Zobrazeno 1 - 10
of 32
pro vyhledávání: '"Chun-Xiao Nie"'
Autor:
Chun-Xiao Nie, Jing Xiao
Publikováno v:
Entropy, Vol 24, Iss 8, p 1102 (2022)
The relationship between the Chinese market and the US market is widely concerned by researchers and investors. This paper uses transfer entropy and local random permutation (LRP) surrogates to detect the information flow dynamics between two markets
Externí odkaz:
https://doaj.org/article/53d5ada1d1bb48d2aac9bc86d7d0751c
Autor:
Chun-xiao Nie, Fu-tie Song
Publikováno v:
Entropy, Vol 20, Iss 3, p 177 (2018)
We analyze the dimension of a financial correlation-based network and apply our analysis to characterize the complexity of the network. First, we generalize the volume-based dimension and find that it is well defined by the correlation-based network.
Externí odkaz:
https://doaj.org/article/5317927d7a644cd6a6d802473c1aa77f
Autor:
Chun-Xiao Nie
Publikováno v:
Nonlinear Dynamics. 111:481-492
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2de5153c31cce551874aabe5af3591dd
https://doi.org/10.1007/s11071-022-07862-0
https://doi.org/10.1007/s11071-022-07862-0
Autor:
Chun-Xiao Nie
Publikováno v:
Chaos: An Interdisciplinary Journal of Nonlinear Science. 33
Energy is an important network indicator defined by the eigenvalues of an adjacency matrix that includes the neighbor information for each node. This article expands the definition of network energy to include higher-order information between nodes.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c1b9808d352ee78b9ab2c9c7e43c733d
https://doi.org/10.1063/5.0137296
https://doi.org/10.1063/5.0137296
Autor:
Chun-Xiao Nie
Publikováno v:
Finance Research Letters. 54:103771
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::472810ec80203f7c81d0bdb9c0f94308
https://doi.org/10.1016/j.frl.2023.103771
https://doi.org/10.1016/j.frl.2023.103771
Autor:
Chun-Xiao Nie
Publikováno v:
Journal of Economic Interaction and Coordination. 16:411-441
Network methods can extract the structure of financial correlation matrices, and market geometry reconstructs the correlation relationship by constructing a vector set in the Euclidean space. This study uses a geometric perspective to analyse financi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a5f02c0ce14c91a8831b3d7fd63da27d
https://doi.org/10.1007/s11403-020-00305-2
https://doi.org/10.1007/s11403-020-00305-2
Autor:
Chun-Xiao Nie, Fu-Tie Song
Publikováno v:
Computational Economics. 57:1149-1166
This article analyzes the eigenvalues of financial graphs and discusses different types of graphs using random graph theory. We found that the energy-based Renyi index is an effective tool for studying the spectrum of financial graphs. The entropy of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1f1b8ed042fadae4b9eb961addfd6ea2
https://doi.org/10.1007/s10614-020-10007-3
https://doi.org/10.1007/s10614-020-10007-3
Autor:
Chun-Xiao Nie
Publikováno v:
Chaos (Woodbury, N.Y.). 32(2)
The sequence of network snapshots with time stamps is an effective tool for describing system dynamics. First, this article constructs a multifractal analysis of a snapshot network, in which the Hurst integral is used to describe the fractal structur
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8feed818f3b0a82459d8d51fde29835e
https://pubmed.ncbi.nlm.nih.gov/35232035
https://pubmed.ncbi.nlm.nih.gov/35232035
Autor:
Chun-Xiao Nie, Fu-Tie Song
Publikováno v:
Chaos, Solitons & Fractals. 167:113044
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c3032854bfb1c6608b95c4d4ec83afc8
https://doi.org/10.1016/j.chaos.2022.113044
https://doi.org/10.1016/j.chaos.2022.113044