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COVID-19 and risk spillovers of China?s major financial markets: Evidence from time-varying variance decomposition and wavelet coherence analysis 期刊论文
FINANCE RESEARCH LETTERS, 2023, 卷号: 52, 页码: 9
作者:  Xie, Qiwei;  Cheng, Lu;  Liu, Ranran;  Zheng, Xiaolong;  Li, Jingyu
收藏  |  浏览/下载:183/0  |  提交时间:2023/02/22
COVID-19  Risk spillovers  Generalized forecast error variance  decompositions  Wavelet coherence analysis  China?s financial markets  
Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions 期刊论文
INFORMS JOURNAL ON COMPUTING, 2022, 页码: 19
作者:  Tian, Hu;  Zheng, Xiaolong;  Zhao, Kang;  Liu, Maggie Wenjing;  Zeng, Daniel Dajun
Adobe PDF(1329Kb)  |  收藏  |  浏览/下载:255/49  |  提交时间:2022/07/25
graph representation learning  deep learning  predictive models  business intelligence  
Parallel crop planning based on price forecast 期刊论文
INTERNATIONAL JOURNAL OF INTELLIGENT SYSTEMS, 2021, 期号: 1, 页码: 22
作者:  Fan, Menghan;  Kang, Mengzhen;  Wang, Xiujuan;  Hua, Jing;  He, Chaoxing;  Wang, Fei-Yue
Adobe PDF(2074Kb)  |  收藏  |  浏览/下载:259/52  |  提交时间:2021/12/28
agent-based modeling  crop planning  parallel agricultural management  price prediction  
Game Starts at GameStop: Characterizing the Collective Behaviors and Social Dynamics in the Short Squeeze Episode 期刊论文
IEEE TRANSACTIONS ON COMPUTATIONAL SOCIAL SYSTEMS, 2021, 页码: 14
作者:  Zheng, Xiaolong;  Tian, Hu;  Wan, Zhe;  Wang, Xiao;  Zeng, Daniel Dajun;  Wang, Fei-Yue
Adobe PDF(8005Kb)  |  收藏  |  浏览/下载:182/13  |  提交时间:2022/01/27
Social networking (online)  Dictionaries  Stock markets  Investment  Games  Analytical models  Market research  Dynamic interaction network  financial market  GameStop  short squeeze  social network analysis  
Analyzing the co-movement and its spatial-temporal patterns in Chinese stock market 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2020, 卷号: 555, 页码: 14
作者:  Chen, Hanxiao;  Zheng, Xiaolong;  Zeng, Daniel Dajun
收藏  |  浏览/下载:180/0  |  提交时间:2020/07/20
Stock co-movement  Spatial-temporal patterns  Triangulated Maximally  Filtered Graph  Exponential weighted Pearson correlation  
Analyzing the co-movement and its spatial-temporal patterns in Chinese stock market 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2020, 卷号: 555, 页码: 14
作者:  Chen, Hanxiao;  Zheng, Xiaolong;  Zeng, Daniel Dajun
收藏  |  浏览/下载:190/0  |  提交时间:2020/07/20
Stock co-movement  Spatial-temporal patterns  Triangulated Maximally  Filtered Graph  Exponential weighted Pearson correlation  
Complexity Changes in the US and China's Stock Markets: Differences, Causes, and Wider Social Implications 期刊论文
ENTROPY, 2020, 卷号: 22, 期号: 1, 页码: 13
作者:  Gao, Jianbo;  Hou, Yunfei;  Fan, Fangli;  Liu, Feiyan
收藏  |  浏览/下载:177/0  |  提交时间:2020/06/02
EMH  Lempel-Ziv complexity  permutation entropy  Hurst parameter  the US and China's stock market  
Analyzing the dynamic sectoral influence in Chinese and American stock markets 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 卷号: 536, 页码: 15
作者:  Tian, Hu;  Zheng, Xiaolong;  Zeng, Daniel Danjun
Adobe PDF(2694Kb)  |  收藏  |  浏览/下载:270/27  |  提交时间:2020/03/30
Sectoral influence  Multi-time scales  Causal network  Granger causality  Empirical mode decomposition  
A Hybrid Learning Method for the Data-Driven Design of Linguistic Dynamic Systems 期刊论文
IEEE-CAA JOURNAL OF AUTOMATICA SINICA, 2019, 卷号: 6, 期号: 6, 页码: 1487-1498
作者:  Li, Chengdong;  Yi, Jianqiang;  Lv, Yisheng;  Duan, Peiyong
浏览  |  Adobe PDF(7716Kb)  |  收藏  |  浏览/下载:292/81  |  提交时间:2020/03/30
Fuzzy set  least square method  linguistic dynamic system (LDS)  multi-objective optimization  
The dynamic interdependence of international financial markets: An empirical study on twenty-seven stock markets 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2017, 卷号: 2017, 期号: 472, 页码: 32-42
作者:  Zhang, Xingwei;  Zheng, Xiaolong;  Zeng, Daniel Dajun
浏览  |  Adobe PDF(3811Kb)  |  收藏  |  浏览/下载:328/90  |  提交时间:2017/05/05
Dynamic Interdependence  Influence Strength  Minimum Spanning Tree  Cross Correlation