Zobrazeno 1 - 10
of 40
pro vyhledávání: '"Jiang-Cheng Li"'
Publikováno v:
PLoS ONE, Vol 18, Iss 9, p e0290869 (2023)
We investigate the roles of liquidity and delay in financial markets through our proposed optimal forecasting model. The efficiency and liquidity of the financial market are examined using stochastic models that incorporate information delay. Based o
Externí odkaz:
https://doaj.org/article/3d0d33d113b047ce961bfeea2f779924
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 614:128558
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e49cd825dd78801cba9b732a546f95b0
https://doi.org/10.1016/j.physa.2023.128558
https://doi.org/10.1016/j.physa.2023.128558
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 607:128212
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::59291199696c4219505393910857ab9f
https://doi.org/10.1016/j.physa.2022.128212
https://doi.org/10.1016/j.physa.2022.128212
Publikováno v:
Chaos, Solitons & Fractals. 118:376-385
We investigate coherence resonance of corporate finance in a stochastic predator-prey model for creditors and producers. The stochastic predator-prey model with only considering financial risk and the Integral method of an improvement parameter estim
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8914dd508a756d84d6935c4a05a2f29a
https://doi.org/10.1016/j.chaos.2018.12.008
https://doi.org/10.1016/j.chaos.2018.12.008
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 600:127526
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5c49843d1cc302f638c22e806ffc7c88
https://doi.org/10.1016/j.physa.2022.127526
https://doi.org/10.1016/j.physa.2022.127526
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 588:126546
In a complex financial system, what is the forecasting performance of macro and micro evolution models of Econophysics on asset prices? For this problem, from the perspective of machine learning, we study the dynamic forecasting and liquidity assessm
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::884568004da9c2856ae3a18051e137ed
https://doi.org/10.1016/j.physa.2021.126546
https://doi.org/10.1016/j.physa.2021.126546
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 507:335-346
We explore the herd behavior of stock prices influenced by the time delay in a finance system with the delayed Heston model. On the basis of a Bayesian approach for delayed Heston model that we proposed and parameter Bayesian estimation, we simulate
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e3b5a860d7e8053c044779acc99ec443
https://doi.org/10.1016/j.physa.2018.05.024
https://doi.org/10.1016/j.physa.2018.05.024
Autor:
Kezhao Xiong, Xiaohui Dong, Chunhua Zeng, Ming Wang, Jiang-Cheng Li, Wei-Long Duan, Fengzao Yang, Guang-Yan Zhong
Publikováno v:
Chaos, Solitons & Fractals. 112:1-13
In this paper, the stochastic kinetics in a time-delayed foraging colony system under non-Gaussian noise were investigated. Using delay Fokker–Planck approach, the stationary probability distribution (SPD), the normalized variance β2, skewness β3
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::02863864c36a1614f9195e59a6bc1b6a
https://doi.org/10.1016/j.chaos.2018.04.008
https://doi.org/10.1016/j.chaos.2018.04.008
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 495:312-323
A forestry catastrophe insurance model due to forestry pest infestations and disease epidemics is developed by employing metapopulation dynamics and statistics properties of Mean Escape Time (MET). The probability of outbreak of forestry catastrophe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3db58674d684cec9506256fac4e8e7f9
https://doi.org/10.1016/j.physa.2017.12.097
https://doi.org/10.1016/j.physa.2017.12.097
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 492:1382-1388
The synchronicity between the stock and the stock-index in a market system is investigated. The results show that: (i) the synchronicity between the stock and the stock-index increases with the rising degree of market information capitalized into sto
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ff57e9b435ca6578ca91861dea47431e
https://doi.org/10.1016/j.physa.2017.11.065
https://doi.org/10.1016/j.physa.2017.11.065