"Potential analysis reveals changing number of climate states during the last 60 kyr","volume":"5","author":"Livina","year":"2009","journal-title":"Climate of the Past Discussions"},{"key":"10.1016\/j.eswa.2022.118437_b57","doi-asserted-by":"crossref","first-page":"11","DOI":"10.3389\/frobt.2014.00011","article-title":"JIDT: An information-theoretic toolkit for studying the dynamics of complex systems","volume":"1","author":"Lizier","year":"2014","journal-title":"Frontiers in Robotics and AI"},{"issue":"6535","key":"10.1016\/j.eswa.2022.118437_b58","doi-asserted-by":"crossref","first-page":"46","DOI":"10.1038\/376046a0","article-title":"Scaling behaviour in the dynamics of an economic index","volume":"376","author":"Mantegna","year":"1995","journal-title":"Nature"},{"issue":"6601","key":"10.1016\/j.eswa.2022.118437_b59","doi-asserted-by":"crossref","first-page":"587","DOI":"10.1038\/383587a0","article-title":"Turbulence and financial markets","volume":"383","author":"Mantegna","year":"1996","journal-title":"Nature"},{"issue":"5\u20136","key":"10.1016\/j.eswa.2022.118437_b60","doi-asserted-by":"crossref","first-page":"237","DOI":"10.1016\/j.physrep.2006.11.001","article-title":"Recurrence plots for the analysis of complex systems","volume":"438","author":"Marwan","year":"2007","journal-title":"Physics Reports"},{"issue":"1","key":"10.1016\/j.eswa.2022.118437_b61","doi-asserted-by":"crossref","first-page":"6","DOI":"10.1006\/game.1995.1023","article-title":"Quantal response equilibria for normal form games","volume":"10","author":"McKelvey","year":"1995","journal-title":"Games and Economic Behavior"},{"unstructured":"Minsky,\u00a0H. P. (1992). The financial instability hypothesis: The Jerome Levy economics institute working paper, (74).","key":"10.1016\/j.eswa.2022.118437_b62"},{"year":"2012","author":"Muellbauer","series-title":"When is a housing market overheated enough to threaten stability?","key":"10.1016\/j.eswa.2022.118437_b63"},{"issue":"1\u20132","key":"10.1016\/j.eswa.2022.118437_b64","doi-asserted-by":"crossref","first-page":"247","DOI":"10.1016\/S0378-4371(02)01882-4","article-title":"Dynamic asset trees and Black Monday","volume":"324","author":"Onnela","year":"2003","journal-title":"Physica A: Statistical Mechanics and its Applications"},{"issue":"6","key":"10.1016\/j.eswa.2022.118437_b65","doi-asserted-by":"crossref","first-page":"2928","DOI":"10.1016\/j.eswa.2014.11.040","article-title":"Using machine learning algorithms for housing price prediction: The case of Fairfax County, Virginia housing data","volume":"42","author":"Park","year":"2015","journal-title":"Expert Systems with Applications"},{"key":"10.1016\/j.eswa.2022.118437_b66","doi-asserted-by":"crossref","DOI":"10.1016\/j.physa.2020.125108","article-title":"Identification and prediction of bifurcation tipping points using complex networks based on quasi-isometric mapping","volume":"560","author":"Peng","year":"2020","journal-title":"Physica A: Statistical Mechanics and its Applications"},{"issue":"3","key":"10.1016\/j.eswa.2022.118437_b67","doi-asserted-by":"crossref","first-page":"455","DOI":"10.3982\/QE82","article-title":"Dating the timeline of financial bubbles during the subprime crisis","volume":"2","author":"Phillips","year":"2011","journal-title":"Quantitative Economics"},{"issue":"5","key":"10.1016\/j.eswa.2022.118437_b68","doi-asserted-by":"crossref","first-page":"519","DOI":"10.1016\/j.socec.2012.04.019","article-title":"The preponderant causes of the USA banking crisis 2007\u201308","volume":"41","author":"Pol","year":"2012","journal-title":"The Journal of Socio-Economics"},{"doi-asserted-by":"crossref","unstructured":"Rapp,\u00a0P. E., Darmon,\u00a0D. M., & Cellucci,\u00a0C. J. (2013). Hierarchical transition chronometries in the human central nervous system. In Proceedings international conference on nonlinear theory and applications.","key":"10.1016\/j.eswa.2022.118437_b69","DOI":"10.15248\/proc.2.286"},{"issue":"2","key":"10.1016\/j.eswa.2022.118437_b70","doi-asserted-by":"crossref","first-page":"339","DOI":"10.1257\/aer.98.2.339","article-title":"Is the 2007 US sub-prime financial crisis so different? An international historical comparison","volume":"98","author":"Reinhart","year":"2008","journal-title":"American Economic Review"},{"key":"10.1016\/j.eswa.2022.118437_b71","doi-asserted-by":"crossref","DOI":"10.1016\/j.eswa.2021.114590","article-title":"Machine learning with explainability or spatial hedonics tools? An analysis of the asking prices in the housing market in Alicante, Spain","volume":"171","author":"Rico-Juan","year":"2021","journal-title":"Expert Systems with Applications"},{"issue":"10","key":"10.1016\/j.eswa.2022.118437_b72","doi-asserted-by":"crossref","first-page":"3255","DOI":"10.1016\/j.jedc.2006.09.013","article-title":"The rise and fall of catastrophe theory applications in economics: Was the baby thrown out with the bathwater?","volume":"31","author":"Rosser","year":"2007","journal-title":"Journal of Economic Dynamics and Control"},{"year":"2013","author":"Rosser","series-title":"From catastrophe to chaos: a general theory of economic discontinuities","key":"10.1016\/j.eswa.2022.118437_b73"},{"issue":"7260","key":"10.1016\/j.eswa.2022.118437_b74","doi-asserted-by":"crossref","first-page":"53","DOI":"10.1038\/nature08227","article-title":"Early-warning signals for critical transitions","volume":"461","author":"Scheffer","year":"2009","journal-title":"Nature"},{"issue":"6105","key":"10.1016\/j.eswa.2022.118437_b75","doi-asserted-by":"crossref","first-page":"344","DOI":"10.1126\/science.1225244","article-title":"Anticipating critical transitions","volume":"338","author":"Scheffer","year":"2012","journal-title":"Science"},{"issue":"2","key":"10.1016\/j.eswa.2022.118437_b76","doi-asserted-by":"crossref","first-page":"2843","DOI":"10.1016\/j.eswa.2008.01.044","article-title":"Determinants of house prices in Turkey: Hedonic regression versus artificial neural network","volume":"36","author":"Selim","year":"2009","journal-title":"Expert Systems with Applications"},{"year":"2007","author":"Shiller","series-title":"Understanding recent trends in house prices and home ownership","key":"10.1016\/j.eswa.2022.118437_b77"},{"key":"10.1016\/j.eswa.2022.118437_b78","series-title":"The economists\u2019 voice","first-page":"269","article-title":"33. Long-term perspectives on the current boom in home prices","author":"Shiller","year":"2011"},{"issue":"6","key":"10.1016\/j.eswa.2022.118437_b79","doi-asserted-by":"crossref","first-page":"1486","DOI":"10.1257\/aer.104.6.1486","article-title":"Speculative asset prices","volume":"104","author":"Shiller","year":"2014","journal-title":"American Economic Review"},{"issue":"1","key":"10.1016\/j.eswa.2022.118437_b80","doi-asserted-by":"crossref","first-page":"55","DOI":"10.1162\/106454602753694765","article-title":"Agent-based computational economics: Growing economies from the bottom up","volume":"8","author":"Tesfatsion","year":"2002","journal-title":"Artificial Life"},{"year":"2006","author":"Tesfatsion","series-title":"Handbook of computational economics: agent-based computational economics","key":"10.1016\/j.eswa.2022.118437_b81"},{"year":"2018","author":"Thom","series-title":"Structural stability and morphogenesis","key":"10.1016\/j.eswa.2022.118437_b82"},{"issue":"1","key":"10.1016\/j.eswa.2022.118437_b83","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1038\/s42003-019-0715-9","article-title":"A simple method for detecting chaos in nature","volume":"3","author":"Toker","year":"2020","journal-title":"Communications Biology"},{"key":"10.1016\/j.eswa.2022.118437_b84","doi-asserted-by":"crossref","first-page":"518","DOI":"10.1016\/j.econmod.2013.08.013","article-title":"The 2007 financial crisis and the UK residential housing market: Did the relationship between interest rates and house prices change?","volume":"37","author":"Tse","year":"2014","journal-title":"Economic Modelling"},{"key":"10.1016\/j.eswa.2022.118437_b85","first-page":"Q4","article-title":"Agent-based models: understanding the economy from the bottom up","author":"Turrell","year":"2016","journal-title":"Bank of England Quarterly Bulletin"},{"issue":"3","key":"10.1016\/j.eswa.2022.118437_b86","doi-asserted-by":"crossref","first-page":"263","DOI":"10.1016\/j.physd.2005.08.014","article-title":"Transformation invariant stochastic catastrophe theory","volume":"211","author":"Wagenmakers","year":"2005","journal-title":"Physica D: Nonlinear Phenomena"},{"key":"10.1016\/j.eswa.2022.118437_b87","doi-asserted-by":"crossref","DOI":"10.1016\/j.eswa.2021.114837","article-title":"On using the modularity of recurrence network communities to detect change-point behaviour","volume":"176","author":"Walker","year":"2021","journal-title":"Expert Systems with Applications"},{"key":"10.1016\/j.eswa.2022.118437_b88","doi-asserted-by":"crossref","DOI":"10.1016\/j.eswa.2020.113463","article-title":"An integrated early warning system for stock market turbulence","volume":"153","author":"Wang","year":"2020","journal-title":"Expert Systems with Applications"},{"year":"2014","author":"Wiggins","series-title":"The lehman brothers bankruptcy a: Overview","key":"10.1016\/j.eswa.2022.118437_b89"},{"issue":"3","key":"10.1016\/j.eswa.2022.118437_b90","doi-asserted-by":"crossref","DOI":"10.1103\/PhysRevE.85.036102","article-title":"Hysteresis effects of changing the parameters of noncooperative games","volume":"85","author":"Wolpert","year":"2012","journal-title":"Physical Review E"},{"issue":"6","key":"10.1016\/j.eswa.2022.118437_b91","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1007\/s11467-017-0696-4","article-title":"Recent progress in econophysics: Chaos, leverage, and business cycles as revealed by agent-based modeling and human experiments","volume":"12","author":"Xin","year":"2017","journal-title":"Frontiers of Physics"},{"issue":"36","key":"10.1016\/j.eswa.2022.118437_b92","doi-asserted-by":"crossref","first-page":"3899","DOI":"10.1080\/00036846.2018.1430343","article-title":"Transmission of shocks across global real estate and equity markets: An examination of the 2007\u20132008 housing crisis","volume":"50","author":"Yunus","year":"2018","journal-title":"Applied Economics"},{"issue":"8","key":"10.1016\/j.eswa.2022.118437_b93","doi-asserted-by":"crossref","first-page":"2933","DOI":"10.3390\/s22082933","article-title":"Multiple sensors data integration for traffic incident detection using the quadrant scan","volume":"22","author":"Zaitouny","year":"2022","journal-title":"Sensors"},{"issue":"1","key":"10.1016\/j.eswa.2022.118437_b94","doi-asserted-by":"crossref","first-page":"49","DOI":"10.3390\/min12010049","article-title":"Objective domain boundaries detection in new Caledonian nickel laterite from spectra using quadrant scan","volume":"12","author":"Zaitouny","year":"2021","journal-title":"Minerals"},{"key":"10.1016\/j.eswa.2022.118437_b95","doi-asserted-by":"crossref","DOI":"10.1016\/j.cageo.2019.104362","article-title":"Fast automatic detection of geological boundaries from multivariate log data using recurrence","volume":"135","author":"Zaitouny","year":"2020","journal-title":"Computers & Geosciences"},{"issue":"10","key":"10.1016\/j.eswa.2022.118437_b96","doi-asserted-by":"crossref","DOI":"10.1063\/1.5109925","article-title":"Quadrant scan for multi-scale transition detection","volume":"29","author":"Zaitouny","year":"2019","journal-title":"Chaos. An Interdisciplinary Journal of Nonlinear Science"},{"issue":"1","key":"10.1016\/j.eswa.2022.118437_b97","doi-asserted-by":"crossref","first-page":"39","DOI":"10.1016\/0304-4068(74)90034-2","article-title":"On the unstable behaviour of stock exchanges","volume":"1","author":"Zeeman","year":"1974","journal-title":"Journal of Mathematical Economics"},{"key":"10.1016\/j.eswa.2022.118437_b98","doi-asserted-by":"crossref","first-page":"50","DOI":"10.1016\/j.econmod.2016.11.021","article-title":"Speculative behavior in a housing market: Boom and bust","volume":"61","author":"Zheng","year":"2017","journal-title":"Economic Modelling"}],"container-title":["Expert Systems with Applications"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0957417422015354?httpAccept=text\/xml","content-type":"text\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0957417422015354?httpAccept=text\/plain","content-type":"text\/plain","content-version":"vor","intended-application":"text-mining"}],"deposited":{"date-parts":[[2023,12,5]],"date-time":"2023-12-05T20:47:44Z","timestamp":1701809264000},"score":1,"resource":{"primary":{"URL":"https:\/\/linkinghub.elsevier.com\/retrieve\/pii\/S0957417422015354"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2023,1]]},"references-count":98,"alternative-id":["S0957417422015354"],"URL":"https:\/\/doi.org\/10.1016\/j.eswa.2022.118437","relation":{},"ISSN":["0957-4174"],"issn-type":[{"type":"print","value":"0957-4174"}],"subject":[],"published":{"date-parts":[[2023,1]]},"assertion":[{"value":"Elsevier","name":"publisher","label":"This article is maintained by"},{"value":"Detecting criticality in complex univariate time-series: A case study of the U.S. housing market crisis and other markets","name":"articletitle","label":"Article Title"},{"value":"Expert Systems with Applications","name":"journaltitle","label":"Journal Title"},{"value":"https:\/\/doi.org\/10.1016\/j.eswa.2022.118437","name":"articlelink","label":"CrossRef DOI link to publisher maintained version"},{"value":"article","name":"content_type","label":"Content Type"},{"value":"\u00a9 2022 Elsevier Ltd. All rights reserved.","name":"copyright","label":"Copyright"}],"article-number":"118437"}}