Zobrazeno 1 - 10
of 54
pro vyhledávání: '"Ji-Nan Lin"'
Autor:
Can-Zhong Yao, Ji-Nan Lin
Publikováno v:
Discrete Dynamics in Nature and Society, Vol 2017 (2017)
We find that exchange rate networks are significantly similar from the perspective of topological structure, though with relatively great differences in fluctuation characteristics from perspective of exchange rate time series. First, we transform ce
Externí odkaz:
https://doaj.org/article/291bb4a775ec4f92ae47173bcd87fb4c
Publikováno v:
Kybernetes, 2016, Vol. 45, Issue 5, pp. 772-787.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/K-04-2015-0096
Publikováno v:
Kybernetes. 47:1242-1261
Purpose The purpose of this study is to reveal the lead–lag structure between international crude oil price and stock markets. Design/methodology/approach The methods used for this study are as follows: empirical mode decomposition; shift-window-ba
Publikováno v:
Kybernetes. 46:550-571
Purpose This paper aims to capture tail dependence between sentiment index and Shanghai composite index (SCI) by proposing a sentiment index based on text mining. Design/methodology/approach Online text mining and the Copula model were used in this s
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 465:75-90
Interaction patterns among different warehouses could make the warehouse-out behavioral sequences less predictable. We firstly take a coupling detrended fluctuation analysis on the warehouse-out quantity, and find that the multivariate sequences exhi
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 462:297-320
Based on industrial electricity consumption, we model industrial networks by Granger causality method and MST (minimum spanning tree), and then further stick onto an industrial coupling mechanism from energy-consumption perspective. First, we constru
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 461:629-646
The paper studies the industrial energy transferring paths among the industries of China by distinguishing direct causality from the indirect. With complementary graphs, we propose that industrial causal relationship can be heterogeneous, and provide
Autor:
Can-Zhong Yao, Ji-Nan Lin
Publikováno v:
Transportation Research Part A: Policy and Practice. 87:51-58
In this paper, we first research on the distance distribution of human mobility with single vehicle based on the driving data from a taxi company in South China. Different from conventional exponential distribution, we discover the mobility distance
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 444:129-145
Based on industrial electricity-consumption data of five southern provinces of China from 2005 to 2013, we study the industrial correlation mechanism with MST (minimal spanning tree) and HT (hierarchical tree) models. First, we comparatively analyze
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 436:359-376
In the paper, we research on the characteristics of RMB exchange rate time series fluctuation with methods of symbolization and coarse gaining. First, based on fluctuation features of RMB exchange rate, we define the first type of fluctuation mode as