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
- 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
- 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
- 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
- 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
- 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
- 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
- Tetradic motif profiles of horizontal visibility graphs被引量：15收藏
- 作者：Xie, Wen-Jie Han, Rui-Qi Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源：COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION 2019
- 关键词：Horizontal visibility graph Tetradic motifs Binomial measures Fractional gaussian noises Heartbeat rates
- Resilience of international oil trade networks under extreme event shock-recovery simulations被引量：13收藏
- 作者：Wei, Na Xie, Wen-Jie Zhou, Wei-Xing
- 机构：Yangtze Normal Univ;East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源：ENERGY 2025
- 关键词：International oil trade network Network resilience Oil security Trade shock simulation
- The cooling-off effect of price limits in the Chinese stock markets被引量：13收藏
- 作者：Wan, Yu-Lei Wang, Gang-Jin Jiang, Zhi-Qiang Xie, Wen-Jie Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;Hunan Univ;Hunan Univ;East China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2018
- 关键词：Price limits Cooling-off effect Magnet effect Logit model
- Structure and Evolution of the International Pesticide Trade Networks被引量：10收藏
- 作者：Li, Jian-An 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：FRONTIERS IN PHYSICS 2021
- 关键词：econophysics directed networks wEIghted networks network metrics international pesticide trade networks
- Predicting highway frEIght transportation networks using radiation models被引量：10收藏
- 作者：Zhou, Wei-Xing Wang, Li Xie, Wen-Jie Yan, Wanfeng
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol;Zhicang Technol
- 来源：PHYSICAL REVIEW E 2020
- 关键词：Forecasting - Transportation routes - Truck drivers - Economics - FrEIght transportation - Truck transportation - Trucks
- Statistical properties of user activity fluctuations in virtual worlds被引量：9收藏
- 作者：Yang, Yan-Hong Xie, Wen-Jie Li, Ming-Xia Jiang, Zhi-Qiang 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：CHAOS SOLITONS & FRACTALS 2017
- 关键词：Multifractal analysis Partition function Power law Intraday pattern Virtual world
- The performance of cooperation strategies for enhancing the efficiency of international oil trade networks被引量：8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;East China Univ Sci & Technol
- 来源：JOURNAL OF COMPLEX NETWORKS 2022
- 关键词：econophysics international oil market trade network network efficiency cooperation strategies
- Individual position diversity in dependence socioeconomic networks increases economic output被引量：6收藏
- 作者：Xie, Wen-Jie Yang, Yan-Hong Li, Ming-Xia Jiang, Zhi-Qiang 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：EPJ DATA SCIENCE 2017
- 关键词：position diversity socioeconomic network network motif economic output
- An interpretable machine-learned model for international oil trade network被引量：6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：RESOURCES POLICY 2023
- 关键词：Global oil market Oil trade network Machine learning Policy simulation
- On the growth of primary industry and population of China's counties被引量：5收藏
- 作者：Xie, Wen-Jie 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 2010
- 关键词：Econophysics Growth dynamics Distributions Primary industry Population
- Time series classification based on triadic time series motifs被引量：4收藏
- 作者：Xie, Wen-Jie Han, Rui-Qi 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：INTERNATIONAL JOURNAL OF MODERN PHYSICS B 2019
- 关键词：Time series analysis classification time series motifs motif profiles dynamic time wrapping
