80 citations · 272 across the 9 of their papers we have counts for
9 papers
Transfer entropy between communities in complex networks
Jan Korbel, Xiongfei Jiang, Bo Zheng
With the help of transfer entropy, we analyze information flows between communities of complex networks. We show that the transfer entropy provides a coherent description of intera…
New approaches in agent-based modeling of complex financial systems
T. T. Chen, B. Zheng, Y. Li +1
Agent-based modeling is a powerful simulation technique to understand the collective behavior and microscopic interaction in complex financial systems. Recently, the concept for de…
Agent-based model with multi-level herding for complex financial systems
Jun-Jie Chen, Lei Tan, Bo Zheng
In complex financial systems, the sector structure and volatility clustering are respectively important features of the spatial and temporal correlations. However, the microscopic…
Agent-based model with asymmetric trading and herding for complex financial systems
Jun-jie Chen, Bo Zheng, Lei Tan
Background: For complex financial systems, the negative and positive return-volatility correlations, i.e., the so-called leverage and anti-leverage effects, are particularly import…
Structure of local interactions in complex financial dynamics
X. F. Jiang, T. T. Chen, B. Zheng
With the network methods and random matrix theory, we investigate the interaction structure of communities in financial markets. In particular, based on the random matrix decomposi…
Spatial and temporal structures of four financial markets in Greater China
F. Y. Ouyang, B. Zheng, X. F. Jiang
We investigate the spatial and temporal structures of four financial markets in Greater China. In particular, we uncover different characteristics of the four markets by analyzing…