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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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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
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View/Download:2/0
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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
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View/Download:10/0
  |  
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
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View/Download:7/0
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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
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View/Download:0/0
  |  
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
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View/Download:28/0
  |  
Submit date:2019/03/11
Stock price
singular spectrum analysis
support vector machine
combined model
Do Trading Volume and Downside Trading Volume Help Forecast the Downside Risk?
期刊论文
EURASIA JOURNAL OF MATHEMATICS SCIENCE AND TECHNOLOGY EDUCATION, 2017, 卷号: 13, 期号: 12, 页码: 8367-8382
Authors:
He, Zhifang
;
Huang, Chuangxia
;
Gong, Xu
;
Yang, Xiaoguang
;
Wen, Fenghua
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View/Download:18/0
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Submit date:2018/07/30
downside realized semi variance
stock spot market
futures market
risk periods
forecasting power
宏观经济投资者情绪和股票市场收益
期刊论文
系统科学与数学, 2017, 卷号: 37, 期号: 2, 页码: 370
Authors:
闵峰
;
黄创霞
;
文凤华
;
杨晓光
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View/Download:2/0
  |  
Submit date:2020/01/10
下行风险、符号跳跃风险与行业组合资产定价
期刊论文
中国管理科学, 2017, 卷号: 000, 期号: 010, 页码: 1
Authors:
龚旭
;
文凤华
;
黄创霞
;
杨晓光
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View/Download:6/0
  |  
Submit date:2020/01/10
投资者情绪与时变风险补偿系数
期刊论文
管理科学学报, 2017, 卷号: 020, 期号: 012, 页码: 29
Authors:
贺志芳
;
文凤华
;
黄创霞
;
杨晓光
;
郑石明
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  |  
View/Download:4/0
  |  
Submit date:2020/01/10
宏观经济、投资者情绪和股票市场收益
期刊论文
系统科学与数学, 2017, 页码: 370
Authors:
闵峰
;
黄创霞
;
文凤华
;
杨晓光
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View/Download:0/0
  |  
Submit date:2021/01/14
宏观经济
先行指数
投资者情绪
股票市场收益