440 citations · 5k across the 111 of their papers we have counts for
10 papers · 1 filter
Joint multifractal analysis based on the partition function approach: Analytical analysis, numerical simulation and empirical application
Wen-Jie Xie, Zhi-Qiang Jiang, Gao-Feng Gu +2
Many complex systems generate multifractal time series which are long-range cross-correlated. Numerous methods have been proposed to characterize the multifractal nature of these l…
Communication cliques in mobile phone calling networks
Ming-Xia Li, Wen-Jie Xie, Zhi-Qiang Jiang +1
People in modern societies form different social networks through numerous means of communication. These communication networks reflect different aspects of human's societal struct…
Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets
Zhi-Qiang Jiang, Askery A. Canabarro, Boris Podobnik +2
Being able to forcast extreme volatility is a central issue in financial risk management. We present a large volatility predicting method based on the distribution of recurrence in…
Two-state Markov-chain Poisson nature of individual cellphone call statistics
Zhi-Qiang Jiang, Wen-Jie Xie, Ming-Xia Li +2
Humans are heterogenous and the behaviors of individuals could be different from that at the population level. We conduct an in-depth study of the temporal patterns of cellphone co…
Profitability of contrarian strategies in the Chinese stock market
Huai-Long Shi, Zhi-Qiang Jiang, Wei-Xing Zhou
This paper reexamines the profitability of loser, winner and contrarian portfolios in the Chinese stock market using monthly data of all stocks traded on the Shanghai Stock Exchang…
Effects of polynomial trends on detrending moving average analysis
Ying-Hui Shao, Gao-Feng Gu, Zhi-Qiang Jiang +1
The detrending moving average (DMA) algorithm is one of the best performing methods to quantify the long-term correlations in nonstationary time series. Many long-term correlated t…
Testing the performance of technical trading rules in the Chinese market
Shan Wang, Zhi-Qiang Jiang, Sai-Ping Li +1
Technical trading rules have a long history of being used by practitioners in financial markets. Their profitable ability and efficiency of technical trading rules are yet controve…
Profitability of simple technical trading rules of Chinese stock exchange indexes
Hong Zhu, Zhi-Qiang Jiang, Sai-Ping Li +1
Although technical trading rules have been widely used by practitioners in financial markets, their profitability still remains controversial. We here investigate the profitability…
Club Convergence of House Prices: Evidence from China's Ten Key Cities
Hao Meng, Wen-Jie Xie, Wei-Xing Zhou
The latest global financial tsunami and its follow-up global economic recession has uncovered the crucial impact of housing markets on financial and economic systems. The Chinese s…
Division of labor, skill complementarity, and heterophily in socioeconomic networks
Wen-Jie Xie, Ming-Xia Li, Zhi-Qiang Jiang +4
Constituents of complex systems interact with each other and self-organize to form complex networks. Empirical results show that the link formation process of many real networks fo…