116 citations · 448 across the 13 of their papers we have counts for
13 papers
How volatilities nonlocal in time affect the price dynamics in complex financial systems
Lei Tan, Bo Zheng, Jun-Jie Chen +1
What is the dominating mechanism of the price dynamics in financial systems is of great interest to scientists. The problem whether and how volatilities affect the price movement d…
Time-reversal asymmetry in financial systems
X. F. Jiang, T. T. Chen, B. Zheng
We investigate the large-fluctuation dynamics in financial markets, based on the minute-to-minute and daily data of the Chinese Indices and German DAX. The dynamic relaxation both…
Depinning phase transition in two-dimensional clock model with quenched randomness
X. P. Qin, B. Zheng, N. J. Zhou
With Monte Carlo simulations, we systematically investigate the depinning phase transition in the two-dimensional driven random-field clock model. Based on the short-time dynamic a…
Cross-correlation in financial dynamics
J. Shen, B. Zheng
To investigate the universal structure of interactions in financial dynamics, we analyze the cross-correlation matrix C of price returns of the Chinese stock market, in comparison…
On return-volatility correlation in financial dynamics
J. Shen, B. Zheng
With the daily and minutely data of the German DAX and Chinese indices, we investigate how the return-volatility correlation originates in financial dynamics. Based on a retarded v…
Computer simulations of two-dimensional melting with dipole-dipole interactions
Shizeng Lin, Bo Zheng, Steffen Trimper
We perform molecular dynamics and Monte Carlo simulations of two-dimensional melting with dipole-dipole interactions. Both static and dynamic behaviors are examined. In the isotrop…