成果/Result
- 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
- Reliability Evaluation of BC Networks in Terms of the Extra Vertex- and Edge-Connectivity被引量：85收藏
- 作者：Yang, Weihua Lin, Huiqiu
- 机构：Taiyuan Univ Technol;E China Univ Sci & Technol
- 来源：IEEE TRANSACTIONS ON COMPUTERS 2014
- 关键词：BC networks reliability maximally connected component extra connectivity extra edge-connectivity hypercube interconnection networks
- On the distance spectrum of graphs被引量：63收藏
- 作者：Lin, Huiqiu Hong, Yuan Wang, Jianfeng Shu, Jinlong
- 机构：E China Univ Sci & Technol;E China Normal Univ;Qinghai Normal Univ
- 来源：LINEAR ALGEBRA AND ITS APPLICATIONS 2013
- 关键词：D-eigenvalue The distance spectral radius The least D-eigenvalue Complete kappa-partite graph
- Market Correlation Structure Changes Around the Great Crash: A Random Matrix Theory Analysis of the Chinese Stock Market被引量：38收藏
- 作者：Han, Rui-Qi Xie, Wen-Jie Xiong, Xiong Zhang, Wei Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;Tianjin Univ;East China Univ Sci & Technol
- 来源：FLUCTUATION AND NOISE LETTERS 2017
- 关键词：Econophysics random matrix theory Partial correlation stock market financial crisis eigenvalue
- Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies被引量：32收藏
- 作者：Meng, Hao Xu, Hai-Chuan 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：QUANTITATIVE FINANCE 2017
- 关键词：Lead-lag structure Symmetric thermal optimal path Statistical test Housing market Monetary policy
- Synchronization study in ring-like and grid-like neuronal networks被引量：29收藏
- 作者：Qu, Jingyi Wang, Rubin Du, Ying Cao, Jianting
- 机构：E China Univ Sci & Technol
- 来源：COGNITIVE NEURODYNAMICS 2012
- 关键词：Ring-like and grid-like neuronal network ISI-distance Mean field potential Bifuration diagram Correlation coefficient
- On the t/k-diagnosability of BC networks被引量：29收藏
- 作者：Yang, Weihua Lin, Huiqiu Qin, Chengfu
- 机构：Taiyuan Univ Technol;E China Univ Sci & Technol;Guangxi Teachers Educ Univ
- 来源：APPLIED MATHEMATICS AND COMPUTATION 2013
- 关键词：PMC diagnosis model t/k-diagnosability BC networks Reliability Fault tolerance
- Approximation schemes for two-agent scheduling on parallel machines被引量：28收藏
- 作者：Zhao, Kejun Lu, Xiwen
- 机构：E China Univ Sci & Technol
- 来源：THEORETICAL COMPUTER SCIENCE 2013
- 关键词：Agent scheduling Parallel machines Algorithm Dynamic programming Fully polynomial time approximation scheme
- Time series momentum and contrarian effects in the Chinese stock market被引量：28收藏
- 作者：Shi, Huai-Long Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2017
- 关键词：Econophysics Time series momentum effect Time series contrarian effect Trading strategy Chinese stock market
- Analyzing inner and outer synchronization between two coupled discrete-time networks with time delays被引量：27收藏
- 作者：Sun, Weigang Wang, Rubin Wang, Weixiang Cao, Jianting
- 机构：E China Univ Sci & Technol;Hangzhou Dianzi Univ;Shanghai Second Polytech Univ;Saitama Inst Technol
- 来源：COGNITIVE NEURODYNAMICS 2010
- 关键词：Complex networks Inner synchronization Outer synchronization
- 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 Contrarian Strategies in the Chinese Stock Market被引量：25收藏
- 作者：Shi, Huai-Long 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：PLOS ONE 2015
- 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
- Wax and wane of the cross-sectional momentum and contrarian effects: Evidence from the Chinese stock markets被引量：20收藏
- 作者：Shi, Huai-Long Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2017
- 关键词：Econophysics Adaptive market hypothesis Contrarian effect Momentum effect
- Dynamic phase synchronization characteristics of variable high-order coupled neuronal oSCIllator population被引量：20收藏
- 作者：Zhang, Xiaodan Wang, Rubin Zhang, Zhikang Qu, Jingyi Cao, Jianting Jiao, Xianfa
- 机构：E China Univ Sci & Technol;Saitama Inst Technol;Hefei Univ Technol
- 来源：NEUROCOMPUTING 2010
- 关键词：Neuronal oSCIllator population Variable higher-order coupling Synchronization Cluster state Full desynchronization
- Statistical Properties and Pre-Hit Dynamics of Price Limit Hits in the Chinese Stock Markets被引量：19收藏
- 作者：Wan, Yu-Lei Xie, Wen-Jie Gu, Gao-Feng Jiang, Zhi-Qiang Chen, Wei Xiong, Xiong Zhang, Wei 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;Shenzhen Stock Exchange
- 来源：PLOS ONE 2015
- Using interspike intervals to quantify noise effects on spike trains in temperature encoding neurons被引量：19收藏
- 作者：Du, Ying Lu, Qishao Wang, Rubin
- 机构：E China Univ Sci & Technol;Beihang Univ;E China Univ Sci & Technol
- 来源：COGNITIVE NEURODYNAMICS 2010
- 关键词：Neural spike train ISI-distance Noise Cold receptor model
- Mathematical Programs with Semidefinite Cone Complementarity Constraints: Constraint Qualifications and Optimality Conditions被引量：18收藏
- 作者：Wu, Jia Zhang, Liwei Zhang, Yi
- 机构：Dalian Univ Technol;E China Univ Sci & Technol
- 来源：SET-VALUED AND VARIATIONAL ANALYSIS 2014
- 关键词：Mathematical program with semidefinite cone complementarity constraints B-stationary condition Constraint qualifications Second-order sufficient conditions
- The distance spectral radius of digraphs被引量：18收藏
- 作者：Lin, Huiqiu Shu, Jinlong
- 机构：E China Univ Sci & Technol;E China Normal Univ
- 来源：DISCRETE APPLIED MATHEMATICS 2013
- 关键词：Distance spectral radius Distance regular Dichromatic number Arc connectivity
- A new approximation algorithm for multi-agent scheduling to minimize makespan on two machines被引量：17收藏
- 作者：Zhao, Kejun Lu, Xiwen Gu, Manzhan
- 机构：E China Univ Sci & Technol;Shanghai Univ Finance & Econ
- 来源：JOURNAL OF SCHEDULING 2016
- 关键词：Multi-agent scheduling Identical machines Makespan Approximation algorithm Performance ratio vector
- Online batch scheduling on parallel machines with delivery times被引量：14收藏
- 作者：Fang, Yang Lu, Xiwen Liu, Peihai
- 机构：E China Univ Sci & Technol
- 来源：THEORETICAL COMPUTER SCIENCE 2011
- 关键词：Online algorithm Batch scheduling Parallel machines Delivery time
- An improved approximation algorithm for single machine scheduling with job delivery被引量：14收藏
- 作者：Liu, Peihai Lu, Xiwen
- 机构：E China Univ Sci & Technol
- 来源：THEORETICAL COMPUTER SCIENCE 2011
- 关键词：Scheduling Job delivery Approximation algorithm
- Optimal on-line algorithms for one batch machine with grouped processing times被引量：14收藏
- 作者：Fang, Yang Liu, Peihai Lu, Xiwen
- 机构：E China Univ Sci & Technol
- 来源：JOURNAL OF COMBINATORIAL OPTIMIZATION 2011
- 关键词：Batching Scheduling On-line algorithm Delivery time
- The distance spectrum of complements of trees被引量：13收藏
- 作者：Lin, Huiqiu Drury, Stephen
- 机构：East China Univ Sci & Technol;McGill Univ
- 来源：LINEAR ALGEBRA AND ITS APPLICATIONS 2017
- 关键词：Distance spectrum Complement of trees Least distance eigenvalue
- Testing the performance of technical trading rules in the Chinese markets based on superior predictive test被引量：13收藏
- 作者：Wang, Shan 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 analysis Data-snooping Bootstrap method Superior predictive ability
- Coverage hole problem under sensing topology in flat wireless sensor networks被引量：11收藏
- 作者：An, Wei Qu, Nan Shao, Fang-Ming Xiong, Xiangjun Ci, Song
- 机构：Chinese Acad Sci;E China Univ Sci & Technol
- 来源：WIRELESS COMMUNICATIONS & MOBILE COMPUTING 2016
- 关键词：wireless sensor network coverage hole sensing topology
- Design of an Adaptive Human-Machine System Based on Dynamical Pattern Recognition of Cognitive Task-Load被引量：10收藏
- 作者：Zhang, Jianhua Yin, Zhong Wang, Rubin
- 机构：East China Univ Sci & Technol;Univ Shanghai Sci & Technol;East China Univ Sci & Technol
- 来源：FRONTIERS IN NEUROSCIENCE 2017
- 关键词：adaptive functional allocation cognitive task-load electrophysiology dynamic pattern recognition man-machine system
- The maximum Perron roots of digraphs with some given parameters被引量：10收藏
- 作者：Lin, Huiqiu Drury, S. W.
- 机构：E China Univ Sci & Technol;McGill Univ
- 来源：DISCRETE MATHEMATICS 2013
- 关键词：Digraph Arc connectivity Diameter Characteristic polynomial Perron root
- Colorings and spectral radius of digraphs被引量：9收藏
- 作者：Drury, Stephen Lin, Huiqiu
- 机构：McGill Univ;E China Univ Sci & Technol
- 来源：DISCRETE MATHEMATICS 2016
- 关键词：Digraph Strongly connected Dichromatic number Spectral radius
- Maximizing k-Terminal Network Reliability in Some Sparse Graphs被引量：9收藏
- 作者：Zhang, Zuyuan Shao, Fangming Zhang, Nan Niu, Yifeng
- 机构：East China Univ Sci & Technol;Chongqing Univ Posts & Telecommun
- 来源：IEEE-ACM TRANSACTIONS ON NETWORKING 2021
- 关键词：Telecommunication network reliability Computer network reliability Reliability theory Reliability engineering Heuristic algorithms < italic xmlns ali=" http www niso org schemas ali 1 0 " xmlns mml=" http www w3 org 1998 Math MathML" xmlns xlink=" http www w3 org 1999 xlink" xmlns xsi=" http www w3 org 2001 XMLSchema-instance" > k< italic> -terminal network reliability maximization network topology sparse graphs
