80 citations · 136 across the 8 of their papers we have counts for
9 papers
Highway freight transportation diversity of cities based on radiation models
Li Wang, Jun-Chao Ma, Zhi-Qiang Jiang +2
Using a unique data set containing about 15.06 million truck transportation records in five months, we investigate the highway freight transportation diversity of 338 Chinese citie…
Information flow networks of Chinese stock market sectors
Peng Yue, Qing Cai, Wanfeng Yan +1
Transfer entropy measures the strength and direction of information flow between different time series. We study the information flow networks of the Chinese stock market and ident…
Forecasting Financial Extremes: A Network Degree Measure of Super-exponential Growth
Wanfeng Yan, Edgar van Tuyll van Serooskerken
Investors in stock market are usually greedy during bull markets and scared during bear markets. The greed or fear spreads across investors quickly. This is known as the herding ef…
Detection of Crashes and Rebounds in Major Equity Markets
Wanfeng Yan, Reda Rebib, Ryan Woodard +1
Financial markets are well known for their dramatic dynamics and consequences that affect much of the world's population. Consequently, much research has aimed at understanding, id…
Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model
Didier Sornette, Ryan Woodard, Wanfeng Yan +1
The Johansen-Ledoit-Sornette (JLS) model of rational expectation bubbles with finite-time singular crash hazard rates has been developed to describe the dynamics of financial bubbl…
Inferring Fundamental Value and Crash Nonlinearity from Bubble Calibration
Wanfeng Yan, Ryan Woodard, Didier Sornette
Identifying unambiguously the presence of a bubble in an asset price remains an unsolved problem in standard econometric and financial economic approaches. A large part of the prob…