activity
20102021
most citedStock market as temporal network

88 citations · 322 across the 17 of their papers we have counts for

collaborators

17 papers

physics.soc-ph2021★ 16 cited

The characteristics of cycle-nodes-ratio and its application to network classification

Wenjun Zhang, Wei Li, Weibing Deng

Cycles, which can be found in many different kinds of networks, make the problems more intractable, especially when dealing with dynamical processes on networks. On the contrary, t…

physics.soc-ph2021

The critical behavior of Hegselmann-Krause opinion model with smart agents

Yueying Zhu, Jian Jiang, Wei Li

The Hegselmann-Krause (HK) model allows one to characterize the continuous change of agents' opinions with the bounded confidence threshold . To consider the heterogen…

physics.soc-ph2019

Statistical Properties of Links of Network: A Survey on the Shipping Lines of Worldwide Marine Transport Network

Wenjun Zhang, Weibing Deng, Wei Li

Node properties and node importance identification of networks have been vastly studied in the last decades. While in this work, we analyse the links' properties of networks by tak…

physics.soc-ph2019★ 7 cited

Chinese cities' air quality pattern and correlation

Wenjun Zhang, Zhanpeng Guan, Jianyao Li +3

Air quality impacts people's health and daily life, affects the sensitive ecosystems, and even restrains a country's development. By collecting and processing the time series data…

nlin.CG2018★ 3 cited

Mean-field theory for the Nagel-Schreckenberg model with overtaking strategy

Zhu Su, Weibing Deng, Jihui Han +2

Based on the Nagel-Schreckenberg (NS) model with periodic boundary conditions, a modified model considered overtaking strategy (NSOS) has been proposed \cite{su2016occurrence,su201…

q-fin.ST2017★ 88 cited

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…