金融市场尾部相关性网络的建模及其演化与稳定性研究

71501066
2015
G0107.管理系统工程
王纲金
青年科学基金项目
副教授
湖南大学
19万元
稳定性;演化;Copula理论;金融市场;复杂网络
2016-01-01到2018-12-31
  • 中英文摘要
  • 结题摘要
  • 结题报告
  • 项目成果
  • 项目参与人
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序号 标题 类型 作者
1 Cross-correlations and influence in world gold markets 期刊论文 Min Lin;Gang-Jin Wang;Chi Xie;H. Eugene Stanley
2 Analyzing the cross-correlation between onshore and offshore RMB exchange rates based on multifractal detrended cross-correlation analysis (MF-DCCA) 期刊论文 Chi Xie;Yingying Zhou;Gang-Jin Wang;Xinguo Yan
3 Investigating the features of pairs trading strategy: A network perspective on the Chinese stock market 期刊论文 Danyan Wen;Chaoqun Ma;Gang-Jin Wang;Senzhang Wang
4 When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin 期刊论文 Gang-Jin Wang;Chi Xie;Danyan Wen;Longfeng Zhao
5 Correlation structure and evolution of world stock markets: Evidence from Pearson and partial correlation-based networks 期刊论文 Gang-Jin Wang;Chi Xie;H. Eugene Stanley
6 Predicting China’s SME credit risk in supply chain finance based on machine learning methods 期刊论文 You Zhu;Chi Xie;Gang-Jin Wang;Xin-Guo Yan
7 Tail dependence structure of the foreign exchange market: A network view 期刊论文 Gang-Jin Wang;Chi Xie
8 Short term prediction of extreme returns based on the recurrence interval analysis 期刊论文 Zhi-Qiang Jiang;Gang-Jin Wang;Askery Canabarro;Boris Podobnik;Chi Xie;H. Eugene Stanley;Wei-Xing Zhou
9 Who are the net senders and recipients of volatility spillovers in China’s financial markets? 期刊论文 Gang-Jin Wang;Chi Xie;Zhi-Qiang Jiang;H. Eugene Stanley
10 The stability of interbank market network: A perspective on contagion and risk sharing 期刊论文 Chi Xie;Yang Liu;Gang-Jin Wang;Yan Xu
11 Predicting China’s SME credit risk in supply chain financing by logistic regression, artificial neural network and hybrid models 期刊论文 You Zhu;Chi Xie;Bo Sun;Gang-Jin Wang;Xin-Guo Yan
12 Interconnectedness and systemic risk of China’s financial institutions 期刊论文 Gang-Jin Wang;Zhi-Qiang Jiang;Min Lin;Chi Xie;H. Eugene Stanley
13 Stock market as temporal network 期刊论文 Longfeng Zhao;Gang-Jin Wang;Minggang Wang;Weiqi Bao;Wei Li;H. Eugene Stanley
14 Further mining the predictability of moving averages: Evidence from the US stock market 期刊论文 Chaoqun Ma;Danyan Wen;Gang-Jin Wang;Yong Jiang
15 Extreme risk spillover effects in world gold markets and the global financial crisis 期刊论文 Gang-Jin Wang;Chi Xie;Zhi-Qiang Jiang;H. Eugene Stanley
16 Comparison of individual, ensemble and integrated ensemble machine learning methods to predict China’s SME credit risk in supply chain finance 期刊论文 You Zhu;Chi Xie;Gang-Jin Wang;Xin-Guo Yan
17 Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? 期刊论文 Shuyue Yi;Zishuang Xu;Gang-Jin Wang
18 Predicting China’s SME credit risk in supply chain finance based on machine learning methods 期刊论文 You Zhu;Chi Xie;Gang-Jin Wang;Xin-Guo Yan
19 Interconnectedness and systemic risk of China’s financial institutions 期刊论文 Gang-Jin Wang;Zhi-Qiang Jiang;Min Lin;Chi Xie;H. Eugene Stanley
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