2 papers
stat.ME2025
A General CoVaR Based on Entropy Pooling
Yuhong Xu, Xinyao Zhao
We propose a general CoVaR framework that extends the traditional CoVaR by incorporating diverse expert views and information, such as asset moment characteristics, quantile insigh…
physics.soc-ph2023
How does node centrality in a financial network affect asset price prediction?
Yuhong Xu, Xinyao Zhao
In complex financial networks, systemically important nodes usually play crucial roles. Asset price forecasting is important for describing the evolution of a financial network. Na…