Zobrazeno 1 - 10
of 20
pro vyhledávání: '"Guo-Hua Mu"'
Autor:
Yue Shi, Yan-Feng Liu, Jia-Mei Wang, Jing Jiang, Bo-Lin He, Guo-Hua Mu, Fang Liu, Ya-Hui Li, Ting Qiao, Jing Lu
Publikováno v:
World Journal of Traditional Chinese Medicine, Vol 9, Iss 1, Pp 94-100 (2023)
Background: Rhizoma drynariae is a traditional Chinese medicine used in orthopedics and traumatology, but its effect on endometrial receptivity remains unknown. Aims and Objectives: To observe effect of Rhizoma drynariae and its main components on en
Externí odkaz:
https://doaj.org/article/710bf94236fe4d269019a330a7623ef3
Autor:
Rui-xi Sun, Wei-jun Huang, Yao Xiao, Dou-dou Wang, Guo-hua Mu, He Nan, Bo-ran Ni, Xiao-qiang Huang, Hsuan-chuan Wang, Yi-fan Liu, Qiang Fu, Jin-xi Zhao
Publikováno v:
Journal of Diabetes Research, Vol 2022 (2022)
Shenlian (SL) decoction is a herbal formula composed of Coptis and ginseng, of which berberine and ginsenoside are the main constituents. Even though SL decoction is widely used in treating diabetes in China, the mechanism of its antidiabetes functio
Externí odkaz:
https://doaj.org/article/3f35784c1cba45d287910f8e77b82cf0
Publikováno v:
PLoS ONE, Vol 6, Iss 9, p e24391 (2011)
We propose a new set of stylized facts quantifying the structure of financial markets. The key idea is to study the combined structure of both investment strategies and prices in order to open a qualitatively new level of understanding of financial a
Externí odkaz:
https://doaj.org/article/0fd3420ec8ec48eda1e0ef458c783e5d
Publikováno v:
New Journal of Physics, Vol 14, Iss 9, p 093025 (2012)
It is well accepted that investors can be classified into groups owing to distinct trading strategies, which forms the basic assumption of many agent-based models for financial markets when agents are not zero-intelligent. However, empirical tests of
Externí odkaz:
https://doaj.org/article/3ca5dd1474014e9094d69c26e2ccf789
Autor:
Yan-Feng Liu, Yue Shi, Jia-Mei Wang, Jing Jiang, Bo-Lin He, Guo-Hua Mu, Fang Liu, Ya-Hui Li, Ting Qiao, Jing Lu
Publikováno v:
World Journal of Traditional Chinese Medicine. 9:94
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c42ecd48d67e9c8357252fd0006419be
https://doi.org/10.4103/wjtcm.wjtcm_17_22
https://doi.org/10.4103/wjtcm.wjtcm_17_22
Publikováno v:
Physics Procedia. 3:1631-1640
We investigate the temporal correlations and multifractal nature of trading volume of 22 liquid stocks traded on the Shenzhen Stock Exchange in 2003. We find that non-universal long memory exhibits size-dependence on the trading volume, while the mul
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d0463df07fed99d42b82d51c31f2d360
https://doi.org/10.1016/j.phpro.2010.07.003
https://doi.org/10.1016/j.phpro.2010.07.003
We study the cross-correlation matrix $C_{ij}$ of inventory variations of the most active individual and institutional investors in an emerging market to understand the dynamics of inventory variations. We find that the distribution of cross-correlat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3f2939d3372d0b0bd85feb215b23ed8a
http://arxiv.org/pdf/1201.0433
http://arxiv.org/pdf/1201.0433
We propose a new set of stylized facts quantifying the structure of financial markets. The key idea is to study the combined structure of both investment strategies and prices in order to open a qualitatively new level of understanding of financial a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4e01acaaaa9b6ae5182fbd50f20a24b1
http://arxiv.org/pdf/1104.3616
http://arxiv.org/pdf/1104.3616
Autor:
Wei-Xing Zhou, Guo-Hua Mu
Publikováno v:
Physical Review E. 82
There is convincing evidence showing that the probability distributions of stock returns in mature markets exhibit power-law tails and both the positive and negative tails conform to the inverse cubic law. It supports the possibility that the tail ex
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0deace04970fc175e4dc3fd36a787a19
https://doi.org/10.1103/physreve.82.066103
https://doi.org/10.1103/physreve.82.066103
We investigate the temporal correlations and multifractal nature of trading volume of 22 liquid stocks traded on the Shenzhen Stock Exchange in 2003. We find that the trading volume exhibit size-dependent non-universal long memory and multifractal na
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::58832561042769783f6cf850eba0211c
http://arxiv.org/abs/0904.1042
http://arxiv.org/abs/0904.1042