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CASIA OpenIR
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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  
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  
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  
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  
Impact of Flavor on Electronic Cigarette Marketing in Social Media 会议论文
, USA, 11.17-11.18
作者:  Yunji Liang;  Xiaolong Zheng;  Daniel Zeng;  Xingshe Zhou
浏览  |  Adobe PDF(31064Kb)  |  收藏  |  浏览/下载：487/219  |  提交时间：2018/01/08
社会媒体分析与智能研究进展 期刊论文
海外学人, 2012, 卷号: 3, 期号: 3, 页码: 3-13
作者:  崔凯楠;  郑晓龙;  曾大军;  王飞跃
浏览  |  Adobe PDF(1007Kb)  |  收藏  |  浏览/下载：184/100  |  提交时间：2018/03/09
社会媒体