80 citations · 272 across the 9 of their papers we have counts for
Showing 2014Show all
3 papers · 1 filter
q-fin.ST2014★ 39 cited
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…
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…
q-fin.ST2014★ 12 cited
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…