72 citations · 451 across the 25 of their papers we have counts for
25 papers
New volatility evolution model after extreme events
Mei-Ling Cai, Zhang-HangJian Chen, Sai-Ping Li +4
In this paper, we propose a new dynamical model to study the two-stage volatility evolution of stock market index after extreme events, and find that the volatility after extreme e…
Evolutionary dynamics in financial markets with heterogeneities in strategies and risk tolerance
Wen-Juan Xu, Chen-Yang Zhong, Fei Ren +4
In nature and human societies, the effects of homogeneous and heterogeneous characteristics on the evolution of collective behaviors are quite different from each other. It is of g…
Coupled effects of epidemic information and risk awareness on contagion
Wen-Juan Xu, Chen-Yang Zhong, Hui-Fen Ye +4
By incorporating delayed epidemic information and self-restricted travel behavior into the SIS model, we have investigated the coupled effects of timely and accurate epidemic infor…
Multiple learning mechanisms promote cooperation in public goods games with project selection
Li-Xin Zhong, Wen-Juan Xu, Rong-Da Chen +5
How evolution favors cooperation is a fundamental issue in social and economic systems. In the business world, actively selecting a suitable project is usually helpful for a busine…
Modelling stock correlations with expected returns from investors
Ming-Yuan Yang, Sai-Ping Li, Li-Xin Zhong +1
Stock correlations is crucial to asset pricing, investor decision-making, and financial risk regulations. However, microscopic explanation based on agent-based modeling is still la…
Self-reinforcing feedback loop in financial markets with coupling of market impact and momentum traders
Li-Xin Zhong, Wen-Juan Xu, Rong-Da Chen +4
By incorporating market impact and momentum traders into an agent-based model, we investigate the conditions for the occurrence of self-reinforcing feedback loops and the coevoluti…