772 citations · 3.2k across the 39 of their papers we have counts for
15 papers · 1 filter
Scaling and memory in the return intervals of energy dissipation rate in three-dimensional fully developed turbulence
Chuang Liu, Zhi-Qiang Jiang, Fei Ren +1
We study the statistical properties of return intervals between successive energy dissipation rates above a certain threshold in three-dimensional fully developed turbulenc…
Preferred numbers and the distribution of trade sizes and trading volumes in the Chinese stock market
Guo-Hua Mu, Wei Chen, János Kertész +1
The distribution of trade sizes and trading volumes are investigated based on the limit order book data of 22 liquid Chinese stocks listed on the Shenzhen Stock Exchange in the who…
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…
Multiscaling behavior in the volatility return intervals of Chinese indices
Fei Ren, Wei-Xing Zhou
We investigate the probability distribution of the return intervals between successive 1-min volatilities of two Chinese indices exceeding a certain threshold . The Kolmogor…
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…
Multifractal analysis of the fracture surfaces of foamed polypropylene/polyethylene blends
Chuang Liu, Xiu-Lei Jiang, Tao Liu +3
The two-dimensional multifractal detrended fluctuation analysis is applied to reveal the multifractal properties of the fracture surfaces of foamed polypropylene/polyethylene blend…