440 citations · 5k across the 111 of their papers we have counts for
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q-fin.TR2018★ 2 cited
Modeling aggressive market order placements with Hawkes factor models
Hai-Chuan Xu, Wei-Xing Zhou
Price changes are induced by aggressive market orders in stock market. We introduce a bivariate marked Hawkes process to model aggressive market order arrivals at the microstructur…
physics.soc-ph2018★ 8 cited
Network analysis of the worldwide footballer transfer market
Ming-Xia Li, Wei-Xing Zhou, H. Eugene Stanley
The transfer of football players is an important part in football games. Most studies on the transfer of football players focus on the transfer system and transfer fees but not on…
q-fin.ST2018★ 411 cited
Multifractal analysis of financial markets
Zhi-Qiang Jiang, Wen-Jie Xie, Wei-Xing Zhou +1
Multifractality is ubiquitously observed in complex natural and socioeconomic systems. Multifractal analysis provides powerful tools to understand the complex nonlinear nature of t…