成果/Result
- Multifractal analysis of financial markets被引量：1043收藏
- 作者：Jiang, Zhi-Qiang Xie, Wen-Jie Zhou, Wei-Xing Sornette, Didier
- 机构： Research Center for Econophysics; Department of Finance; Department of Mathematics; Department of Management; Swiss Finance Institute
- 来源：arXiv 2018
- 关键词：Commerce - Financial data processing - Fractals - Large scale systems - Risk assessment - Risk management - Time series - Time series analysis
- Multifractal analysis of financial markets: a review被引量：283收藏
- 作者：Jiang, Zhi-Qiang Xie, Wen-Jie Zhou, Wei-Xing Sornette, Didier
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol;Swiss Fed Inst Technol;Univ Geneva
- 来源：REPORTS ON PROGRESS IN PHYSICS 2019
- 关键词：econophysics multifractal analysis financial markets complex systems scaling laws complex networks
- Calling patterns in human communication dynamics被引量：137收藏
- 作者：Jiang, Zhi-Qiang Xie, Wen-Jie Li, Ming-Xia Podobnik, Boris Zhou, Wei-Xing Stanley, H. Eugene
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;Boston Univ;Boston Univ;Zagreb Sch Econ & Management
- 来源：PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA 2013
- 关键词：human dynamics phone user categorization social science nonlinear dynamics social networks
- Systemic risk and spatiotemporal dynamics of the US housing market被引量：83收藏
- 作者：Meng, Hao Xie, Wen-Jie Jiang, Zhi-Qiang Podobnik, Boris Zhou, Wei-Xing Stanley, H. Eugene
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Boston Univ;Boston Univ
- 来源：SCIENTIFIC REPORTS 2014
- Joint multifractal analysis based on the partition function approach: analytical analysis, numerical simulation and empirical application被引量：74收藏
- 作者：Xie, Wen-Jie Jiang, Zhi-Qiang Gu, Gao-Feng Xiong, Xiong Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Tianjin Univ;Tianjin Univ
- 来源：NEW JOURNAL OF PHYSICS 2015
- 关键词：multifractal analysis cross correlation econophysics partition function
- Testing the weak-form efficiency of the WTI crude oil futures market被引量：74收藏
- 作者：Jiang, Zhi-Qiang Xie, Wen-Jie Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2014
- 关键词：Crude oil futures Weak-form efficiency Bootstrapping
- Horizontal visibility graphs transformed from fractional Brownian motions: Topological properties versus the Hurst index被引量：66收藏
- 作者：Xie, Wen-Jie Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2011
- 关键词：Horizontal visibility graph Fractional Brownian motion Dynamics Fractality Mixing pattern
- Structural robustness of the international food supply network under external shocks and its determinants被引量：66收藏
- 作者：Zhu, Han-Yu Zhang, Yin-Ting Xie, Wen-Jie Zhou, Wei-Xing
- 机构： School of Business; Research Center for Econophysics; School of Economics and Management; School of Mathematics
- 来源：arXiv 2025
- Triadic time series motifs被引量：66收藏
- 作者：Xie, Wen-Jie Han, Rui-Qi Zhou, Wei-Xing
- 机构： Department of Finance; Research Center for Econophysics; Department of Mathematics
- 来源：arXiv 2018
- 关键词：Cardiology - Gaussian noise (electronic) - Time series analysis
- Statistical properties of user activity fluctuations in virtual worlds被引量：60收藏
- 作者：Yang, Yan-Hong Xie, Wen-Jie Li, Ming-Xia Jiang, Zhi-Qiang Zhou, Wei-Xing
- 机构： School of Business; Research Center for Econophysics; School of Sports Science and Engineering; Department of Mathematics; School of Business
- 来源：arXiv 2019
- 关键词：Fractals - Interactive computer graphics
- Analytic degree distributions of horizontal visibility graphs mapped from unrelated random series and multifractal binomial measures被引量：55收藏
- 作者：Xie, Wen-Jie Han, Rui-Qi Jiang, Zhi-Qiang Wei, Lijian Zhou, Wei-Xing
- 机构： Department of Finance; Research Center for Econophysics; Department of Mathematics; School of Business
- 来源：arXiv 2019
- 关键词：Complex networks - Iterative methods - Time series - Time series analysis - Visibility
- Evolving community structure in the international pesticide trade networks被引量：54收藏
- 作者：Li, Jian-An Wang, Li Xie, Wen-Jie Zhou, Wei-Xing
- 机构： School of Business; School of Physics; School of Business; School of Business
- 来源：arXiv 2022
- 关键词：Agriculture - Chemical contamination - Food supply - International trade
- Evolving efficiency and robustness of global oil trade networks被引量：52收藏
- 作者：Xie, Wen-Jie Wei, Na Zhou, Wei-Xing
- 机构： School of Business; Research Center for Econophysics; Department of Mathematics
- 来源：arXiv 2020
- 关键词：Complex networks - Efficiency
- Robustness of the international oil trade network under targeted attacks to economies被引量：52收藏
- 作者：Wei, Na Xie, Wen-Jie Zhou, Wei-Xing
- 机构： School of Business; Research Center for Econophysics; Department of Mathematics
- 来源：arXiv 2021
- 关键词：Network security - Risk assessment
- Individual position diversity in dependence socioeconomic network increases economic output被引量：45收藏
- 作者：Xie, Wen-Jie Yang, Yan-Hong Li, Ming-Xia Jiang, Zhi-Qiang Zhou, Wei-Xing
- 机构： School of Business; Research Center for Econophysics; Research Institute of Sports Economics; Departmenent of Mathematics
- 来源：arXiv 2017
- 关键词：Economics - Interactive computer graphics
- Quantifying the temporal stability of international fertilizer trade networks被引量：44收藏
- 作者：Li, Mu-Yao Wang, Li Xie, Wen-Jie Zhou, Wei-Xing
- 机构： School of Business; Research Center for Econophysics; School of Physics; School of Mathematics
- 来源：arXiv 2022
- 关键词：Food supply - International trade - Stability
- Robustness of the international oil trade network under targeted attacks to economies被引量：44收藏
- 作者：Wei, Na Xie, Wen-Jie Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源：ENERGY 2022
- 关键词：Global oil market Oil security International oil trade network Network robustness Targeted attack
- Economy importance and structural robustness of the international pesticide trade networks被引量：43收藏
- 作者：Li, Jian-An Wang, Li Xie, Wen-Jie Zhou, Wei-Xing
- 机构： School of Business; School of Physics; Research Center for Econophysics; School of Mathematics
- 来源：arXiv 2023
- 关键词：Agriculture - Food supply - International trade
- Correlation structure and principal components in the global crude oil market被引量：41收藏
- 作者：Dai, Yue-Hua Xie, Wen-Jie Jiang, Zhi-Qiang Jiang, George J. Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;Washington State Univ;East China Univ Sci & Technol
- 来源：EMPIRICAL ECONOMICS 2016
- 关键词：Crude oil Principal component analysis Correlation structure Regionalization Geographical information Eigenvalue
- Tetradic motif profiles of horizontal visibility graphs被引量：40收藏
- 作者：Xie, Wen-Jie Han, Rui-Qi Zhou, Wei-Xing
- 机构： Research Center for Econophysics; Department of Finance; Department of Mathematics
- 来源：arXiv 2018
- 关键词：Complex networks - Diseases - Fractals - Gaussian distribution - Time series - Visibility
- Market Correlation Structure Changes Around the Great Crash: A Random Matrix Theory Analysis of the Chinese Stock Market被引量：38收藏
- 作者：Han, Rui-Qi Xie, Wen-Jie Xiong, Xiong Zhang, Wei Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;Tianjin Univ;East China Univ Sci & Technol
- 来源：FLUCTUATION AND NOISE LETTERS 2017
- 关键词：Econophysics random matrix theory Partial correlation stock market financial crisis eigenvalue
- A comparative analysis of the statistical properties of large mobile phone calling networks被引量：36收藏
- 作者：Li, Ming-Xia Jiang, Zhi-Qiang Xie, Wen-Jie Micciche, Salvatore Tumminello, Michele Zhou, Wei-Xing Mantegna, Rosario N.
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;Univ Palermo;Univ Palermo;Cent European Univ
- 来源：SCIENTIFIC REPORTS 2014
- Resilience of international oil trade networks under extreme event shock-recovery simulations被引量：35收藏
- 作者：Wei, Na Xie, Wen-Jie Zhou, Wei-Xing
- 机构： School of Civil and Architectural Engineering; School of Business; Research Center for Econophysics; School of Mathematics
- 来源：arXiv 2024
- 关键词：Computer system recovery - Energy security - Network security - Recovery
- Extreme value statistics and recurrence intervals of NYMEX energy futures volatility被引量：33收藏
- 作者：Xie, Wen-Jie Jiang, Zhi-Qiang Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：ECONOMIC MODELLING 2014
- 关键词：Extreme volatility Risk estimation Recurrence interval Distribution Memory
- Skill complementarity enhances heterophily in collaboration networks被引量：29收藏
- 作者：Xie, Wen-Jie Li, Ming-Xia Jiang, Zhi-Qiang Tan, Qun-Zhao Podobnik, Boris Zhou, Wei-Xing Stanley, H. Eugene
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Shanda Games Ltd
- 来源：SCIENTIFIC REPORTS 2016
- Unveiling correlations between financial variables and topological metrics of trading networks: Evidence from a stock and its warrant被引量：26收藏
- 作者：Li, Ming-Xia Jiang, Zhi-Qiang Xie, Wen-Jie Xiong, Xiong Zhang, Wei Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Tianjin Univ;Tianjin Univ
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2015
- 关键词：Econophysics Trading network Order flow Correlation Stock Warrant
- Two-state Markov-chain Poisson nature of individual cellphone call statistics被引量：23收藏
- 作者：Jiang, Zhi-Qiang Xie, Wen-Jie Li, Ming-Xia Zhou, Wei-Xing Sornette, Didier
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;ETH;Univ Geneva
- 来源：JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT 2016
- 关键词：nonlinear dynamics online dynamics socio-economic networks stochastic processes
- Club convergence of house prices: Evidence from China's ten key cities被引量：22收藏
- 作者：Meng, Hao Xie, Wen-Jie Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：INTERNATIONAL JOURNAL OF MODERN PHYSICS B 2015
- 关键词：Econophysics random matrix theory club convergence house prices ripple effect
- Early warning model based on correlated networks in global crude oil markets被引量：22收藏
- 作者：Yu, Jia-Wei Xie, Wen-Jie Jiang, Zhi-Qiang
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2018
- 关键词：Systemic risk Early warning model Network density Modularity
- Evolving efficiency and robustness of the international oil trade network被引量：20收藏
- 作者：Xie, Wen-Jie Wei, Na Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源：JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT 2021
- 关键词：network dynamics socio-economic networks
