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Systemic risk and spatiotemporal dynamics of the US housing market
TLDR
It is found that dramatic increases in the systemic risk are usually accompanied by regime shifts, which provide a means of early detection of housing bubbles, and richer economic information in the largest eigenvalues deviating from RMT predictions for the housing market than for stock markets.
Multifractal analysis of financial markets: a review.
TLDR
The cumulating evidence for the presence of multifractality in financial time series in different markets and at different time periods is surveyed, and the sources ofMultifractality are discussed.
Calling patterns in human communication dynamics
TLDR
It is confirmed that the intercall durations follow a power-law distribution with an exponential cutoff at the population level but found differences when focusing on individual users, which may enable a more detailed analysis of the huge body of data contained in the logs of massive users.
Skill complementarity enhances heterophily in collaboration networks
TLDR
Both empirical analysis and model calibration show that the heterophilous feature is persistent along the evolution of online societies, and the degree of skill complementarity is positively correlated with their production output.
Correlation structure and principal components in the global crude oil market
The correlation structure of the global crude oil market is investigated using the daily returns of 71 oil price time series across the world from 1992 to 2012. We identify from the correlation
A comparative analysis of the statistical properties of large mobile phone calling networks
TLDR
A comparative analysis of the statistical properties of these four networks, which are constructed from the calling records of more than nine million individuals in Shanghai over a period of 110 days, finds that these networks share many common structural properties and also exhibit idiosyncratic features when compared with previously studied large mobile calling networks.
Trading networks, abnormal motifs and stock manipulation
We study trade-based manipulation of stock prices from the perspective of complex trading networks constructed by using detailed information of trades. A stock trading network consists of nodes and
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