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Forecasting carbon prices based on real-time decomposition and causal temporal convolutional networks 期刊论文
APPLIED ENERGY, 2023, 卷号: 331, 页码: 20
Authors:  Li, Dan;  Li, Yijun;  Wang, Chaoqun;  Chen, Min;  Wu, Qi
Favorite  |  View/Download:96/0  |  Submit date:2023/02/07
Carbon price forecast  Granger forecast  Real-time decomposition  Neural Granger causality  Causal temporal convolutional network  
Multilayer Financial Complex Networks and Their Applications 期刊论文
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS, 2022, 页码: 14
Authors:  Li, Xuerong;  Xu, Xiaoyue;  Liu, Jiaqi;  Dong, Jichang;  Lu, Jinhu
Favorite  |  View/Download:77/0  |  Submit date:2023/02/07
Couplings  Complex networks  Biological system modeling  Banking  Entropy  Analytical models  Urban areas  Financial networks  maximum entropy approach  multi-layer networks  risk contagion  spillover effects  
Can financial crisis be detected? Laplacian energy measure 期刊论文
EUROPEAN JOURNAL OF FINANCE, 2022, 页码: 28
Authors:  Huang, Chuangxia;  Deng, Yunke;  Yang, Xin;  Yang, Xiaoguang;  Cao, Jinde
Favorite  |  View/Download:62/0  |  Submit date: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
Authors:  Yang, Xin;  Chen, Shan;  Liu, Zhifeng;  Yang, Xiaoguang;  Huang, Chuangxia
Favorite  |  View/Download:117/0  |  Submit date:2021/10/26
Financial institution  tail risk spillover network  panel data regression model  systemic risk  complex network  
A network perspective of comovement and structural change: Evidence from the Chinese stock market 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2021, 卷号: 76, 页码: 18
Authors:  Huang, Chuangxia;  Deng, Yunke;  Yang, Xiaoguang;  Cao, Jinde;  Yang, Xin
Favorite  |  View/Download:107/0  |  Submit date:2021/10/26
Chinese stock market  Comovement  Complex network  Engle-Granger test  Weighted LeaderRank algorithm  
Evaluating Performances and Importance of Venture Capitals: A Complex Network Approach 期刊论文
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS, 2021, 卷号: 68, 期号: 5, 页码: 2060-2068
Authors:  Liu, Jiaqi;  Li, Xuerong;  Lu, Linyuan;  Dong, Jichang;  Lu, Jinhu
Favorite  |  View/Download:105/0  |  Submit date:2021/10/26
Venture capital  Investment  Complex networks  Companies  Industries  Technological innovation  Data models  Venture capital  co-investment network  investment performance  investment behavior  
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
Authors:  Dong, Zhi-Long;  Peng, Jiming;  Xu, Fengmin;  Dai, Yu-Hong
Favorite  |  View/Download:137/0  |  Submit date: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
Authors:  Yang, Xin;  Chen, Shan;  Liu, Hong;  Yang, Xiaoguang;  Huang, Chuangxia
Favorite  |  View/Download:131/0  |  Submit date: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
Authors:  Huang, Chuangxia;  Zhao, Xian;  Su, Renli;  Yang, Xiaoguang;  Yang, Xin
Favorite  |  View/Download:168/0  |  Submit date:2020/11/18
Chinese stock market  complex network  financial crises  market performance  minimum spanning tree  
Evolution of the Chinese guarantee network under financial crisis and stimulus program 期刊论文
NATURE COMMUNICATIONS, 2020, 卷号: 11, 期号: 1, 页码: 11
Authors:  Wang, Yingli;  Zhang, Qingpeng;  Yang, Xiaoguang
Favorite  |  View/Download:133/0  |  Submit date:2020/09/23