成果/Result
- 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
- 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
- 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
- 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
- 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
- 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
- Early warning model based on correlated networks in global crude oil markets被引量:22收藏
- 作者:Yu, Jia-Wei Xie, Wen-Jie Jiang, Zhi-Qiang
- 机构:East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源:PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2018
- 关键词:Systemic risk Early warning model Network density Modularity
- 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
- 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
- Triadic motifs in the dependence networks of virtual societies被引量:19收藏
- 作者:Xie, Wen-Jie Li, Ming-Xia 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:SCIENTIFIC REPORTS 2014
- Identifying states of global financial market based on information flow network motifs被引量:13收藏
- 作者:Xie, Wen-Jie Yong, Yang Wei, Na Yue, Peng Zhou, Wei-Xing
- 机构:East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源:NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE 2021
- 关键词:Global stock market Market state Information flow Network motifs Clustering
- Quantifying immediate price impact of trades based on the k-shell decomposition of stock trading networks被引量:11收藏
- 作者:Xie, Wen-Jie Li, Ming-Xia Xu, Hai-Chuan Chen, Wei Zhou, Wei-Xing Stanley, H. Eugene
- 机构:East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol;Shenzhen Stock Exchange
- 来源:EPL 2016
- Structure and Evolution of the International Pesticide Trade Networks被引量:10收藏
- 作者:Li, Jian-An Xie, Wen-Jie Zhou, Wei-Xing
- 机构:East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源:FRONTIERS IN PHYSICS 2021
- 关键词:econophysics directed networks weighted networks network metrics international pesticide trade networks
- Predicting highway freight transportation networks using radiation models被引量:10收藏
- 作者:Zhou, Wei-Xing Wang, Li Xie, Wen-Jie Yan, Wanfeng
- 机构:East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol;Zhicang Technol
- 来源:PHYSICAL REVIEW E 2020
- 关键词:Forecasting - Transportation routes - Truck drivers - Economics - Freight transportation - Truck transportation - Trucks
- The performance of cooperation strategies for enhancing the efficiency of international oil trade networks被引量:8收藏
- 作者:Wei, Na Xie, Wen-Jie 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 COMPLEX NETWORKS 2022
- 关键词:econophysics international oil market trade network network efficiency cooperation strategies
- Individual position diversity in dependence socioeconomic networks increases economic output被引量:6收藏
- 作者:Xie, Wen-Jie Yang, Yan-Hong Li, Ming-Xia Jiang, Zhi-Qiang 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:EPJ DATA SCIENCE 2017
- 关键词:position diversity socioeconomic network network motif economic output
- An interpretable machine-learned model for international oil trade network被引量:6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:RESOURCES POLICY 2023
- 关键词:Global oil market Oil trade network Machine learning Policy simulation
- On the growth of primary industry and population of China's counties被引量:5收藏
- 作者:Xie, Wen-Jie Gu, Gao-Feng 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 2010
- 关键词:Econophysics Growth dynamics Distributions Primary industry Population
- Learning representation of stock traders and immediate price impacts被引量:2收藏
- 作者:Xie, Wen-Jie Li, Mu-Yao Zhou, Wei-Xing
- 机构:East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源:EMERGING MARKETS REVIEW 2021
- 关键词:Machine learning Network embedding Trading network Price impact
- Systemic Risk and Trading Strategy Based on Correlation-Based Networks in Stock Markets被引量:1收藏
- 作者:Yu, Jia-Wei Huang, Qin-Qin Guo, Yong-Han Jiang, Zhi-Qiang Xie, Wen-Jie
- 机构:East China Univ Sci & Technol
- 来源:FLUCTUATION AND NOISE LETTERS 2020
- 关键词:Systemic risk correlation-based networks stock market trading strategy
