周炜星 收藏
( 任职于 商学院金融学系)
所属部门：金融学系 学科领域：金融学、管理科学与工程 教授课程：本科：《金融工程》，2006-2009年；研究生：《金融物理学导论》，2007-至今 研究方向：金融物理学、金融工程、计算实验金融学、复杂金融网络、社会复杂性 社会活动： 1.中国系统工程学会理事、上海系统工程学会常务理事 2.中国“双法”研究会复杂系统研究委员会常务理事、青年工作委员会常务理事及副秘书长 3.中国社会学会社会网与社会资本研究专业委员会理事 4.中国交叉科学学会常务理事、金融量化分析与计算专业委员会副主任委员 5.American Economics ... 详细>>
被引量：12,575H指数：56SCI-EXPANDED： 181 EI： 178 北大核心： 17 CSSCI： 10 CSCD： 8 SSCI： 117
- Multifractal analysis of financial markets被引量：1043收藏
- 作者：Jiang, Zhi-Qiang Xie, Wen-Jie Zhou, Wei-Xing Sornette, Didier
- 机构： Research Center for Econophysics; Department of Finance; Department of Mathematics; Department of Management; Swiss Finance Institute
- 来源：arXiv 2018
- 关键词：Commerce - Financial data processing - Fractals - Large scale systems - Risk assessment - Risk management - Time series - Time series analysis
- 质疑
- Multifractal detrended cross-correlation analysis for two nonstationary signals被引量：627收藏
- 作者：Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICAL REVIEW E 2008
- 关键词：Financial data processing - Fractals - Correlation methods - Time series
- 质疑
- Prediction of Drug-Target Interactions and Drug Repositioning via Network-Based Inference被引量：626收藏
- 作者：Cheng, Feixiong Liu, Chuang Jiang, Jing Lu, Weiqiang Li, Weihua Liu, Guixia Zhou, Weixing Huang, Jin Tang, Yun
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PLOS COMPUTATIONAL BIOLOGY 2012
- 关键词：Cell culture - Complex networks - Computation theory - Drug interactions - Tensors
- 质疑
- Statistical tests for power-law cross-correlated processes被引量：383收藏
- 作者：Podobnik, Boris Jiang, Zhi-Qiang Zhou, Wei-Xing Stanley, H. Eugene
- 机构：Univ Rijeka;Boston Univ;Boston Univ;Univ Ljubljana;E China Univ Sci & Technol
- 来源：PHYSICAL REVIEW E 2011
- 关键词：Commerce - Statistical tests - Time series analysis
- 质疑
- Detrending moving average algorithm for multifractals被引量：375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;E China Univ Sci & Technol;Chinese Acad Sci
- 来源：PHYSICAL REVIEW E 2010
- 关键词：Fractals
- 质疑
- Multifractal detrending moving-average cross-correlation analysis被引量：321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
- 来源：PHYSICAL REVIEW E 2011
- 关键词：Numerical methods - Brownian movement - Correlation methods - Fractals
- 质疑
- Multifractal analysis of financial markets: a review被引量：283收藏
- 作者：Jiang, Zhi-Qiang Xie, Wen-Jie 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：REPORTS ON PROGRESS IN PHYSICS 2019
- 关键词：econophysics multifractal analysis financial markets complex systems scaling laws complex networks
- 质疑
- Evolution of worldwide stock markets, correlation structure, and correlation-based graphs被引量：199收藏
- 作者：Song, Dong-Ming Tumminello, Michele Zhou, Wei-Xing Mantegna, Rosario N.
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;Carnegie Mellon Univ;Univ Palermo;E China Univ Sci & Technol
- 来源：PHYSICAL REVIEW E 2011
- 关键词：Dynamics - Eigenvalues and eigenfunctions - Commerce
- 质疑
- Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces被引量：180收藏
- 作者：Qian, Xi-Yuan Liu, Ya-Min 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：PHYSICAL REVIEW E 2015
- 关键词：Brownian movement - Fractals - Time series analysis - Asphaltenes - Crude oil - Factor analysis - White noise - Correlation methods
- 质疑
- The components of empirical multifractality in financial returns被引量：164收藏
- 作者：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：EPL 2009
- 质疑
- Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series被引量：163收藏
- 作者：Shao, Ying-Hui Gu, Gao-Feng Jiang, Zhi-Qiang Zhou, Wei-Xing Sornette, Didier
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;ETH;Univ Geneva
- 来源：SCIENTIFIC REPORTS 2012
- 质疑
- 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
- 质疑
- The 2006-2008 oil bubble: Evidence of speculation, and prediction被引量：143收藏
- 作者：Sornette, Didier Woodard, Ryan Zhou, Wei-Xing
- 机构：Swiss Fed Inst Technol;Univ Geneva;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 Commodities Oil bubble Speculation Prediction
- 质疑
- Calling patterns in human communication dynamics被引量：137收藏
- 作者：Jiang, Zhi-Qiang Xie, Wen-Jie Li, Ming-Xia Podobnik, Boris Zhou, Wei-Xing Stanley, H. Eugene
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;Boston Univ;Boston Univ;Zagreb Sch Econ & Management
- 来源：PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA 2013
- 关键词：human dynamics phone user categorization social science nonlinear dynamics social networks
- 质疑
- Finite-size effect and the components of multifractality in financial volatility被引量：134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：CHAOS SOLITONS & FRACTALS 2012
- 关键词：Time series - Fractals - Size determination - Size distribution
- 质疑
- Quantifying the dynamic structural resilience of international staple food trade networks: An entropy-based approach被引量：134收藏
- 作者：Wei, Si-Yao Zhou, Wei-Xing
- 机构： School of Business; Research Center for Econophysics; School of Mathematics
- 来源：arXiv 2025
- 关键词：Efficiency - Entropy - Food security - Food supply - Grain (agricultural product) - International trade
- 质疑
- Statistical properties of visibility graph of energy dissipation rates in three-dimensional fully developed turbulence被引量：131收藏
- 作者：Liu, Chuang Zhou, Wei-Xing Yuan, Wei-Kang
- 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：Turbulence Energy dissipation rate Visibility graph Degree distribution Self-similarity Allometric scaling
- 质疑
- Self-organizing Ising model of financial markets被引量：112收藏
- 作者：Zhou, W.-X. Sornette, D.
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;ETH
- 来源：EUROPEAN PHYSICAL JOURNAL B 2007
- 关键词：Feedback - Learning systems - Magnetic fields - Mathematical models
- 质疑
- Degree distributions of the visibility graphs mapped from fractional Brownian motions and multifractal random walks被引量：97收藏
- 作者：Ni, Xiao-Hui Jiang, Zhi-Qiang Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;ETH;E China Univ Sci & Technol
- 来源：PHYSICS LETTERS A 2009
- 关键词：Visibility graph Complex networks Power-law distribution Fractional Brownian motion Multifractal random walk
- 质疑
- Multifractality in stock indexes: Fact or fiction?被引量：93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;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2008
- 关键词：econophysics multifractal analysis partition function approach bootstrapping stock markets
- 质疑
- Multifractal analysis of Chinese stock volatilities based on the partition function approach被引量：91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;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2008
- 关键词：econophysics multifractal analysis partition function approach quenched average annealed average bootstrapping stock markets
- 质疑
- Uncertainty and financial market resilience: Evidence from China被引量：90收藏
- 作者：Wei, Si-Yao Jiang, Kun-Liang Zhou, Wei-Xing
- 机构： School of Business; Research Center for Econophysics; School of Economics and Management; School of Mathematics
- 来源：arXiv 2025
- 关键词：Commerce - Electronic trading - Financial markets - Risk assessment - Risk management - Uncertainty analysis
- 质疑
- Universal and nonuniversal allometric scaling behaviors in the visibility graphs of world stock market indices被引量：90收藏
- 作者：Qian, Meng-Cen Jiang, Zhi-Qiang Zhou, Wei-Xing
- 机构：Fudan Univ;E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Chinese Acad Sci
- 来源：JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL 2010
- 质疑
- Cross-shareholding networks and stock price synchronicity: Evidence from China被引量：90收藏
- 作者：Wen, Fenghua Yuan, Yujie Zhou, Wei-Xing
- 机构： School of Business; Supply Chain and Logistics Optimization Research Centre; Centre for Computational Finance and Economic Agents; Department of Finance; Department of Mathematics
- 来源：arXiv 2019
- 关键词：Commerce
- 质疑
- An empirical behavioural order-driven model with price limit rules被引量：88收藏
- 作者：Gu, Gao-Feng Xiong, Xiong Xu, Hai-Chuan Zhang, Wei Zhang, Yong-Jie Chen, Wei Zhou, Wei-Xing
- 机构： Department of Finance; Research Center for Econophysics; College of Management and Economics; China Center for Social Computing and Analytics; Shenzhen Stock Exchange
- 来源：arXiv 2017
- 关键词：Commerce - Costs - Financial markets
- 质疑
- Linear and nonlinear correlations in order aggressiveness of Chinese stocks被引量：86收藏
- 作者：Yue, Peng Xu, Hai-Chuan Chen, Wei Xiong, Xiong Zhou, Wei-Xing
- 机构： School of Business; Research Center for Econophysics; Shenzhen Stock Exchange; College of Management and Economics; China Center for Social Computing and Analytics
- 来源：arXiv 2017
- 关键词：Commerce
- 质疑
- Modified detrended fluctuation analysis based on empirical mode decomposition for the characterization of anti-persistent processes被引量：85收藏
- 作者：Qian, Xi-Yuan 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 2011
- 关键词：Econophysics Detrended fluctuation analysis Empirical mode decomposition Correlations Multifractality Stock markets
- 质疑
- 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
- 质疑
- 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
- 质疑
- Impact of the Covid-19 Pandemic on the Intermittent Behavior of the Global Spot Markets of Staple Food Crops被引量：76收藏
- 作者：Gao, Xing-Lu Shao, Ying-Hui Zhou, Wei-Xing
- 机构： School of Business; Research Center for Econophysics; School of Statistics and Information; School of Mathematics
- 来源：SSRN 2023
- 关键词：Commerce - Fractals - Oils and fats
- 质疑
