772 citations · 3.2k across the 40 of their papers we have counts for
14 papers · 1 filter
Degree distribution of the visibility graphs mapped from fractional Brownian motions and multifractal random walks
Xiao-Hui Ni, Zhi-Qiang Jiang, Wei-Xing Zhou
The dynamics of a complex system is usually recorded in the form of time series, which can be studied through its visibility graph from a complex network perspective. We investigat…
Statistical properties of world investment networks
Dong-Ming Song, Zhi-Qiang Jiang, Wei-Xing Zhou
We have performed a detailed investigation on the world investment networks constructed from the Coordinated Portfolio Investment Survey (CPIS) data of the International Monetary F…
Statistical significance of rich-club phenomena in complex networks
Zhi-Qiang Jiang, Wei-Xing Zhou
We propose that the rich-club phenomena in complex networks should be defined in the spirit of bootstrapping, in which a null model is adopted to assess the statistical significanc…
Endogenous and exogenous dynamics in the fluctuations of capital fluxes: An empirical analysis of the Chinese stock market
Zhi-Qiang Jiang, Liang Guo, Wei-Xing Zhou
A phenomenological investigation of the endogenous and exogenous dynamics in the fluctuations of capital fluxes is investigated on the Chinese stock market using mean-variance anal…
A case study of speculative financial bubbles in the South African stock market 2003-2006
Wei-Xing Zhou, Didier Sornette
We tested 45 indices and common stocks traded in the South African stock market for the possible existence of a bubble over the period from Jan. 2003 to May 2006. A bubble is defin…
Quantifying bid-ask spreads in the Chinese stock market using limit-order book data: Intraday pattern, probability distribution, long memory, and multifractal nature
Gao-Feng Gu, Wei Chen, Wei-Xing Zhou
The statistical properties of the bid-ask spread of a frequently traded Chinese stock listed on the Shenzhen Stock Exchange are investigated using the limit-order book data. Three…