成果/Result
- Bubble diagnosis and prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles被引量：152收藏
- 作者：Jiang, Zhi-Qiang Zhou, Wei-Xing Sornette, Didier Woodard, Ryan Bastiaensen, Ken Cauwels, Peter
- 机构：Swiss Fed Inst Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Univ Geneva
- 来源：JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION 2010
- 关键词：Stock market crash Financial bubble Chinese markets Rational expectation bubble Herding Log-periodic power law Lomb spectral analysis Unit-root test
- 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
- 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
- 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
- Complex stock trading network among investors被引量：54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;Chinese Acad Sci
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2010
- 关键词：Econophysics Limit order book Trade sizes Trading networks Power-law distribution
- Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant被引量：51收藏
- 作者：Ruan, Yong-Ping 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 Stock and warrant Intertrade duration Correlation Multifractal analysis
- A case study of speculative financial bubbles in the South African stock market 2003-2006被引量：51收藏
- 作者：Zhou, Wei-Xing Sornette, Didier
- 机构：ETH;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 Financial bubble Super-exponential acceleration Log-periodicity Power-law singularity African common stocks
- Quantifying bid-ask spreads in the Chinese stock market using limit-order book data被引量：47收藏
- 作者：Gu, G.-F. Chen, W. Zhou, W.-X.
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Shenzhen Stock Exchange
- 来源：EUROPEAN PHYSICAL JOURNAL B 2007
- Statistical properties of world investment networks被引量：44收藏
- 作者：Song, Dong-Ming 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;Chinese Acad Sci
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2009
- 关键词：Econophysics Complex networks World investment network Probability distribution Allometric scaling
- Detrended fluctuation analysis of intertrade durations被引量：44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 2009
- 关键词：Econophysics Intertrade duration Intraday pattern Long memory Multifractal nature
- Preferred numbers and the distributions of trade sizes and trading volumes in the Chinese stock market被引量：39收藏
- 作者：Mu, G. -H. Chen, W. Kertesz, J. Zhou, W. -X.
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;Budapest Univ Technol & Econ;Shenzhen Stock Exchange;Aalto Univ
- 来源：EUROPEAN PHYSICAL JOURNAL B 2009
- 关键词：Financial markets
- 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
- Pattern Classification of Instantaneous Cognitive Task-load Through GMM Clustering, Laplacian Eigenmap, and Ensemble SVMs被引量：36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：IEEE-ACM TRANSACTIONS ON COMPUTATIONAL BIOLOGY AND BIOINFORMATICS 2017
- 关键词：Cognitive task-load psychophysiological signals manifold learning ensemble learning support vector machine
- The US Stock Market Leads the Federal Funds Rate and Treasury Bond Yields被引量：35收藏
- 作者：Guo, Kun Zhou, Wei-Xing Cheng, Si-Wei Sornette, Didier
- 机构：Chinese Acad Sci;E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;ETH
- 来源：PLOS ONE 2011
- Tests of nonuniversality of the stock return distributions in an emerging market被引量：33收藏
- 作者：Mu, Guo-Hua 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：Commerce - Time measurement - Probability distributions - Investments
- 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
- 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
- Endogenous and exogenous dynamics in the fluctuations of capital fluxes - An empirical analysis of the Chinese stock market被引量：32收藏
- 作者：Jiang, Z.-Q. Guo, L. Zhou, W.-X.
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：EUROPEAN PHYSICAL JOURNAL B 2007
- 关键词：Financial data processing - Fractals - Mathematical models - Statistical methods
- Minimizing the number of late jobs under the group technology assumption被引量：28收藏
- 作者：Liu, ZH Yu, WC
- 机构：E China Univ Sci & Technol
- 来源：JOURNAL OF COMBINATORIAL OPTIMIZATION 1999
- 关键词：one-machine scheduling group technology number of late jobs NP-hardness polynomial algorithm
- 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
- Determinants of immediate price impacts at the trade level in an emerging order-driven market被引量：27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：NEW JOURNAL OF PHYSICS 2012
- 关键词：Costs - Regression analysis
- Empirical shape function of limit-order books in the Chinese stock market被引量：27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 stock markets continuous double action limit-order book shape microstructure theory
- 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
- ON DECOMPOSITION OF THE TOTAL TARDINESS PROBLEM被引量：25收藏
- 作者：Chang, S. Lu, Q. Tang, G. Yu, W.
- 机构：E CHINA UNIV SCI & TECHNOL;WUHAN UNIV;SHANGHAI SECOND POLYTECH UNIV
- 来源：OPERATIONS RESEARCH LETTERS 1995
- 关键词：SCHEDULING THEORY ONE-MACHINE TOTAL TARDINESS PROBLEM DECOMPOSITION THEOREM BACKWARD SHIFT
- 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
- Online-offline activities and game-playing behaviors of avatars in a massive multiplayer online role-playing game被引量：23收藏
- 作者：Jiang, Zhi-Qiang Zhou, Wei-Xing Tan, Qun-Zhao
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Chinese Acad Sci;Shanda Interact Entertainment Ltd
- 来源：EPL 2009
- Statistical properties of daily ensemble variables in the Chinese stock markets被引量：23收藏
- 作者：Gu, Gao-Feng Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2007
- 关键词：econophysics ensemble return variety probability distribution long memory statistical test
