89 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Nanchang Hangkong UniversityCN11 papers
- East China University of Science and TechnologyCN9 papers
- Dongbei University of Finance and EconomicsCN6 papers
- Shanghai University of Finance and EconomicsCN4 papers
- University of California, RiversideUS4 papers
- Fudan UniversityCN3 papers
- Institute of Physics, Academia SinicaTW3 papers
- Ningbo University of Finance & EconomicsCN3 papers
- Peking UniversityCN3 papers
- Stanford UniversityUS3 papers
- Hangzhou Dianzi UniversityCN2 papers
- HUN-REN Centre for Energy ResearchHU2 papers
6 papers · 1 filter
Nondegeneracy of ground states and multiple semiclassical solutions of the Hartree equation for general dimensions
Guoyuan Chen
We study nondegeneracy of ground states of the Hartree equation $$ -Δu+u=(I_{2}\ast u^2)u\quad\mbox{ in }\mathbb R^n $$ where and is the Newton potential. As an app…
Dynamic portfolio strategy using clustering approach
Fei Ren, Ya-Nan Lu, Sai-Ping Li +3
The problem of portfolio optimization is one of the most important issues in asset management. This paper proposes a new dynamic portfolio strategy based on the time-varying struct…
Dynamic structure of stock communities: A comparative study between stock returns and turnover rates
Li-Ling Su, Xiong-Fei Jiang, Sai-Ping Li +2
The detection of community structure in stock market is of theoretical and practical significance for the study of financial dynamics and portfolio risk estimation. We here study t…
A generalized voter model with time-decaying memory on a multilayer network
Li-Xin Zhong, Wen-Juan Xu, Rong-Da Chen +4
By incorporating a multilayer network and time-decaying memory into the original voter model, the coupled effects of spatial and temporal cumulation of peer pressure on consensus a…
Mixture of Regression Models with Single-Index
Sijia Xiang, Weixin Yao
In this article, we propose a class of semiparametric mixture regression models with single-index. We argue that many recently proposed semiparametric/nonparametric mixture regress…
Geography and distance effect on financial dynamics in the Chinese stock market
Xing Li, Tian Qiu, Guang Chen +2
Geography effect is investigated for the Chinese stock market including the Shanghai and Shenzhen stock markets, based on the daily data of individual stocks. The Shanghai city and…