72 citations · 204 across the 11 of their papers we have counts for
11 papers
Effects of analyst sentiment on volatility dynamics in financial market
Xiongfei Jiang, Tao Cen, Ling Bai +3
Text emotions are extracted using natural language processing technique on a substantial corpus of analyst reports on the Chinese stock market. Subsequently, the text-based analyst…
Is a team only as strong as its weakest link? Quantifying the short-board effect with AI Agents
Xin Xu, Jiu Zhang, Xiao-Ling Lei +2
The short-board effect, analogous to Liebig's Law of the Minimum, postulates that the collective performance of a team is constrained by its weakest component. This principle has p…
Transfer entropy between communities in complex networks
Jan Korbel, Xiongfei Jiang, Bo Zheng
With the help of transfer entropy, we analyze information flows between communities of complex networks. We show that the transfer entropy provides a coherent description of intera…
New approaches in agent-based modeling of complex financial systems
T. T. Chen, B. Zheng, Y. Li +1
Agent-based modeling is a powerful simulation technique to understand the collective behavior and microscopic interaction in complex financial systems. Recently, the concept for de…
Dynamic portfolio strategy using clustering approach
Fei Ren, Ya-Nan Lu, Sai-Ping Li +3
The problem of portfolio optimization is one of the most important issues in asset management. This paper proposes a new dynamic portfolio strategy based on the time-varying struct…
Dynamic structure of stock communities: A comparative study between stock returns and turnover rates
Li-Ling Su, Xiong-Fei Jiang, Sai-Ping Li +2
The detection of community structure in stock market is of theoretical and practical significance for the study of financial dynamics and portfolio risk estimation. We here study t…
Geography and distance effect on financial dynamics in the Chinese stock market
Xing Li, Tian Qiu, Guang Chen +2
Geography effect is investigated for the Chinese stock market including the Shanghai and Shenzhen stock markets, based on the daily data of individual stocks. The Shanghai city and…
How volatilities nonlocal in time affect the price dynamics in complex financial systems
Lei Tan, Bo Zheng, Jun-Jie Chen +1
What is the dominating mechanism of the price dynamics in financial systems is of great interest to scientists. The problem whether and how volatilities affect the price movement d…
Spatial and temporal structures of four financial markets in Greater China
F. Y. Ouyang, B. Zheng, X. F. Jiang
We investigate the spatial and temporal structures of four financial markets in Greater China. In particular, we uncover different characteristics of the four markets by analyzing…
Anti-correlation and subsector structure in financial systems
X. F. Jiang, B. Zheng
With the random matrix theory, we study the spatial structure of the Chinese stock market, American stock market and global market indices. After taking into account the signs of t…
The Architecture of a Novel Weighted Network: Knowledge Network
Jiang Xiongfei
Networked structure emerged from a wide range of fields such as biological systems, World Wide Web and technological infrastructure. A deeply insight into the topological complexit…