88 citations · 322 across the 17 of their papers we have counts for
4 papers · 1 filter
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…
Critical behavior of a stochastic anisotropic Bak-Sneppen model
Jihui Han, Wei Li, Zhu Su +1
In this paper we present our study on the critical behavior of a stochastic anisotropic Bak-Sneppen (saBS) model, in which a parameter is introduced to describe the interaction…
Analytic sensitivity analysis for models with correlated input variables
Yueying Zhu, Qiuping A Wang, Wei Li +1
An analytic formula is proposed to characterize the variance propagation from correlated input variables to the model response, by using multi-variate Taylor series. With the formu…
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…