52 citations · 161 across the 9 of their papers we have counts for
9 papers
A Graph-Neural-Network-Entropy model of vital node identification on network attack and propagation
Huaizhi Liao, Tian Qiu, Guang Chen
Vital nodes usually play a key role in complex networks. Uncovering these nodes is an important task in protecting the network, especially when the network suffers intentional atta…
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…
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…
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…
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…
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…
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…
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…
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…