成果/Result
- 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
- 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
- Relationship between Entropy and Dimension of Financial Correlation-Based Network被引量：18收藏
- 作者：Nie, Chun-xiao Song, Fu-tie
- 机构：East China Univ Sci & Technol
- 来源：ENTROPY 2018
- 关键词：fractal dimension Renyi index minimum spanning tree (MST) planar maximally filtered graph (PMFG) finance
- Entropy of Graphs in Financial Markets被引量：14收藏
- 作者：Nie, Chun-Xiao Song, Fu-Tie
- 机构：Zhejiang Gongshang Univ;East China Univ Sci & Technol
- 来源：COMPUTATIONAL ECONOMICS 2021
- 关键词：Renyi index Financial graph Correlation matrix Eigenvalues
- Renyi indices of financial minimum spanning trees被引量：12收藏
- 作者：Nie, Chun-Xiao Song, Fu-Tie Li, Sai-Ping
- 机构：E China Univ Sci & Technol;Acad Sinica
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2016
- 关键词：Renyi index Minimum spanning tree Financial market Power law
- 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
- 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
- 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
- Marginal Abatement Cost of Carbon Emissions under Different Shared Socioeconomic Pathways被引量：5收藏
- 作者：Liu, Na Song, Futie
- 机构：East China Univ Sci & Technol
- 来源：SUSTAINABILITY 2021
- 关键词：EZ climate model shared socioeconomic pathways marginal abatement cost average mitigation rate
- Global Renyi index of the distance matrix被引量：4收藏
- 作者：Nie, Chun-Xiao Song, Fu-Tie
- 机构：Zhejiang Gongshang Univ;East China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2019
- 关键词：Renyi index Financial market Distance matrix
