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
- 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
- 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
- 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
- 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
- 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
- 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
- MULTIFRACTAL CROSS WAVELET ANALYSIS被引量：64收藏
- 作者：Jiang, Zhi-Qiang Gao, Xing-Lu Zhou, Wei-Xing Stanley, H. Eugene
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol;Boston Univ;Boston Univ
- 来源：FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY 2017
- 关键词：Joint Multifractal Analysis Wavelet Analysis Binomial Measure Bivariate Fractional Brownian Motion Bootstrap
- 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
- Scale invariant distribution and multifractality of volatility multipliers in stock markets被引量：59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：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2007
- 关键词：econophysics stock markets multiplier volatility scale invariance multifractal analysis
- Predicting tail events in a RIA-EVT-Copula framework被引量：58收藏
- 作者：Li, Wei-Zhen Zhai, Jin-Rui Jiang, Zhi-Qiang Wang, Gang-Jin Zhou, Wei-Xing
- 机构： School of Business; Research Center for Econophysics; Business School
- 来源：arXiv 2020
- 关键词：Decision making - Finance - Hazards - Pareto principle - Risk management
- Scaling in the distribution of intertrade durations of Chinese stocks被引量：58收藏
- 作者：Jiang, Zhi-Qiang 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 intertrade duration WEIbull distribution q-exponential distribution scaling Chinese stock markets
- Sector connectedness in the Chinese stock markets被引量：57收藏
- 作者：Shen, Ying-Ying Jiang, Zhi-Qiang Ma, Jun-Chao Wang, Gang-Jin Zhou, Wei-Xing
- 机构： School of Business and Research Center for Econophysics; Business School
- 来源：arXiv 2020
- 关键词：Financial markets - Risk assessment
- 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
- Complex stock trading network among investors被引量：54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;Chinese Acad Sci
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2010
- 关键词：Econophysics Limit order book Trade sizes Trading networks Power-law distribution
- Multifractal characteristics and return predictability in the Chinese stock markets被引量：53收藏
- 作者：Fu, Xin-Lan Gao, Xing-Lu Shan, Zheng Jiang, Zhi-Qiang Zhou, Wei-Xing
- 机构： Department of Finance; Department of Mathematics
- 来源：arXiv 2018
- 关键词：Acoustooptical devices - Commerce - Financial markets
- Statistically validated mobile communication networks: the evolution of motifs in European and Chinese data被引量：49收藏
- 作者：Li, Ming-Xia Palchykov, Vasyl Jiang, Zhi-Qiang Kaski, Kimmo Kertesz, Janos Micciche, Salvatore Tumminello, Michele Zhou, Wei-Xing Mantegna, Rosario N.
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;Aalto Univ;Natl Acad Sci Ukraine;Leiden Univ
- 来源：NEW JOURNAL OF PHYSICS 2014
- 关键词：complex networks social systems statistically validated networks mobile call records 3-motifs
- The dynamic correlation between policy uncertainty and stock market returns in China被引量：47收藏
- 作者：Yang, Miao Jiang, Zhi-Qiang
- 机构：East China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2016
- 关键词：Policy uncertainty Stock market returns DCC-MGARCH
- 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
- Detrended fluctuation analysis of intertrade durations被引量：44收藏
- 作者：Jiang, Zhi-Qiang 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 2009
- 关键词：Econophysics Intertrade duration Intraday pattern Long memory Multifractal nature
- Statistical properties of world investment networks被引量：44收藏
- 作者：Song, Dong-Ming 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;Chinese Acad Sci
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2009
- 关键词：Econophysics Complex networks World investment network Probability distribution Allometric scaling
- EFFECTS OF POLYNOMIAL TRENDS ON DETRENDING MOVING AVERAGE ANALYSIS被引量：35收藏
- 作者：Shao, Ying-Hui Gu, Gao-Feng 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：FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY 2015
- 关键词：Fractal Analysis Detrending Moving Average (DMA) Scaling Law Crossover Behavior Polynomial Trend Constant Shift Linear Trend
- Endogenous and exogenous dynamics in the fluctuations of capital fluxes - An empirical analysis of the Chinese stock market被引量：32收藏
- 作者：Jiang, Z.-Q. Guo, L. Zhou, W.-X.
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：EUROPEAN PHYSICAL JOURNAL B 2007
- 关键词：Financial data processing - Fractals - Mathematical models - Statistical methods
- Comparative analysis of layered structures in empirical investor networks and cellphone communication networks被引量：28收藏
- 作者：Wang, Peng Ma, Jun-Chao Jiang, Zhi-Qiang Zhou, Wei-Xing Sornette, Didier
- 机构： School of Business and Research Center for Econophysics; School of Science; Department of Management; Swiss Finance Institute
- 来源：arXiv 2019
- 关键词：K-means clustering - Network layers - Normal distribution - Telecommunication networks - Telephone sets
- Social norms and cooperation in higher-order networks被引量：26收藏
- 作者：Ma, Yin-Jie Jiang, Zhi-Qiang Fang, Fan-Shu Perc, Matjaz Boccaletti, Stefano
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;CNR;Nanjing Univ Aeronaut & Astronaut;Univ Maribor
- 来源：PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES 2024
- 关键词：simplicial complexes evolutionary games complex network cooperation social norms
- 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
- Profitability of simple technical trading rules of Chinese stock exchange indexes被引量：24收藏
- 作者：Zhu, Hong Jiang, Zhi-Qiang Li, Sai-Ping Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;Acad Sinica;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2015
- 关键词：Econophysics Technical trading rules Profitability White's Reality Check Bootstrap Transaction costs
- Is there a housing bubble in China?被引量：23收藏
- 作者：Zhi, Tianhao Li, Zhongfei Jiang, Zhiqiang Wei, Lijian Sornette, Didier
- 机构： Business School; Department of Finance; Chair of Entrepreneurial Risks
- 来源：arXiv 2018
- 关键词：Housing
