772 citations · 5.5k across the 80 of their papers we have counts for
5 papers · 1 filter
Tetradic motif profiles of horizontal visibility graphs
Wen-Jie Xie, Rui-Qi Han, Wei-Xing Zhou
Network motif analysis is a useful tool for the investigation of complex networks. We study the profiles of tetradic motifs in horizontal visibility graphs (HVGs) converted from mu…
Triadic time series motifs
Wen-Jie Xie, Rui-Qi Han, Wei-Xing Zhou
We introduce the concept of time series motifs for time series analysis. Time series motifs consider not only the spatial information of mutual visibility but also the temporal inf…
Multifractal characteristics and return predictability in the Chinese stock markets
Xin-Lan Fu, Xing-Lu Gao, Zheng Shan +2
By adopting Multifractal detrended fluctuation (MF-DFA) analysis methods, the multifractal nature is revealed in the high-frequency data of two typical indexes, the Shanghai Stock…
Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates
Hai-Chuan Xu, Wei-Xing Zhou, Didier Sornette
We employ the thermal optimal path method to explore both the long-term and short-term interaction patterns between the onshore CNY and offshore CNH exchange rates (2012-2015). For…
The cooling-off effect of price limits in the Chinese stock markets
Yu-Lei Wan, Gang-Jin Wang, Zhi-Qiang Jiang +2
In this paper, we investigate the cooling-off effect (opposite to the magnet effect) from two aspects. Firstly, from the viewpoint of dynamics, we study the existence of the coolin…