成果/Result
- Production decisions in a hybrid manufacturing-remanufacturing system with carbon cap and trade mechanism被引量：143收藏
- 作者：Chang, Xiangyun Xia, Haiyang Zhu, Huiyun Fan, Tijun Zhao, Hongqing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS 2015
- 关键词：Carbon cap Carbon trade Production decisions Remanufacturing
- Robust Median Reversion Strategy for Online Portfolio Selection被引量：96收藏
- 作者：Huang, Dingjiang Zhou, Junlong Li, Bin Hoi, Steven C. H. Zhou, Shuigeng
- 机构：East China Univ Sci & Technol;Shanghai Futures Exchange;Wuhan Univ;Singapore Management Univ;Fudan Univ
- 来源：IEEE TRANSACTIONS ON KNOWLEDGE AND DATA ENGINEERING 2016
- 关键词：Portfolio selection online learning mean reversion robust median reversion L-1-median
- 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
- Tail dependence networks of global stock markets被引量：73收藏
- 作者：Wen, Fenghua Yang, Xin Zhou, Wei-Xing
- 机构：Cent South Univ;Univ Windsor;Changsha Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源：INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS 2019
- 关键词：community structure complex network Pearson's correlation coefficient SJC copula stock market
- A global economic policy uncertainty index from principal component analysis被引量：56收藏
- 作者：Dai, Peng-Fei Xiong, Xiong Zhou, Wei-Xing
- 机构：Tianjin Univ;Tianjin Univ;East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源：FINANCE RESEARCH LETTERS 2021
- 关键词：econophysics economic policy uncertainty Principal component analysis Volatility Correlation
- A Biobjective Optimization Model for Expert Opinions Aggregation and Its Application in Group Decision Making被引量：51收藏
- 作者：Ji, Chunli Lu, Xiwen Zhang, Wenjun
- 机构：East China Univ Sci & Technol;Univ Saskatchewan
- 来源：IEEE SYSTEMS JOURNAL 2021
- 关键词：Optimization Reliability Probability density function Biological system modeling Decision making Uncertainty Mathematical model Confidence level consensus level expert opinions aggregation group decision making (GDM) optimization model
- Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates被引量：43收藏
- 作者：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;ETH;Univ Geneva
- 来源：JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY 2017
- 关键词：Renminbi exchange rates Onshore and offshore markets Lead-lag structure Thermal optimal path
- Correlation structure and principal components in the global crude oil market被引量：41收藏
- 作者：Dai, Yue-Hua Xie, Wen-Jie Jiang, Zhi-Qiang Jiang, George J. Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;Washington State Univ;East China Univ Sci & Technol
- 来源：EMPIRICAL ECONOMICS 2016
- 关键词：Crude oil Principal component analysis Correlation structure Regionalization Geographical information Eigenvalue
- 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
- Temporal and spatial correlation patterns of air pollutants in Chinese cities被引量：33收藏
- 作者：Dai, Yue-Hua Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;Washington State Univ;East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源：PLOS ONE 2017
- Cross-shareholding networks and stock price synchronicity: Evidence from China被引量：33收藏
- 作者：Wen, Fenghua Yuan, Yujie Zhou, Wei-Xing
- 机构：Cent South Univ;Univ Windsor;Univ Essex;East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源：INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS 2021
- 关键词：Cross-shareholding network noise trading ownership price informativeness stock price synchronicity
- Visibility graph analysis of economy policy uncertainty indices被引量：33收藏
- 作者：Dai, Peng-Fei Xiong, Xiong Zhou, Wei-Xing
- 机构：Tianjin Univ;Tianjin Univ;East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2019
- 关键词：econophysics economic policy uncertainty Complex network Visibility graph
- Extreme value statistics and recurrence intervals of NYMEX energy futures volatility被引量：33收藏
- 作者：Xie, Wen-Jie 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：ECONOMIC MODELLING 2014
- 关键词：Extreme volatility Risk estimation Recurrence interval Distribution Memory
- 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
- Information Transfer between Stock Market Sectors: A Comparison between the USA and China被引量：30收藏
- 作者：Yue, Peng Fan, Yaodong Batten, Jonathan A. Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;Univ Technol Sydney;Shanghai Univ Finance & Econ;Univ Utara Malaysia;East China Univ Sci & Technol
- 来源：ENTROPY 2020
- 关键词：information transfer transfer entropy stock markets econophysics
- Skill complementarity enhances heterophily in collaboration networks被引量：29收藏
- 作者：Xie, Wen-Jie Li, Ming-Xia Jiang, Zhi-Qiang Tan, Qun-Zhao 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;E China Univ Sci & Technol;Shanda Games Ltd
- 来源：SCIENTIFIC REPORTS 2016
- 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
- The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots被引量：27收藏
- 作者：Zhou, Wei-Xing Dai, Yun-Shi Duong, Kiet Tuan Dai, Peng-Fei
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol;Univ York;Wuhan Univ Technol
- 来源：JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION 2024
- 关键词：Agricultural futures and spots Russia-Ukraine conflict Tail dependence Risk spillover Copula-CoVaR Asymmetric impact
- Computational Experiments Successfully Predict the Emergence of Autocorrelations in Ultra-High-Frequency Stock Returns被引量：27收藏
- 作者：Zhou, Jian Gu, Gao-Feng Jiang, Zhi-Qiang Xiong, Xiong Chen, Wei Zhang, Wei Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol;Tianjin Univ;Tianjin Univ
- 来源：COMPUTATIONAL ECONOMICS 2017
- 关键词：Computational experiment Order-driven model Market efficiency Order direction Long memory
- The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model被引量：27收藏
- 作者：Dai, Peng-Fei Xiong, Xiong Zhang, Jin Zhou, Wei-Xing
- 机构：Tianjin Univ;East China Univ Sci & Technol;Tianjin Univ;China Bohai Bank Co LTD;East China Univ Sci & Technol
- 来源：RESOURCES POLICY 2022
- 关键词：Crude oil futures Global economic policy uncertainty Volatility forecasting GARCH-MIDAS Two-factor model
- 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
- Combination Forecasting Reversion Strategy for Online Portfolio Selection被引量：23收藏
- 作者：Huang, Dingjiang Yu, Shunchang Li, Bin Hoi, Steven C. H. Zhou, Shuigeng
- 机构：East China Normal Univ;East China Univ Sci & Technol;Wuhan Univ;Singapore Management Univ;Fudan Univ
- 来源：ACM TRANSACTIONS ON INTELLIGENT SYSTEMS AND TECHNOLOGY 2018
- 关键词：Portfolio selection online learning mean reversion combination forecasting reversion combination forecasting estimators
- A weekly sentiment index and the cross-section of stock returns被引量：23收藏
- 作者：Xu, Hai-Chuan Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源：FINANCE RESEARCH LETTERS 2018
- 关键词：Investor sentiment Partial least squares Return predictability
- Club convergence of house prices: Evidence from China's ten key cities被引量：22收藏
- 作者：Meng, Hao Xie, Wen-Jie 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;E China Univ Sci & Technol
- 来源：INTERNATIONAL JOURNAL OF MODERN PHYSICS B 2015
- 关键词：econophysics random matrix theory club convergence house prices ripple effect
- Evolving efficiency and robustness of the international oil trade network被引量：20收藏
- 作者：Xie, Wen-Jie Wei, Na Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源：JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT 2021
- 关键词：network dynamics socio-economic networks
- Information Flow Networks of Chinese Stock Market Sectors被引量：20收藏
- 作者：Yue, Peng Cai, Qing Yan, Wanfeng Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;Zhicang Technol;East China Univ Sci & Technol
- 来源：IEEE ACCESS 2020
- 关键词：econophysics transfer entropy spanning arborescence information flow network sector rotation
- 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 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
