Xiangyun Gao

Learn More
There are many types of autoregressive patterns in financial time series, and they form a transmission process. Here, we define autoregressive patterns quantitatively through an econometrical regression model. We present a computational algorithm that sets the autoregressive patterns as nodes and transmissions between patterns as edges, and then converts(More)
What are the features of the correlation structure of price indices? To answer this question, 5 types of price indices, including 195 specific price indices from 2003 to 2011, were selected as sample data. To build a weighted network of price indices each price index is represented by a vertex, and a positive correlation between two price indices is(More)
Wind energy is considered a clear and sustainable substitution for fossil fuel, and the stock index of the wind energy industry is closely related to the oil price fluctuation. Their relationship is characterized by multiscale and time-varying features based on a variety of stakeholders who have different objectives within various time horizons, which makes(More)
How to keep up with the tendency of the literature and grasp the key-points of them from the holistic perspective rapidly is a new challenge both for the literature research and text mining. Most of current theories and tools are directed at finding one paper or a small amount of sample, not gaining a rapid understanding of the hot-keywords of all the(More)
  • 1