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Long-range correlation and market segmentation in bond market 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2017, 卷号: 482, 页码: 477-485
Authors:  Wang, ZX;  Yan, Y;  Chen, XS;  Yan, Y (reprint author), Univ Chinese Acad Sci, Sch Econ & Management, Beijing 100080, Peoples R China.
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Long-range Correlation  Interest Rates  Fractal Market Hypothesis  Market Segmentation  
Time and frequency structure of causal correlation networks in the China bond market 期刊论文
EUROPEAN PHYSICAL JOURNAL B, 2017, 卷号: 90, 期号: 7, 页码: 137
Authors:  Wang, ZX;  Yan, Y;  Chen, XS;  Yan, Y (reprint author), Univ Chinese Acad Sci, Sch Econ & Management, Beijing 100080, Peoples R China.;  Yan, Y (reprint author), Chinese Acad Sci, Res Ctr Fictitious Econ & Data Sci, Beijing 100190, Peoples R China.;  Yan, Y (reprint author), Chinese Acad Sci, Key Lab Big Data Min & Knowledge Management, Beijing 100190, Peoples R China.
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A spin glass approach to the directed feedback vertex set problem 期刊论文
JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT, 2016, 页码: 73303
Authors:  Zhou, HJ;  Zhou, HJ (reprint author), Chinese Acad Sci, Key Lab Theoret Phys, Inst Theoret Phys, Zhong Guan Cun East Rd 55, Beijing 100190, Peoples R China.
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Spin Glasses (Theory)  Message-passing Algorithms  
A spin glass approach to the directed feedback vertex set problem 期刊论文
JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT, 2016, 期号: 2016, 页码: 73303
Authors:  Zhou, HJ;  Zhou, HJ (reprint author), Chinese Acad Sci, Key Lab Theoret Phys, Inst Theoret Phys, Zhong Guan Cun East Rd 55, Beijing 100190, Peoples R China.
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Spin Glasses (Theory)  Message-passing Algorithms  
Dynamical continuous time random walk 期刊论文
EUROPEAN PHYSICAL JOURNAL B, 2015, 卷号: 88, 期号: 4, 页码: 88
Authors:  Liu, J;  Yang, B;  Chen, XS;  Bao, JD;  Liu, J (reprint author), Chinese Acad Sci, State Key Lab Theoret Phys, Inst Theoret Phys, Beijing 100190, Peoples R China.
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Structure and Connectivity Analysis of Financial Complex System Based on G-Causality Network 期刊论文
COMMUNICATIONS IN THEORETICAL PHYSICS, 2013, 卷号: 60, 期号: 5, 页码: 630-636
Authors:  Xu, CM;  Yan, Y;  Zhu, XW;  Li, XT;  Chen, XS;  Xu, CM (reprint author), Univ Chinese Acad Sci, Sch Management, Beijing 100080, Peoples R China.
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Contagion  Market