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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：7/0  |  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：36/4  |  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.
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Global Stock Market  Covariance Matrix  Principle Fluctuation Mode Analysis  Complex Network  
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.
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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：109/20  |  Submit date：2014/04/25
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