CSpace

Browse/Search Results:  1-10 of 19 Help

Selected(0)Clear Items/Page:    Sort:
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:8/0  |  Submit date:2023/02/07
Financial crisis  complex network  Laplacian energy  network structure  seasonal-trend decomposition procedure based on loess (STL)  
Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2022, 卷号: 78, 页码: 81-94
Authors:  Huang, Chuangxia;  Zhao, Xian;  Deng, Yunke;  Yang, Xiaoguang;  Yang, Xin
Favorite  |  View/Download:70/0  |  Submit date:2022/04/02
Complex network  Chinese energy stock market  High-frequency data  Jump volatility  Entropy weight TOPSIS  
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:82/0  |  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:64/0  |  Submit date:2021/10/26
Chinese stock market  Comovement  Complex network  Engle-Granger test  Weighted LeaderRank algorithm  
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:85/0  |  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:111/0  |  Submit date:2020/11/18
Chinese stock market  complex network  financial crises  market performance  minimum spanning tree  
Stability analysis of Nicholson's blowflies equation with two different delays 期刊论文
MATHEMATICS AND COMPUTERS IN SIMULATION, 2020, 卷号: 171, 页码: 201-206
Authors:  Huang, Chuangxia;  Yang, Xiaoguang;  Cao, Jinde
Favorite  |  View/Download:95/0  |  Submit date:2020/05/24
Nicholson's blowflies equation  Delay  Stability  
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
Authors:  Yang, Xin;  Zhao, Xian;  Gong, Xu;  Yang, Xiaoguang;  Huang, Chuangxia
Favorite  |  View/Download:87/0  |  Submit date:2020/09/23
financial institution  complex network  jump volatility  entropy weight TOPSIS  
个体投资者情绪与股票价格行为的互动关系研究 期刊论文
中国管理科学, 2020, 卷号: 000, 期号: 003, 页码: 191-200
Authors:  黄创霞;  温石刚;  杨鑫;  文凤华;  杨晓光
Favorite  |  View/Download:66/0  |  Submit date:2021/01/14
投资者情绪  SO-LNPMI算法  格兰杰因果检验  
A New Approach for Stock Price Analysis and Prediction Based on SSA and SVM 期刊论文
INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING, 2019, 卷号: 18, 期号: 1, 页码: 287-310
Authors:  Xiao, Jihong;  Zhu, Xuehong;  Huang, Chuangxia;  Yang, Xiaoguang;  Wen, Fenghua;  Zhong, Meirui
Favorite  |  View/Download:135/0  |  Submit date:2019/03/11
Stock price  singular spectrum analysis  support vector machine  combined model