成果/Result
- 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
- Effects of long memory in the order submission process on the properties of recurrence intervals of large price fluctuations被引量：40收藏
- 作者：Meng, Hao Ren, Fei Gu, Gao-Feng Xiong, Xiong Zhang, Yong-Jie Zhou, Wei-Xing Zhang, Wei
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Tianjin Univ
- 来源：EPL 2012
- Recurrence interval analysis of high-frequency financial returns and its application to risk estimation被引量：37收藏
- 作者：Ren, Fei 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：NEW JOURNAL OF PHYSICS 2010
- 关键词：Frequency estimation - Risk assessment - Commerce - Financial markets - Risk perception - Value engineering
- 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
- Dynamic Evolution of Cross-Correlations in the Chinese Stock Market被引量：32收藏
- 作者：Ren, Fei Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PLOS ONE 2014
- Recurrence interval analysis of trading volumes被引量：28收藏
- 作者：Ren, Fei 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 2010
- 关键词：Financial markets - Probability distributions - Commerce
- Scaling and memory in the return intervals of realized volatility被引量：28收藏
- 作者：Ren, Fei 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：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2009
- 关键词：Econophysics Realized volatility Return interval Scaling Long memory
- Dynamic Portfolio Strategy Using Clustering Approach被引量：28收藏
- 作者：Ren, Fei Lu, Ya-Nan Li, Sai-Ping Jiang, Xiong-Fei Zhong, Li-Xin Qiu, Tian
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;Acad Sinica;Ningbo Dahongying Univ;Zhejiang Univ Finance & Econ
- 来源：PLOS ONE 2017
- Multiscaling behavior in the volatility return intervals of Chinese indices被引量：27收藏
- 作者：Ren, Fei 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：EPL 2008
- Dynamic lead-lag relationship between stock indices and their derivatives: A comparative study between Chinese mainland, Hong Kong and US stock markets被引量：19收藏
- 作者：Ren, Fei Ji, Shen-Dan Cai, Mei-Ling Li, Sai-Ping Jiang, Xiong-Fei
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol;Acad Sinica;Ningbo Dahongying Univ
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2019
- 关键词：Lead-lag relationship Thermal optimal path Price discovery Stock index Stock index derivatives
- Scaling and memory in the return intervals of energy dissipation rate in three-dimensional fully developed turbulence被引量：15收藏
- 作者：Liu, Chuang Jiang, Zhi-Qiang Ren, Fei 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 2009
- 关键词：fractals statistical analysis turbulence
- Empirical regularities of opening call auction in Chinese stock market被引量：14收藏
- 作者：Gu, Gao-Feng Ren, Fei Ni, Xiao-Hui Chen, 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：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2010
- 关键词：Econophysics Order-driven markets Opening call auction Limit-order book Microstructure theory
- Effects of attachment preferences on coevolution of opinions and networks被引量：12收藏
- 作者：Zhong, Li-Xin Ren, Fei Qiu, Tian Xu, Jiang-Rong Chen, Bi-Hui Liu, Cai-Feng
- 机构：Hangzhou Dianzi Univ;E China Univ Sci & Technol;Nanchang Hangkong Univ
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2010
- 关键词：Coevolving networks Opinion formation Personal preference
- Time scales of epidemic spread and risk perception on adaptive networks被引量：11收藏
- 作者：Zhong, Lixin Qiu, Tian Ren, Fei Li, Pingping Chen, Bihui
- 机构：Zhejiang Univ Finance & Econ;Nanchang Hangkong Univ;E China Univ Sci & Technol;Wenzhou Univ
- 来源：EPL 2011
- A clustering-based portfolio strategy incorporating momentum effect and market trend prediction被引量：11收藏
- 作者：Lu, Ya-Nan Li, Sai-Ping Zhong, Li-Xin Jiang, Xiong-Fei Ren, Fei
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;Acad Sinica;Zhejiang Univ Finance & Econ;Ningbo Dahongying Univ
- 来源：CHAOS SOLITONS & FRACTALS 2018
- 关键词：Financial network Cluster algorithm Portfolio strategy Momentum effect Market trend prediction
- Statistical properties of online avatar numbers in a massive multiplayer online role-playing game被引量：11收藏
- 作者：Jiang, Zhi-Qiang Ren, Fei Gu, Gao-Feng Tan, Qun-Zhao Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Shanda Interact Entertainment Ltd;Chinese Acad Sci
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2010
- 关键词：Sociophysics MMORPG Intraday pattern Distribution Correlations
- Information spreading on mobile communication networks: A new model that incorporates human behaviors被引量：9收藏
- 作者：Ren, Fei Li, Sai-Ping Liu, Chuang
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol;Acad Sinica;Hangzhou Normal Univ
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2017
- 关键词：Complex networks Information spreading Mobile phone data
- The price impact asymmetry of institutional trading in the Chinese stock market被引量：8收藏
- 作者：Ren, Fei Zhong, Li-Xin
- 机构：E China Univ Sci & Technol;Zhejiang Univ Finance & Econ;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2012
- 关键词：Econophysics Price impact Institutional trading Market microstructure
- Scaling and memory in the non-Poisson process of limit order cancelation被引量：7收藏
- 作者：Ni, Xiao-Hui Jiang, Zhi-Qiang Gu, Gao-Feng Ren, Fei Chen, 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：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2010
- 关键词：Econophysics Inter-cancelation duration Scaling Long memory Multifractal nature
- Multiple learning mechanisms promote cooperation in public goods games with project selection被引量：6收藏
- 作者：Zhong, Li-Xin Xu, Wen-Juan Chen, Rong-Da He, Yun-Xin Qiu, Tian Ren, Fei Shi, Yong-Dong Zhong, Chen-Yang
- 机构：Zhejiang Univ Finance & Econ;Zhejiang Univ Finance & Econ;Zhejiang Univ Finance & Econ;Nanchang Hangkong Univ;East China Univ Sci & Technol
- 来源：CHAOS SOLITONS & FRACTALS 2020
- 关键词：Public goods game Project selection Multiple learning mechanism Individual preference
- Localized motion in random matrix decomposition of complex financial systems被引量：4收藏
- 作者：Jiang, Xiong-Fei Zheng, Bo Ren, Fei Qiu, Tian
- 机构：Ningbo Dahongying Univ;Zhejiang Univ;Collaborat Innovat Ctr Adv Microstruct;East China Univ Sci & Technol;Nanchang Hongkong Univ
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2017
- 关键词：Econophysics Financial market Business sector Leverage effect Two-factor model
- A Multi-market Comparison of the Intraday Lead-Lag Relations Among Stock Index-Based Spot, Futures and Options被引量：4收藏
- 作者：Ren, Fei Cai, Mei-Ling Li, Sai-Ping Xiong, Xiong Chen, Zhang-HangJian
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol;Acad Sinica;Hong Kong Univ Sci & Technol
- 来源：COMPUTATIONAL ECONOMICS 2023
- 关键词：Lead-lag relation Thermal optimal path Information share model High-frequency data SSE 50
- Analysis of trade packages in the Chinese stock market被引量：4收藏
- 作者：Ren, Fei Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol; E China Univ Sci & Technol
- 来源：QUANTITATIVE FINANCE 2013
- 关键词：Econophysics Empirical time series analysis Scaling Limit orders Multi-factor models A1 A12 C1 C2 C16 C20
- A generalized public goods game with coupling of individual ability and project benefit被引量：4收藏
- 作者：Zhong, Li-Xin Xu, Wen-Juan He, Yun-Xin Zhong, Chen-Yang Chen, Rong-Da Qiu, Tian Shi, Yong-Dong Ren, Fei
- 机构：Zhejiang Univ Finance & Econ;Zhejiang Univ Finance & Econ;Stanford Univ;Peking Univ;Nanchang Hangkong Univ
- 来源：CHAOS SOLITONS & FRACTALS 2017
- 关键词：Public goods game Individual ability Project benefit Group-size preference
- The position profiles of order cancellations in an emerging stock market被引量：3收藏
- 作者：Gu, Gao-Feng Xiong, Xiong Ren, Fei Zhou, Wei-Xing Zhang, Wei
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;Tianjin Univ;E China Univ Sci & Technol
- 来源：JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT 2013
- 关键词：critical phenomena of socio-economic systems scaling in socioeconomic systems
- Extreme-volatility dynamics in crude oil markets被引量：3收藏
- 作者：Jiang, Xiong-Fei Zheng, Bo Qiu, Tian Ren, Fei
- 机构：Ningbo Dahongying Univ;Ningbo Dahongying Univ;Zhejiang Univ;Collaborat Innovat Ctr Adv Microstruct;Nanchang Hangkong Univ
- 来源：EUROPEAN PHYSICAL JOURNAL B 2017
- 关键词：Crude oil - Dynamics - Commerce - Time measurement
- Trading model with pair pattern strategies被引量：3收藏
- 作者：Ren, F. Zhang, Y. C.
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;Univ Fribourg;Renmin Univ
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2008
- 关键词：agent-based modeling minority game price impact power-law behavior
- Stock Network Stability After Crashes Based on Entropy Method被引量：3收藏
- 作者：Yang, Ming-Yuan Ren, Fei Li, Sai-Ping
- 机构：East China Univ Sci & Technol;Zhejiang Univ Finance & Econ;East China Univ Sci & Technol;East China Univ Sci & Technol;Acad Sinica
- 来源：FRONTIERS IN PHYSICS 2020
- 关键词：stock network crashes rescue policies network stability entropy econophysics
- Coupled effects of market impact and asymmetric sensitivity in financial markets被引量：3收藏
- 作者：Zhong, Li-Xin Xu, Wen-Juan Ren, Fei Shi, Yong-Dong
- 机构：Zhejiang Univ Finance & Econ;E China Univ Sci & Technol;Dongbei Univ Finance & Econ;Dongbei Univ Finance & Econ
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2013
- 关键词：Econophysics Market impact Asymmetric sensitivity Price fluctuations
- Dynamic structure of stock communities: a comparative study between stock returns and turnover rates被引量：2收藏
- 作者：Su, Li-Ling Jiang, Xiong-Fei Li, Sai-Ping Zhong, Li-Xin Ren, Fei
- 机构：East China Univ Sci & Technol;Ningbo Dahongying Univ;Acad Sinica;Zhejiang Univ Finance & Econ;East China Univ Sci & Technol
- 来源：EUROPEAN PHYSICAL JOURNAL B 2017
- 关键词：Statistical Physics - Commerce - Risk perception - Investments
