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
- 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
- Multifractal analysis of financial markets: a review被引量：283收藏
- 作者：Jiang, Zhi-Qiang Xie, Wen-Jie Zhou, Wei-Xing Sornette, Didier
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol;Swiss Fed Inst Technol;Univ Geneva
- 来源：REPORTS ON PROGRESS IN PHYSICS 2019
- 关键词：econophysics multifractal analysis financial markets complex systems scaling laws complex networks
- 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 components of empirical multifractality in financial returns被引量：164收藏
- 作者：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：EPL 2009
- Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series被引量：163收藏
- 作者：Shao, Ying-Hui Gu, Gao-Feng Jiang, Zhi-Qiang Zhou, Wei-Xing Sornette, Didier
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;ETH;Univ Geneva
- 来源：SCIENTIFIC REPORTS 2012
- 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
- Calling patterns in human communication dynamics被引量：137收藏
- 作者：Jiang, Zhi-Qiang Xie, Wen-Jie Li, Ming-Xia Podobnik, Boris Zhou, Wei-Xing Stanley, H. Eugene
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;Boston Univ;Boston Univ;Zagreb Sch Econ & Management
- 来源：PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA 2013
- 关键词：human dynamics phone user categorization social SCIence nonlinear dynamics social networks
- 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
- 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
- Universal and nonuniversal allometric scaling behaviors in the visibility graphs of world stock market indices被引量：90收藏
- 作者：Qian, Meng-Cen Jiang, Zhi-Qiang Zhou, Wei-Xing
- 机构：Fudan Univ;E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Chinese Acad Sci
- 来源：JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL 2010
- 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
- Systemic risk and spatiotemporal dynamics of the US housing market被引量：83收藏
- 作者：Meng, Hao Xie, Wen-Jie 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：SCIENTIFIC REPORTS 2014
- 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
- 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
- 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
- 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
- Cross-sample entropy of foreign exchange time series被引量：64收藏
- 作者：Liu, Li-Zhi Qian, Xi-Yuan Lu, Heng-Yao
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2010
- 关键词：Cross-sample entropy (cross-SampEn) Foreign exchange rate Time series
- 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
- 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
- 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
- Joint multifractal analysis based on wavelet leaders被引量：56收藏
- 作者：Jiang, Zhi-Qiang Yang, Yan-Hong Wang, Gang-Jin Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;Boston Univ;Boston Univ;Hunan Univ
- 来源：FRONTIERS OF PHYSICS 2017
- 关键词：joint multifractal analysis wavelet leader binomial measure bivariate fractional Brownian motion econophysics online world
