成果/Result
- 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
- 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
- Detrended fluctuation analysis for fractals and multifractals in higher dimensions被引量：201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
- 来源：PHYSICAL REVIEW E 2006
- 关键词：Brownian movement - Image analysis - Surface properties - Time series analysis
- Solving the cold-start problem in recommender systems with social tags被引量：137收藏
- 作者：Zhang, Zi-Ke Liu, Chuang Zhang, Yi-Cheng Zhou, Tao
- 机构：Univ Elect Sci & Technol China;Univ Fribourg;E China Univ Sci & Technol;E China Univ Sci & Technol;Univ Sci & Technol China
- 来源：EPL 2010
- 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
- Self-organizing Ising model of financial markets被引量：112收藏
- 作者：Zhou, W.-X. Sornette, D.
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;ETH
- 来源：EUROPEAN PHYSICAL JOURNAL B 2007
- 关键词：Feedback - Learning systems - Magnetic fields - Mathematical models
- 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
- Emergence of long memory in stock volatility from a modified Mike-Farmer model被引量：81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;Chinese Acad Sci;E China Univ Sci & Technol
- 来源：EPL 2009
- A hypergraph model of social tagging networks被引量：77收藏
- 作者：Zhang, Zi-Ke Liu, Chuang
- 机构：Univ Fribourg;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT 2010
- 关键词：growth processes network dynamics online dynamics
- 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
- Universal price impact functions of individual trades in an order-driven market被引量：61收藏
- 作者：Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;Chinese Acad Sci
- 来源：QUANTITATIVE FINANCE 2012
- 关键词：Econophysics Price impact function Price-volume relation Scaling laws Data collapsing
- 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
- 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
- Multifractal analysis of the fracture surfaces of foamed polypropylene/polyethylene blends被引量：56收藏
- 作者：Liu, Chuang Jiang, Xiu-Lei Liu, Tao Zhao, Ling 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;E China Univ Sci & Technol
- 来源：APPLIED SURFACE SCIENCE 2009
- 关键词：Fracture surface Batch foaming Multifractal detrended fluctuation analysis Singularity spectrum Complexity
- A case study of speculative financial bubbles in the South African stock market 2003-2006被引量：51收藏
- 作者：Zhou, Wei-Xing Sornette, Didier
- 机构：ETH;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 2009
- 关键词：Econophysics Financial bubble Super-exponential acceleration Log-periodicity Power-law singularity African common stocks
- Self-Healing Control for Wastewater Treatment Process Based on Variable-Gain State Observer被引量：47收藏
- 作者：Du, Peihao Zhong, Weimin Peng, Xin Li, Linlin Li, Zhi
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;Univ Sci & Technol Beijing;Univ Sci & Technol Beijing
- 来源：IEEE TRANSACTIONS ON INDUSTRIAL INFORMATICS 2023
- 关键词：Adaptive control failure compensation self-healing control variable-gain state observer (VSO) wastewater treatment process (WWTP)
- Exploring self-similarity of complex cellular networks: The edge-covering method with simulated annealing and log-periodic sampling被引量：47收藏
- 作者：Zhou, Wei-Xing Jiang, Zhi-Qiang Sornette, Didier
- 机构：ETH;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：complex networks cellular networks self-similarity fractal dimension discrete scale invariance edge covering
- Quantifying bid-ask spreads in the Chinese stock market using limit-order book data被引量：47收藏
- 作者：Gu, G.-F. Chen, W. Zhou, W.-X.
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Shenzhen Stock Exchange
- 来源：EUROPEAN PHYSICAL JOURNAL B 2007
- 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
- Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indices被引量：44收藏
- 作者：Zhou, Wei-Xing Sornette, Didier
- 机构：ETH;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2008
- 关键词：econophysics real estate market periodicity power law prediction
- The lead-lag relationship between stock index and stock index futures: A thermal optimal path method被引量：41收藏
- 作者：Gong, Chen-Chen Ji, Shen-Dan Su, Li-Ling Li, Sai-Ping Ren, Fei
- 机构：E China Univ Sci & Technol;Acad Sinica;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2016
- 关键词：Econophysics Lead-lag relationship Stock markets
- Preferred numbers and the distributions of trade sizes and trading volumes in the Chinese stock market被引量：39收藏
- 作者：Mu, G. -H. Chen, W. Kertesz, J. Zhou, W. -X.
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;Budapest Univ Technol & Econ;Shenzhen Stock Exchange;Aalto Univ
- 来源：EUROPEAN PHYSICAL JOURNAL B 2009
- 关键词：Financial markets
- On the probability distribution of stock returns in the Mike-Farmer model被引量：39收藏
- 作者：Gu, G. -F. Zhou, W. -X.
- 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：EUROPEAN PHYSICAL JOURNAL B 2009
- 关键词：Costs - Investments - Students - Agriculture - Financial markets
- Multifractal detrended fluctuation analysis of combustion flames in four-burner impinging entrained-flow gasifier被引量：37收藏
- 作者：Niu, Miao-Ren Zhou, Wei-Xing Yan, Zhuo-Yong Guo, Qing-Hua Liang, Qin-Feng Wang, Fu-Chen Yu, Zun-Hong
- 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：CHEMICAL ENGINEERING JOURNAL 2008
- 关键词：combustion fractals multiphase reactors turbulence entrained-flow gasifier flame multifractal detrended fluctuation analysis
- Statistical properties of volatility return intervals of Chinese stocks被引量：35收藏
- 作者：Ren, Fei Guo, Liang 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 2009
- 关键词：Econophysics Volatility return interval Scaling Long memory
- Tests of nonuniversality of the stock return distributions in an emerging market被引量：33收藏
- 作者：Mu, Guo-Hua 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：Commerce - Time measurement - Probability distributions - Investments
- 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
