activity
20162019
most citedMarket correlation structure changes around the Great Crash

39 citations · 87 across the 5 of their papers we have counts for

collaborators

5 papers

physics.soc-ph2019★ 18 cited

Analytic degree distributions of horizontal visibility graphs mapped from unrelated random series and multifractal binomial measures

Wen-Jie Xie, Rui-Qi Han, Zhi-Qiang Jiang +2

Complex network is not only a powerful tool for the analysis of complex system, but also a promising way to analyze time series. The algorithm of horizontal visibility graph (HVG)…

physics.soc-ph2019★ 5 cited

Time series classification based on triadic time series motifs

Wen-Jie Xie, Rui-Qi Han, Wei-Xing Zhou

It is of great significance to identify the characteristics of time series to qualify their similarity. We define six types of triadic time-series motifs and investigate the motif…

physics.soc-ph2018★ 20 cited

Tetradic motif profiles of horizontal visibility graphs

Wen-Jie Xie, Rui-Qi Han, Wei-Xing Zhou

Network motif analysis is a useful tool for the investigation of complex networks. We study the profiles of tetradic motifs in horizontal visibility graphs (HVGs) converted from mu…

physics.soc-ph2018★ 5 cited

Triadic time series motifs

Wen-Jie Xie, Rui-Qi Han, Wei-Xing Zhou

We introduce the concept of time series motifs for time series analysis. Time series motifs consider not only the spatial information of mutual visibility but also the temporal inf…

q-fin.ST2016★ 39 cited

Market correlation structure changes around the Great Crash

Rui-Qi Han, Wen-Jie Xie, Xiong Xiong +2

We perform a comparative analysis of the Chinese stock market around the occurrence of the 2008 crisis based on the random matrix analysis of high-frequency stock returns of 1228 s…