80 citations · 272 across the 9 of their papers we have counts for
6 papers · 1 filter
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 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…
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…
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…
Large-volatility dynamics in financial markets
X. F. Jiang, B. Zheng, J. Shen
We investigate the large-volatility dynamics in financial markets, based on the minute-to-minute and daily data of the Chinese Indices and German DAX. The dynamic relaxation both b…