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Can financial crisis be detected? Laplacian energy measure 期刊论文
EUROPEAN JOURNAL OF FINANCE, 2022, 页码: 28
作者:  Huang, Chuangxia;  Deng, Yunke;  Yang, Xin;  Yang, Xiaoguang;  Cao, Jinde
收藏  |  浏览/下载:106/0  |  提交时间:2023/02/07
Financial crisis  complex network  Laplacian energy  network structure  seasonal-trend decomposition procedure based on loess (STL)  
Systemically important financial institutions in China: from view of tail risk spillover network 期刊论文
APPLIED ECONOMICS LETTERS, 2021, 页码: 7
作者:  Yang, Xin;  Chen, Shan;  Liu, Zhifeng;  Yang, Xiaoguang;  Huang, Chuangxia
收藏  |  浏览/下载:164/0  |  提交时间:2021/10/26
Financial institution  tail risk spillover network  panel data regression model  systemic risk  complex network  
On some extended mixed integer optimization models of the Eisenberg-Noe model in systemic risk management 期刊论文
INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH, 2021, 页码: 24
作者:  Dong, Zhi-Long;  Peng, Jiming;  Xu, Fengmin;  Dai, Yu-Hong
收藏  |  浏览/下载:190/0  |  提交时间:2021/04/26
financial network  systemic risk  mixed integer programming  coefficient strengthening  sequential linear optimization  
Jump volatility spillover network based measurement of systemic importance of Chinese financial institutions 期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2021, 页码: 13
作者:  Yang, Xin;  Chen, Shan;  Liu, Hong;  Yang, Xiaoguang;  Huang, Chuangxia
收藏  |  浏览/下载:167/0  |  提交时间:2021/04/26
Financial institution network  jump volatility  panel data regression model  
Dynamic network topology and market performance: A case of the Chinese stock market 期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2020, 页码: 17
作者:  Huang, Chuangxia;  Zhao, Xian;  Su, Renli;  Yang, Xiaoguang;  Yang, Xin
收藏  |  浏览/下载:225/0  |  提交时间:2020/11/18
Chinese stock market  complex network  financial crises  market performance  minimum spanning tree  
Systemic Importance of China's Financial Institutions: A Jump Volatility Spillover Network Review 期刊论文
ENTROPY, 2020, 卷号: 22, 期号: 5, 页码: 15
作者:  Yang, Xin;  Zhao, Xian;  Gong, Xu;  Yang, Xiaoguang;  Huang, Chuangxia
收藏  |  浏览/下载:179/0  |  提交时间:2020/09/23
financial institution  complex network  jump volatility  entropy weight TOPSIS  
Text-based crude oil price forecasting: A deep learning approach 期刊论文
INTERNATIONAL JOURNAL OF FORECASTING, 2019, 卷号: 35, 期号: 4, 页码: 1548-1560
作者:  Li, Xuerong;  Shang, Wei;  Wang, Shouyang
收藏  |  浏览/下载:262/0  |  提交时间:2020/01/10
Oil price forecasting  Financial markets  Online news  Text analysis  Convolutional neural network