| Publication | Date of Publication | Type |
|---|
Extracting the hierarchical backbone of foreign direct investment networks
Journal of Complex Networks | 2025-10-06 | Paper |
Multifractal characteristics and return predictability in the Chinese stock markets
Annals of Operations Research | 2025-09-29 | Paper |
Quantifying the temporal stability of international fertilizer trade networks
Journal of Complex Networks | 2024-11-08 | Paper |
| 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
Physica A | 2022-09-06 | Paper |
Evolving efficiency and robustness of the international oil trade network
Journal of Statistical Mechanics: Theory and Experiment | 2021-10-26 | Paper |
| Prediction of asset price bubbles based on log-periodic power-law singularity model | 2021-07-01 | Paper |
Tetradic motif profiles of horizontal visibility graphs
Communications in Nonlinear Science and Numerical Simulation | 2020-10-22 | Paper |
Limit-order book resiliency after effective market orders: spread, depth and intensity
Journal of Statistical Mechanics: Theory and Experiment | 2020-08-11 | Paper |
Communication cliques in mobile phone calling networks
Journal of Statistical Mechanics: Theory and Experiment | 2020-08-11 | Paper |
MULTIFRACTAL CROSS WAVELET ANALYSIS
Fractals | 2020-03-12 | Paper |
Time series classification based on triadic time series motifs
International Journal of Modern Physics B | 2020-01-15 | Paper |
Wealth share analysis with ``fundamentalist/chartist heterogeneous agents
Abstract and Applied Analysis | 2019-02-14 | Paper |
The US 2000--2002 market descent: how much longer and deeper?
Quantitative Finance | 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
Quantitative Finance | 2018-11-19 | Paper |
Short term prediction of extreme returns based on the recurrence interval analysis
Quantitative Finance | 2018-11-14 | Paper |
Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets
Quantitative Finance | 2018-11-13 | Paper |
Statistical properties of user activity fluctuations in virtual worlds
Chaos, Solitons and Fractals | 2018-02-02 | Paper |
Stylized facts of price gaps in limit order books
Chaos, Solitons and Fractals | 2017-02-10 | Paper |
Analysis of trade packages in the Chinese stock market
Quantitative Finance | 2014-02-20 | Paper |
Finite-size effect and the components of multifractality in financial volatility
Chaos, Solitons and Fractals | 2013-08-07 | Paper |
Finite-size effect and the components of multifractality in financial volatility
Chaos, Solitons and Fractals | 2013-08-07 | Paper |
Degree distributions of the visibility graphs mapped from fractional Brownian motions and multifractal random walks
Physics Letters. A | 2012-03-28 | Paper |
Self-organizing Ising model of financial markets
The European Physical Journal B. Condensed Matter and Complex Systems | 2010-06-25 | Paper |
Self-organizing Ising model of financial markets
The European Physical Journal B. Condensed Matter and Complex Systems | 2010-06-25 | Paper |
Inverse statistics and multifractality of exit distances in 3D fully developed turbulence
Physica D | 2006-06-09 | Paper |
Non-parametric determination of real-time lag structure between two time series: the ‘optimal thermal causal path’ method
Quantitative Finance | 2006-03-08 | Paper |
Quasi-likelihood estimation for GLM with random scales
Journal of Statistical Planning and Inference | 2006-01-10 | Paper |
NONPARAMETRIC ANALYSES OF LOG-PERIODIC PRECURSORS TO FINANCIAL CRASHES
International Journal of Modern Physics C | 2005-10-27 | 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
Physica A | 2003-11-23 | Paper |
Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000
Physica A | 2003-11-23 | Paper |
2000-2003 real estate bubble in the UK but not in the USA
Physica A | 2003-10-05 | Paper |
The wavelet transform of periodic function and nonstationary periodic function
Applied Mathematics and Mechanics. (English Edition) | 2003-09-19 | Paper |
Finite-time singularity signature of hyperinflation
Physica A | 2003-06-23 | Paper |
Evidence of intermittent cascades from discrete hierarchical dissipation in turbulence
Physica D | 2002-05-12 | Paper |
