80 citations · 272 across the 9 of their papers we have counts for
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q-fin.GN2015★ 37 cited
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…
q-fin.GN2014★ 80 cited
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…