activity
20082020
most citedDynamic portfolio strategy using clustering approach

72 citations · 277 across the 19 of their papers we have counts for

collaborators

19 papers

q-fin.GN2020

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…

physics.soc-ph2020

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…

physics.soc-ph2019★ 8 cited

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…

physics.soc-ph2017★ 3 cited

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…

physics.soc-ph2017★ 5 cited

A generalized public goods game with coupling of individual ability and project benefit

Li-Xin Zhong, Wen-Juan Xu, Yun-Xin He +5

Facing a heavy task, any single person can only make a limited contribution and team cooperation is needed. As one enjoys the benefit of the public goods, the potential benefits of…

q-fin.ST2016★ 72 cited

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…

physics.soc-ph2016★ 5 cited

A generalized voter model with time-decaying memory on a multilayer network

Li-Xin Zhong, Wen-Juan Xu, Rong-Da Chen +4

By incorporating a multilayer network and time-decaying memory into the original voter model, the coupled effects of spatial and temporal cumulation of peer pressure on consensus a…

physics.soc-ph2016★ 3 cited

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…

physics.soc-ph2014

Coupled effects of local movement and global interaction on contagion

Li-Xin Zhong, Wen-Juan Xu, Rong-Da Chen +2

By incorporating segregated spatial domain and individual-based linkage into the SIS (susceptible-infected-susceptible) model, we investigate the coupled effects of random walk and…

q-fin.TR2013★ 4 cited

Self-organization and phase transition in financial markets with multiple choices

Li-Xin Zhong, Wen-Juan Xu, Ping Huang +2

Market confidence is essential for successful investing. By incorporating multi-market into the evolutionary minority game, we investigate the effects of investor beliefs on the ev…

physics.soc-ph2013★ 1 cited

Heterogeneity Involved Network-based Algorithm Leads to Accurate and Personalized Recommendations

Tian Qiu, Tian-Tian Wang, Zi-Ke Zhang +2

Heterogeneity of both the source and target objects is taken into account in a network-based algorithm for the directional resource transformation between objects. Based on a biase…

cs.IR2012★ 1 cited

Promotional effect on cold start problem and diversity in a data characteristic based recommendation method

Tian Qiu, Zi-Ke Zhang, Guang Chen

Pure methods generally perform excellently in either recommendation accuracy or diversity, whereas hybrid methods generally outperform pure cases in both recommendation accuracy an…

q-fin.ST2011★ 15 cited

Dynamics of Bid-ask Spread Return and Volatility of the Chinese Stock Market

Tian Qiu, Guang Chen, Li-Xin Zhong +1

Bid-ask spread is taken as an important measure of the financial market liquidity. In this article, we study the dynamics of the spread return and the spread volatility of four liq…

physics.soc-ph2010★ 9 cited

Time scales of epidemic spread and risk perception on adaptive networks

Li-Xin Zhong, Tian Qiu, Fei Ren +2

Incorporating dynamic contact networks and delayed awareness into a contagion model with memory, we study the spreading patterns of infectious diseases in connected populations. It…

q-fin.ST2010★ 13 cited

Memory effect and multifractality of cross-correlations in financial markets

Tian Qiu, Guang Chen, Li-Xin Zhong +1

An average instantaneous cross-correlation function is introduced to quantify the interaction of the financial market of a specific time. Based on the daily data of the American an…

q-fin.ST2010★ 52 cited

Adaptive financial networks with static and dynamic thresholds

Tian Qiu, Bo Zheng, Guang Chen

Based on the daily data of American and Chinese stock markets, the dynamic behavior of a financial network with static and dynamic thresholds is investigated. Compared with the sta…

physics.soc-ph2010★ 35 cited

Cooperation in the snowdrift game on directed small-world networks under self-questioning and noisy conditions

Tian Qiu, Tarik Hadzibeganovic, Guang Chen +2

Cooperation in the evolutionary snowdrift game with a self-questioning updating mechanism is studied on annealed and quenched small-world networks with directed couplings. Around t…

physics.soc-ph2009★ 13 cited

Effects of attachment preferences on coevolution of opinions and networks

Li-Xin Zhong, Fei Ren, Tian Qiu +2

In the coevolution of network structures and opinion formation, we investigate the effects of a mixed population with distinctive relinking preferences on both the convergence time…

q-fin.ST2008★ 38 cited

Scaling and Memory Effect in Volatility Return Interval of the Chinese Stock Market

Tian Qiu, Liang Guo, Guang Chen

We investigate the probability distribution of the volatility return intervals for the Chinese stock market. We rescale both the probability distribution and the vol…