成果/Result
- Global Rényi index of the distance matrix被引量：53收藏
- 作者：Nie, Chun-Xiao Song, Fu-Tie
- 机构： School of Statistics and Mathematics; Department of Finance
- 来源：Physica A: Statistical Mechanics and its Applications 2019
- 关键词：Financial markets - Geometry - Commerce - Matrix algebra
- Constructing financial network based on PMFG and threshold method被引量：27收藏
- 作者：Nie, Chun-Xiao Song, Fu-Tie
- 机构：East China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2018
- 关键词：Planar maximally filtered graph Threshold network Community structure Cluster algorithm
- Rényi indices of financial minimum spanning trees被引量：23收藏
- 作者：Nie, Chun-Xiao Song, Fu-Tie Li, Sai-Ping
- 机构： Department of Finance; Institute of Physics
- 来源：Physica A: Statistical Mechanics and its Applications 2016
- 关键词：Commerce - Topology - Brownian movement - Stars
- Nonlinear behaviour of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests被引量：20收藏
- 作者：Qian, Xi-Yuan Song, Fu-Tie 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：threshold autoregressive (TAR) model unit root Chinese stock market regime change crashes
- Analyzing the stock market based on the structure of kNN network被引量：11收藏
- 作者：Nie, Chun-Xiao Song, Fu-Tie
- 机构：East China Univ Sci & Technol
- 来源：CHAOS SOLITONS & FRACTALS 2018
- 关键词：k nearest nEIghbors graph Financial market Cluster Random matrix theory
- Analyzing the prices of the most expensive sheet iron all over the world: Modeling, prediction and regime change被引量：5收藏
- 作者：Song, Fu-Tie 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 2010
- 关键词：Econophysics Auction markets Private car license plate Regime change Modeling and prediction
- Carbon price prediction under output uncertainty被引量：5收藏
- 作者：Liu, Na Song, Futie
- 机构：East China Univ Sci & Technol
- 来源：ENVIRONMENTAL SCIENCE AND POLLUTION RESEARCH 2022
- 关键词：Output growth uncertainty EZ climate model Carbon price Marginal abatement cost Population growth rate Per capita output growth rate
- Stable versus fragile community structures in the correlation dynamics of Chinese industry indices被引量：5收藏
- 作者：Nie, Chun-Xiao Song, Fu-Tie
- 机构：Zhejiang Gongshang Univ;East China Univ Sci & Technol
- 来源：CHAOS SOLITONS & FRACTALS 2023
- 关键词：Industry index Crisis Influence-strength Network Correlation
- 金融网络中心性对中国城市经济增长的影响机理被引量：0收藏
- 作者：杨雨 宋福铁 张杰
- 机构：华东理工大学商学院;华东师范大学中国行政区划研究中心
- 来源：《地球信息科学学报》 2023
- 关键词：金融网络中心性 递归思想 PageRank指数 时空格局 空间异质性 知识溢出 影响机理 经济增长
- 摘要：金融网络的发展深刻改变了城市间的知识溢出形式并进一步影响着城市经济增长水平,关于金融网络外部性的研究逐渐成为金融地理学的研究热点。本文基于2005—2020年中国金融行业企业的总部分支机构数据,运用社会网络分析及递归思想...
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