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
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.
Autor:
Chun-Xiao Nie
Publikováno v:
Finance Research Letters. 54:103771
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
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
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
Autor:
Chun-Xiao Nie, Fu-Tie Song
Publikováno v:
Chaos, Solitons & Fractals. 167:113044