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Reinforcement learning meets minority game: Toward optimal resource allocation 期刊论文
PHYSICAL REVIEW E, 2019, 卷号: 99, 期号: 3, 页码: 32302
Authors:  Zhang, SP;  Dong, JQ;  Liu, L;  Huang, ZG;  Huang, L;  Lai, YC
Favorite  |  View/Download:0/0  |  Submit date:2019/07/19
HERD BEHAVIOR  PINNING CONTROL  NETWORKS  MARKET  ORGANIZATION  COOPERATION  MEMORY  MODEL  
Fixed-income securities: bibliometric review with network analysis 期刊论文
SCIENTOMETRICS, 2018, 卷号: 116, 期号: 3, 页码: 1615-1640
Authors:  Yan, Y;  Liao, ZW;  Chen, XS
Favorite  |  View/Download:3/0  |  Submit date:2018/12/27
TERM-STRUCTURE  RISK-FACTORS  CREDIT RISK  MARKET  PORTFOLIO  STOCKS  BONDS  OPTIONS  FINANCE  CHOICE  
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:6/0  |  Submit date:2018/12/27
COMPLEX NETWORKS  STOCK-MARKET  DYNAMICS  
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.
Adobe PDF(3533Kb)  |  Favorite  |  View/Download:25/0  |  Submit date:2017/12/21
Long-range Correlation  Interest Rates  Fractal Market Hypothesis  Market Segmentation  
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:53/4  |  Submit date:2017/10/13
Global Stock Market  Covariance Matrix  Principle Fluctuation Mode Analysis  Complex Network  
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.
Adobe PDF(1978Kb)  |  Favorite  |  View/Download:86/13  |  Submit date:2014/04/25
Contagion  Market