440 citations · 5k across the 111 of their papers we have counts for
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Horizontal visibility graphs transformed from fractional Brownian motions: Topological properties versus Hurst index
Wen-Jie Xie, Wei-Xing Zhou
Nonlinear time series analysis aims at understanding the dynamics of stochastic or chaotic processes. In recent years, quite a few methods have been proposed to transform a single…
Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant
Yong-Ping Ruan, Wei-Xing Zhou
Intertrade duration of equities is an important financial measure characterizing the trading activities, which is defined as the waiting time between successive trades of an equity…
Detrending moving average algorithm for multifractals
Gao-Feng Gu, Wei-Xing Zhou
The detrending moving average (DMA) algorithm is a widely used technique to quantify the long-term correlations of non-stationary time series and the long-range correlations of fra…
An improved HeatS+ProbS hybrid recommendation algorithm based on heterogeneous initial resource configurations
Chuang Liu, Wei-Xing Zhou
Network-based recommendation algorithms for user-object link predictions have achieved significant developments in recent years. For bipartite graphs, the reallocation of resource…
The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations Volume II-Master Document
Didier Sornette, Ryan Woodard, Maxim Fedorovsky +3
This is the second installment of the Financial Bubble Experiment. Here we provide the digital fingerprint of an electronic document in which we identify 7 bubbles in 7 different g…
Nonuniversal distributions of stock returns in an emerging market
Guo-Hua Mu, Wei-Xing Zhou
There is convincing evidence showing that the probability distributions of stock returns in mature markets exhibit power-law tails and both the positive and negative tails conform…
Complex stock trading network among investors
Zhi-Qiang Jiang, Wei-Xing Zhou
We provide an empirical investigation aimed at uncovering the statistical properties of intricate stock trading networks based on the order flow data of a highly liquid stock (Shen…
Order flow dynamics around extreme price changes on an emerging stock market
Guo-Hua Mu, Wei-Xing Zhou, Wei Chen +1
We study the dynamics of order flows around large intraday price changes using ultra-high-frequency data from the Shenzhen Stock Exchange. We find a significant reversal of price f…
Recurrence interval analysis of trading volumes
Fei Ren, Wei-Xing Zhou
We study the statistical properties of the recurrence intervals between successive trading volumes exceeding a certain threshold . The recurrence interval analysis is carrie…
Analyzing the prices of the most expensive sheet iron all over the world: Modeling, prediction and regime change
Fu-Tie Song, Wei-Xing Zhou
The private car license plates issued in Shanghai are bestowed the title of "the most expensive sheet iron all over the world", more expensive than gold. A citizen has to bid in an…
On the growth of primary industry and population of China's counties
Wen-Jie Xie, Gao-Feng Gu, Wei-Xing Zhou
The growth dynamics of complex organizations have attracted much interest of econophysicists and sociophysicists in recent years. However, most of the studies are done for develope…