88 citations · 276 across the 13 of their papers we have counts for
13 papers
The evolution of k-shell in syndication networks reveals financial performance of venture capital institutions
Ruiqi Li, Jing Liang, Cheng Cheng +4
Venture capital (VC) is a relatively newly emergent industry that is still subject to large uncertainties in China. Therefore, building a robust social network with other VC instit…
Community detection and portfolio optimization
Longfeng Zhao, Chao Wang, Gang-Jin Wang +2
Community detection methods can be used to explore the structure of complex systems. The well-known modular configurations in complex financial systems indicate the existence of co…
Portfolio optimization with idiosyncratic and systemic risks for financial networks
Yajie Yang, Longfeng Zhao, Lin Chen +2
In this study, we propose a new multi-objective portfolio optimization with idiosyncratic and systemic risks for financial networks. The two risks are measured by the idiosyncratic…
Stock market as temporal network
Longfeng Zhao, Gang-Jin Wang, Mingang Wang +3
Financial networks have become extremely useful in characterizing the structure of complex financial systems. Meanwhile, the time evolution property of the stock markets can be des…
Community Detection in Dynamic Networks via Adaptive Label Propagation
Jihui Han, Wei Li, Longfeng Zhao +3
An adaptive label propagation algorithm (ALPA) is proposed to detect and monitor communities in dynamic networks. Unlike the traditional methods by re-computing the whole community…
Theoretical results on the topological properties of the limited penetrable horizontal visibility graph family
Minggang Wang, Andre L. M. Vilela, Ruijin Du +4
The limited penetrable horizontal visibility graph algorithm was recently introduced to map time series in complex networks. We extend this visibility graph and create a directed l…
Exact results of the limited penetrable horizontal visibility graph associated to random time series and its application
Minggang Wang, Andre L. M. Vilela, Ruijin Du +4
The limited penetrable horizontal visibility algorithm is a new time analysis tool and is a further development of the horizontal visibility algorithm. We present some exact result…
Inferring dissipation from the violation of Fluctuation-Dissipation Theorem
Shou-Wen Wang
The Harada-Sasa equality elegantly connects the energy dissipation rate of a moving object with its measurable violation of the Fluctuation-Dissipation Theorem (FDT). Although prov…
The q-dependent detrended cross-correlation analysis of stock market
Longfeng Zhao, Wei Li, Andrea Fenu +3
The properties of q-dependent cross-correlation matrices of stock market have been analyzed by using the random matrix theory and complex network. The correlation structures of the…
Community detection by label propagation with compression of flow
Jihui Han, Wei Li, Zhu Su +2
The label propagation algorithm (LPA) has been proved to be a fast and effective method for detecting communities in large complex networks. However, its performance is subject to…
Multifractal and Network Analysis of Phase Transition
Longfeng Zhao, Wei Li, Chunbin Yang +4
Many models and real complex systems possess critical thresholds at which the systems shift from one sate to another. The discovery of the early warnings of the systems in the vici…
The effects of overtaking strategy in the Nagel-Schreckenberg model
Zhu Su, Weibing Deng, Longfeng Zhao +3
Based on the Nagel-Schreckenberg (NS) model with periodic boundary conditions, we proposed the NSOS model by adding the overtaking strategy (OS). In our model, overtaking vehicles…
Optimal Transport in Worldwide Metro Networks
Wei Li, Jiao Gu, Shiping Liu +5
Metro networks serve as good examples of traffic systems for understanding the relations between geometric structures and transport properties.We study and compare 28 world major m…