72 citations
- Zhejiang University of Finance and EconomicsCN3 papers
- East China University of Science and TechnologyCN2 papers
- Institute of Physics, Academia SinicaTW2 papers
- Nanchang Hangkong UniversityCN2 papers
- Academia SinicaTW1 paper
- Complexity Science HubAT1 paper
- Czech Technical University in PragueCZ1 paper
- Medical University of ViennaAT1 paper
- Zhejiang UniversityCN1 paper
4 papers
Transfer entropy between communities in complex networks
Jan Korbel, Xiongfei Jiang, Bo Zheng
With the help of transfer entropy, we analyze information flows between communities of complex networks. We show that the transfer entropy provides a coherent description of intera…
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…
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…