Wei-Xing Zhou

Available identifiers

zbMath Open zhou.weixingWikidataQ38359127 ScholiaQ38359127MaRDI QIDQ407817

List of research outcomes

Publication	Date of Publication	Type
Recurrence Interval Analysis of Financial Time Series	2024-03-06	Paper
Robust one/two-grid solver for black-box software in the computational continuum mechanics	2022-11-01	Paper
How does economic policy uncertainty comove with stock markets: new evidence from symmetric thermal optimal path method	2022-09-06	Paper
Evolving efficiency and robustness of the international oil trade network	2021-10-26	Paper
https://portal.mardi4nfdi.de/entity/Q4996423	2021-07-01	Paper
Tetradic motif profiles of horizontal visibility graphs	2020-10-22	Paper
Communication cliques in mobile phone calling networks	2020-08-11	Paper
Limit-order book resiliency after effective market orders: spread, depth and intensity	2020-08-11	Paper
MULTIFRACTAL CROSS WAVELET ANALYSIS	2020-03-12	Paper
Time series classification based on triadic time series motifs	2020-01-15	Paper
Wealth share analysis with ``fundamentalist/chartist heterogeneous agents	2019-02-14	Paper
The US 2000‐2002 market descent: How much longer and deeper?	2019-01-14	Paper
Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies	2018-11-19	Paper
Short term prediction of extreme returns based on the recurrence interval analysis	2018-11-14	Paper
Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets	2018-11-13	Paper
Statistical properties of user activity fluctuations in virtual worlds	2018-02-02	Paper
Stylized facts of price gaps in limit order books	2017-02-10	Paper
Analysis of trade packages in the Chinese stock market	2014-02-20	Paper
Finite-size effect and the components of multifractality in financial volatility	2013-08-07	Paper
Degree distributions of the visibility graphs mapped from fractional Brownian motions and multifractal random walks	2012-03-28	Paper
Self-organizing Ising model of financial markets	2010-06-25	Paper
Inverse statistics and multifractality of exit distances in 3D fully developed turbulence	2006-06-09	Paper
Non-parametric determination of real-time lag structure between two time series: the ‘optimal thermal causal path’ method	2006-03-08	Paper
Quasi-likelihood estimation for GLM with random scales	2006-01-10	Paper
NONPARAMETRIC ANALYSES OF LOG-PERIODIC PRECURSORS TO FINANCIAL CRASHES	2005-10-27	Paper
Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000	2003-11-23	Paper
Renormalization group analysis of the 2000-2002 anti-bubble in the US S\& P500 index: explanation of the hierarchy of five crashes and prediction	2003-11-23	Paper
2000-2003 real estate bubble in the UK but not in the USA	2003-10-05	Paper
The wavelet transform of periodic function and nonstationary periodic function	2003-09-19	Paper
Finite-time singularity signature of hyperinflation	2003-06-23	Paper
Evidence of intermittent cascades from discrete hierarchical dissipation in turbulence	2002-05-12	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

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