The following pages link to Jun Wang (Q361642):
Displaying 50 items.
- Effect of boundary conditions on stochastic Ising-like financial market price model (Q361643) (← links)
- (Q411059) (redirect page) (← links)
- Forecasting crude oil price and stock price by jump stochastic time effective neural network model (Q411062) (← links)
- Volatility degree forecasting of stock market by stochastic time strength neural network (Q473664) (← links)
- (Q554605) (redirect page) (← links)
- Voter interacting systems applied to Chinese stock markets (Q554607) (← links)
- Analysis of two-layered random interfaces for two dimensional Widom-Rowlinson's model (Q657172) (← links)
- Some \(q\)-rung orthopair fuzzy point weighted aggregation operators for multi-attribute decision making (Q780147) (← links)
- Minimum sensitivity based robust beamforming with eigenspace decomposition (Q784561) (← links)
- Quantifying complexity of financial short-term time series by composite multiscale entropy measure (Q907618) (← links)
- Fluctuations of interface statistical physics models applied to a stock market model (Q924626) (← links)
- Fluctuations of stock price model by statistical physics systems (Q984186) (← links)
- The stochastic Ising model with the mixed boundary conditions (Q1032987) (← links)
- A sufficient condition for non-coexistence of one dimensional multicolor contact processes (Q1335387) (← links)
- The spectral gap of two-dimensional Ising model with a hole: shrinking effect of contours (Q1585438) (← links)
- Linking market interaction intensity of 3D Ising type financial model with market volatility (Q1619821) (← links)
- Some generalized Pythagorean fuzzy Bonferroni mean aggregation operators with their application to multiattribute group decision-making (Q1674940) (← links)
- Nonlinear stochastic interacting dynamics and complexity of financial gasket fractal-like lattice percolation (Q1708150) (← links)
- Nonlinear fluctuation behavior of financial time series model by statistical physics system (Q1725026) (← links)
- Some hesitant fuzzy linguistic Muirhead means with their application to multiattribute group decision-making (Q1784929) (← links)
- Graph based and multifractal analysis of financial time series model by continuum percolation (Q1786331) (← links)
- Multivariate multiscale entropy of financial markets (Q2007428) (← links)
- Fluctuation behavior analysis of stochastic exclusion financial dynamics with random jump (Q2137676) (← links)
- Nonlinear stochastic exclusion financial dynamics modeling and time-dependent intrinsic detrended cross-correlation (Q2147632) (← links)
- Nonlinear complexity behaviors of agent-based 3D Potts financial dynamics with random environments (Q2148218) (← links)
- Multiscale multifractal DCCA and complexity behaviors of return intervals for Potts price model (Q2148220) (← links)
- Modeling and complexity of stochastic interacting Lévy type financial price dynamics (Q2150375) (← links)
- Statistical volatility duration and complexity of financial dynamics on Sierpinski gasket lattice percolation (Q2155058) (← links)
- Complex and composite entropy fluctuation behaviors of statistical physics interacting financial model (Q2156145) (← links)
- Volatility aggregation intensity energy futures series on stochastic finite-range exclusion dynamics (Q2157960) (← links)
- Multiscale statistical behaviors for Ising financial dynamics with continuum percolation jump (Q2159662) (← links)
- Fluctuation entropy and complexity of financial percolation model with random jump on gasket fractal lattice (Q2162568) (← links)
- Phase and multifractality analyses of random price time series by finite-range interacting biased voter system (Q2259773) (← links)
- Nonlinear analysis of return time series model by oriented percolation dynamic system (Q2318889) (← links)
- Some partitioned Maclaurin symmetric mean based on \(q\)-rung orthopair fuzzy information for dealing with multi-attribute group decision making (Q2333760) (← links)
- Some picture fuzzy Dombi Heronian mean operators with their application to multi-attribute decision-making (Q2333894) (← links)
- A novel approach to multi-attribute group decision-making based on interval-valued intuitionistic fuzzy power Muirhead mean (Q2335120) (← links)
- Complex system analysis of market return percolation model on Sierpinski carpet lattice fractal (Q2341574) (← links)
- Weighted fractional permutation entropy and fractional sample entropy for nonlinear Potts financial dynamics (Q2410080) (← links)
- The statistical properties of the interfaces for the lattice Widom--Rowlinson model (Q2488698) (← links)
- Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System (Q2800706) (← links)
- FINITE-RANGE CONTACT PROCESS ON THE MARKET RETURN INTERVALS DISTRIBUTIONS (Q3063617) (← links)
- (Q3071513) (← links)
- (Q3157625) (← links)
- (Q3193416) (← links)
- (Q3405199) (← links)
- (Q4236963) (← links)
- Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems (Q4591654) (← links)
- Nonlinear multi-analysis of agent-based financial market dynamics by epidemic system (Q4591760) (← links)
- Generalized point aggregation operators for dual hesitant fuzzy information (Q4598424) (← links)
