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 detrended cross-correlation analysis for two nonstationary signals被引量：627收藏
- 作者：Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICAL REVIEW E 2008
- 关键词：Financial data processing - Fractals - Correlation methods - Time series
- Statistical tests for power-law cross-correlated processes被引量：383收藏
- 作者：Podobnik, Boris Jiang, Zhi-Qiang Zhou, Wei-Xing Stanley, H. Eugene
- 机构：Univ Rijeka;Boston Univ;Boston Univ;Univ Ljubljana;E China Univ Sci & Technol
- 来源：PHYSICAL REVIEW E 2011
- 关键词：Commerce - Statistical tests - Time series analysis
- Detrending moving average algorithm for multifractals被引量：375收藏
- 作者：Gu, Gao-Feng 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;Chinese Acad Sci
- 来源：PHYSICAL REVIEW E 2010
- 关键词：Fractals
- Multifractal detrending moving-average cross-correlation analysis被引量：321收藏
- 作者：Jiang, Zhi-Qiang Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICAL REVIEW E 2011
- 关键词：Numerical methods - Brownian movement - Correlation methods - Fractals
- Evolution of worldwide stock markets, correlation structure, and correlation-based graphs被引量：199收藏
- 作者：Song, Dong-Ming Tumminello, Michele Zhou, Wei-Xing Mantegna, Rosario N.
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;Carnegie Mellon Univ;Univ Palermo;E China Univ Sci & Technol
- 来源：PHYSICAL REVIEW E 2011
- 关键词：Dynamics - EIgenvalues and EIgenfunctions - Commerce
- Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces被引量：180收藏
- 作者：Qian, Xi-Yuan Liu, Ya-Min 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：PHYSICAL REVIEW E 2015
- 关键词：Brownian movement - Fractals - Time series analysis - Asphaltenes - Crude oil - Factor analysis - White noise - Correlation methods
- The 2006-2008 oil bubble: Evidence of speculation, and prediction被引量：143收藏
- 作者：Sornette, Didier Woodard, Ryan Zhou, Wei-Xing
- 机构：Swiss Fed Inst Technol;Univ Geneva;E China Univ Sci & Technol;E China Univ Sci & Technol;Chinese Acad Sci
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2009
- 关键词：Econophysics Commodities Oil bubble Speculation Prediction
- Finite-size effect and the components of multifractality in financial volatility被引量：134收藏
- 作者：Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：CHAOS SOLITONS & FRACTALS 2012
- 关键词：Time series - Fractals - Size determination - Size distribution
- Quantifying the dynamic structural resilience of international staple food trade networks: An entropy-based approach被引量：134收藏
- 作者：Wei, Si-Yao Zhou, Wei-Xing
- 机构： School of Business; Research Center for Econophysics; School of Mathematics
- 来源：arXiv 2025
- 关键词：Efficiency - Entropy - Food security - Food supply - Grain (agricultural product) - International trade
- Statistical properties of visibility graph of energy dissipation rates in three-dimensional fully developed turbulence被引量：131收藏
- 作者：Liu, Chuang Zhou, Wei-Xing Yuan, Wei-Kang
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Chinese Acad Sci
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2010
- 关键词：Turbulence Energy dissipation rate Visibility graph Degree distribution Self-similarity Allometric scaling
- Degree distributions of the visibility graphs mapped from fractional Brownian motions and multifractal random walks被引量：97收藏
- 作者：Ni, Xiao-Hui Jiang, Zhi-Qiang Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;ETH;E China Univ Sci & Technol
- 来源：PHYSICS LETTERS A 2009
- 关键词：Visibility graph Complex networks Power-law distribution Fractional Brownian motion Multifractal random walk
- Multifractality in stock indexes: Fact or fiction?被引量：93收藏
- 作者：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：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2008
- 关键词：econophysics multifractal analysis partition function approach bootstrapping stock markets
- Multifractal analysis of Chinese stock volatilities based on the partition function approach被引量：91收藏
- 作者：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：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2008
- 关键词：econophysics multifractal analysis partition function approach quenched average annealed average bootstrapping stock markets
- Uncertainty and financial market resilience: Evidence from China被引量：90收藏
- 作者：Wei, Si-Yao Jiang, Kun-Liang Zhou, Wei-Xing
- 机构： School of Business; Research Center for Econophysics; School of Economics and Management; School of Mathematics
- 来源：arXiv 2025
- 关键词：Commerce - Electronic trading - Financial markets - Risk assessment - Risk management - Uncertainty analysis
- An empirical behavioural order-driven model with price limit rules被引量：88收藏
- 作者：Gu, Gao-Feng Xiong, Xiong Xu, Hai-Chuan Zhang, Wei Zhang, Yong-Jie Chen, Wei Zhou, Wei-Xing
- 机构： Department of Finance; Research Center for Econophysics; College of Management and Economics; China Center for Social Computing and Analytics; Shenzhen Stock Exchange
- 来源：arXiv 2017
- 关键词：Commerce - Costs - Financial markets
- Linear and nonlinear correlations in order aggressiveness of Chinese stocks被引量：86收藏
- 作者：Yue, Peng Xu, Hai-Chuan Chen, Wei Xiong, Xiong Zhou, Wei-Xing
- 机构： School of Business; Research Center for Econophysics; Shenzhen Stock Exchange; College of Management and Economics; China Center for Social Computing and Analytics
- 来源：arXiv 2017
- 关键词：Commerce
- Modified detrended fluctuation analysis based on empirical mode decomposition for the characterization of anti-persistent processes被引量：85收藏
- 作者：Qian, Xi-Yuan Gu, Gao-Feng 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：Econophysics Detrended fluctuation analysis Empirical mode decomposition Correlations Multifractality Stock markets
- From centrality to productivity: How firms reconfigure technological search in innovation networks?被引量：76收藏
- 作者：Tu, Han-Yun Yang, Xiang Wei, Si-Yao
- 机构： School of International Business; School of Business; Research Center for Econophysics
- 来源：arXiv 2026
- 关键词：Knowledge management - Patents and inventions
- Impact of the Covid-19 Pandemic on the Intermittent Behavior of the Global Spot Markets of Staple Food Crops被引量：76收藏
- 作者：Gao, Xing-Lu Shao, Ying-Hui Zhou, Wei-Xing
- 机构： School of Business; Research Center for Econophysics; School of Statistics and Information; School of Mathematics
- 来源：SSRN 2023
- 关键词：Commerce - Fractals - Oils and fats
- Empirical distributions of Chinese stock returns at different microscopic timescales被引量：74收藏
- 作者：Gu, Gao-Feng Chen, Wei Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;Shenzhen Stock Exchange;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2008
- 关键词：econophysics probability distribution Chinese stocks ultra-high-frequency data order book and order flow inverse cubic law power-law tail
- Testing for intrinsic multifractality in the global grain spot market indices: A multifractal detrended fluctuation analysis被引量：74收藏
- 作者：Wang, Li Gao, Xing-Lu Zhou, Wei-Xing
- 机构： School of Business; Research Center for Econophysics; International Elite Engineering School; School of Mathematics
- 来源：arXiv 2023
- 关键词：Climate change - Commerce - Food supply - Fractals - Grain (agricultural product) - Oils and fats
- 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
- The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots被引量：72收藏
- 作者：Zhou, Wei-Xing Dai, Yun-Shi Duong, Kiet Tuan Dai, Peng-Fei
- 机构： School of Business; Research Center for Econophysics; School of Mathematics; School for Business and Society; School of Management
- 来源：arXiv 2023
- 关键词：Agriculture - Commerce
- The Impact of External Uncertainties on the Extreme Return Connectedness between Food, Fossil Energy, and Clean Energy Markets被引量：71收藏
- 作者：Zhang, Ting Xu, Hai-Chuan Zhou, Wei-Xing
- 机构： School of Business; School of Business; Research Center for Econophysics; School of Mathematics
- 来源：SSRN 2025
- 关键词：Investments - Uncertainty analysis
- Moment connectedness and driving factors in the energy-food nexus: A time-frequency perspective被引量：70收藏
- 作者：Dai, Yun-Shi Dai, Peng-Fei Goutte, Stéphane Nguyen, Duc Khuong Zhou, Wei-Xing
- 机构： School of Business; UMI SOURCE; De Vinci Research Center; School of Management; Research Institute of Digital Governance and Management Decision Innovation
- 来源：arXiv 2025
- 关键词：Chemical contamination - Commerce - Food supply - Higher order statistics - Investments
- Temporal and spatial correlation patterns of air pollutants in Chinese cities被引量：67收藏
- 作者：Dai, Yue-Hua Zhou, Wei-Xing
- 机构： School of Business; Department of Finance and Management Science; Department of Mathematics; Research Center for Econophysics
- 来源：arXiv 2019
- 关键词：Complex networks - Health risks
- 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
- 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
