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General Component Analysis (GCA): A new approach to identify Chinese corporate bond market structures 期刊论文
PLOS ONE, 2018, 卷号: 13, 期号: 7, 页码: e0199500
Authors:  Wang, L;  Yan, Y;  Li, XT;  Chen, XS
Favorite  |  View/Download:5/0  |  Submit date:2018/12/27
COMPLEX NETWORKS  STOCK-MARKET  DYNAMICS  
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.
Adobe PDF(485Kb)  |  Favorite  |  View/Download:33/4  |  Submit date:2017/12/21
Evolutions of fluctuation modes and inner structures of global stock markets 期刊论文
INTERNATIONAL JOURNAL OF MODERN PHYSICS B, 2016, 卷号: 30, 期号: 32, 页码: 1650237
Authors:  Yan, Y;  Wang, L;  Liu, MX;  Chen, XS;  Liu, MX (reprint author), Chinese Acad Sci, Inst Theoret Phys, Beijing 100190, Peoples R China.
Adobe PDF(6610Kb)  |  Favorite  |  View/Download:50/4  |  Submit date:2017/10/13
Global Stock Market  Covariance Matrix  Principle Fluctuation Mode Analysis  Complex Network  
Evolutions of fluctuation modes and inner structures of global stock markets 期刊论文
INTERNATIONAL JOURNAL OF MODERN PHYSICS B, 2016, 卷号: 30, 期号: 32, 页码: 1650237
Authors:  Yan, Y;  Wang, L;  Liu, MX;  Chen, XS
Favorite  |  View/Download:0/0  |  Submit date:2019/04/08
Global stock market  CROSS-CORRELATION  covariance matrix  CORRELATION-MATRICES  principle fluctuation mode analysis  FINANCIAL NETWORKS  complex network  INFORMATION  RETURNS  INDEXES  NOISE  TREES  TIMES  LAG  
Renyi information flow in the Ising model with single-spin dynamics 期刊论文
PHYSICAL REVIEW E, 2014, 卷号: 90, 期号: 6, 页码: 63308
Authors:  Deng, ZH;  Wu, JS;  Guo, WN;  Deng, ZH (reprint author), Beijing Normal Univ, Dept Phys, Beijing 100875, Peoples R China.
Adobe PDF(452Kb)  |  Favorite  |  View/Download:44/3  |  Submit date:2015/06/03
Systems  Transition  Statistics  
Principle Fluctuation Modes of the Global Stock Market 期刊论文
CHINESE PHYSICS LETTERS, 2012, 卷号: 29, 期号: 2, 页码: 28901
Authors:  Yan, Y;  Liu, MX;  Zhu, XW;  Chen, XS;  Zhu, XW (reprint author), China Univ Polit Sci & Law, Sch Business, Beijing 100088, Peoples R China.
Adobe PDF(544Kb)  |  Favorite  |  View/Download:107/20  |  Submit date:2014/04/25
Matrices