复杂金融系统本征模式的极端波动动力学

11505099
2015
A2503.统计物理与复杂系统
蒋雄飞
青年科学基金项目
副教授
宁波财经学院
18万元
金融物理;统计物理;极端波动;复杂系统;金融市场
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 Information driving force and its application in agent-based modeling 期刊论文 Chen Ting-Ting;Zheng Bo;Li Yan;Jiang Xiong-Fei
2 Geography and distance effect on financial dynamics in the Chinese stock market 期刊论文 Li Xing;Qiu Tian;Chen Guang;Zhong Li-Xin;Jiang Xiong-Fei
3 Dynamic fluctuations of cross-correlations in multi-time scale 期刊论文 Fangyan Ouyang;Bo Zheng;Xiongfei Jiang
4 Localized motion in random matrix decomposition of complex financial systems 期刊论文 Xiong-Fei Jiang;Bo Zheng;Fei Ren;Tian Qiu
5 New approaches in agent-based modeling of complex financial systems 期刊论文 Ting-Ting Chen;Bo Zheng;Yan Li;Xiong-Fei Jiang
6 Intrinsic Multi-Scale Dynamic Behaviors of Complex Financial Systems 期刊论文 Fang-Yan Ouyang;Bo Zheng;Xiong-Fei Jiang
7 Fluctuation-driven price dynamics and investment strategies 期刊论文 Li Yan;Zheng Bo;Chen Ting-Ting;Jiang Xiong-Fei
8 Dynamic structure of stock communities: a comparative study between stock returns and turnover rates 期刊论文 Su Li-Ling;Jiang Xiong-Fei;Li Sai-Ping;Zhong Li-Xin;Ren Fei
9 Extreme-volatility dynamics in crude oil markets 期刊论文 Xiong-Fei Jiang;Bo Zheng;Tian Qiu;Fei Ren
10 Temporal correlation functions of dynamic systems in non-stationary states 期刊论文 Chen T. T.;Zheng B.;Li Y.;Jiang X. F.
11 Portfolio optimization based on network topology 期刊论文 Yan Li;Xiong-fei Jiang;Yue Tian;Sai-Ping Li;Bo Zheng
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