Chi K. Tse
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Articles
- Wu, Jiajing & Fang, Biaoyan & Fang, Junyuan & Chen, Xi & Tse, Chi K., 2019.
"Sequential topology recovery of complex power systems based on reinforcement learning,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 535(C).
Cited by:
- Hassani, Hossein & Razavi-Far, Roozbeh & Saif, Mehrdad, 2022. "Real-time out-of-step prediction control to prevent emerging blackouts in power systems: A reinforcement learning approach," Applied Energy, Elsevier, vol. 314(C).
- Shi, Zhongtuo & Yao, Wei & Li, Zhouping & Zeng, Lingkang & Zhao, Yifan & Zhang, Runfeng & Tang, Yong & Wen, Jinyu, 2020. "Artificial intelligence techniques for stability analysis and control in smart grids: Methodologies, applications, challenges and future directions," Applied Energy, Elsevier, vol. 278(C).
- Huang, Wei & Zhang, Tianyi & Yao, Xinwei, 2022. "Optimization for sequential communication line attack in interdependent power-communication network," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 592(C).
- Abdollah Younesi & Hossein Shayeghi & Pierluigi Siano, 2020. "Assessing the Use of Reinforcement Learning for Integrated Voltage/Frequency Control in AC Microgrids," Energies, MDPI, vol. 13(5), pages 1-22, March.
- Chen, Zhenhao & Wu, Jiajing & Rong, Zhihai & Tse, Chi K., 2018.
"Optimal topologies for maximizing network transmission capacity,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 495(C), pages 191-201.
Cited by:
- Zhang, Junfeng & Ma, Jinlong & Li, Hui-Jia, 2022. "An efficient link closing strategy for improving traffic capacity on scale-free networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 604(C).
- Wu, Taocheng & Wu, Jiajing & You, Wei, 2018. "Optimizing robustness of complex networks with heterogeneous node functions based on the Memetic Algorithm," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 511(C), pages 143-153.
- Wang, Jin-Fa & He, Xuan & Si, Shuai-Zong & Zhao, Hai & Zheng, Chunyang & Yu, Hao, 2019. "Using complex network theory for temporal locality in network traffic flows," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 524(C), pages 722-736.
- Kumari, Suchi & Saroha, Abhishek & Singh, Anurag, 2020. "Efficient edge rewiring strategies for enhancement in network capacity," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
- Shanmukhappa, Tanuja & Ho, Ivan Wang-Hei & Tse, Chi Kong, 2018.
"Spatial analysis of bus transport networks using network theory,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 502(C), pages 295-314.
Cited by:
- Wang, Zhiru & Niu, Fangyan & Yang, Lili & Su, Guofeng, 2020. "Modeling a subway network: A hot-point attraction-driven evolution mechanism," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 537(C).
- Tang, Miaohan & Hong, Jingke & Liu, Guiwen & Shen, Geoffrey Qiping, 2019. "Exploring energy flows embodied in China's economy from the regional and sectoral perspectives via combination of multi-regional input–output analysis and a complex network approach," Energy, Elsevier, vol. 170(C), pages 1191-1201.
- Sheng Wei & Lei Wang, 2020. "Examining the population flow network in China and its implications for epidemic control based on Baidu migration data," Palgrave Communications, Palgrave Macmillan, vol. 7(1), pages 1-10, December.
- Jia, Tao & Liu, Wenxuan & Liu, Xintao, 2021. "A cross-city exploratory analysis of the robustness of bus transit networks using open-source data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 580(C).
- Chen Zhang & Yichen Liang & Tian Tian & Peng Peng, 2024. "Sustainable Transportation: Exploring the Node Importance Evolution of Rail Transit Networks during Peak Hours," Sustainability, MDPI, vol. 16(16), pages 1-22, August.
- Szymula, Christopher & Bešinović, Nikola, 2020. "Passenger-centered vulnerability assessment of railway networks," Transportation Research Part B: Methodological, Elsevier, vol. 136(C), pages 30-61.
- Xueyao Ma & Gang Li & Junjun Zhou & Xing Gao & Qifan Nie & Shuyan Xue & Ling Liu & Jiaobei Wang & Tingting Xu & Annan Jin, 2020. "Family-to-family child migration network of informal adoption in China," Palgrave Communications, Palgrave Macmillan, vol. 7(1), pages 1-11, December.
- Abdelaty, Hatem & Mohamed, Moataz & Ezzeldin, Mohamed & El-Dakhakhni, Wael, 2022. "Temporal robustness assessment framework for city-scale bus transit networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 606(C).
- Shiguang Wang & Dexin Yu & Mei-Po Kwan & Huxing Zhou & Yongxing Li & Hongzhi Miao, 2019. "The Evolution and Growth Patterns of the Road Network in a Medium-Sized Developing City: A Historical Investigation of Changchun, China, from 1912 to 2017," Sustainability, MDPI, vol. 11(19), pages 1-25, September.
- Büchel, Beda & Corman, Francesco, 2022. "Modeling conditional dependencies for bus travel time estimation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 592(C).
- Ruijin Du & Qi Wu & Ziwei Nan & Gaogao Dong & Lixin Tian & Feifan Wu, 2022. "Natural Gas Scarcity Risk in the Belt and Road Economies Based on Complex Network and Multi-Regional Input-Output Analysis," Mathematics, MDPI, vol. 10(5), pages 1-16, March.
- Jungyeol Hong & Reuben Tamakloe & Soobeom Lee & Dongjoo Park, 2019. "Exploring the Topological Characteristics of Complex Public Transportation Networks: Focus on Variations in Both Single and Integrated Systems in the Seoul Metropolitan Area," Sustainability, MDPI, vol. 11(19), pages 1-26, September.
- Feng, Xiao & He, Shiwei & Li, Guangye & Chi, Jushang, 2021. "Transfer network of high-speed rail and aviation: Structure and critical components," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 581(C).
- Meng, Yangyang & Tian, Xiangliang & Li, Zhongwen & Zhou, Wei & Zhou, Zhijie & Zhong, Maohua, 2020. "Exploring node importance evolution of weighted complex networks in urban rail transit," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 558(C).
- Shen, Jingwei & Zong, Huiming, 2023. "Identification of critical transportation cities in the multimodal transportation network of China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 628(C).
- Manjalavil, Manju Manohar & Ramadurai, Gitakrishnan, 2020. "Topological properties of bus transit networks considering demand and service utilization weight measures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 555(C).
- Wei, Sheng & Zheng, Wei & Wang, Lei, 2021. "Understanding the configuration of bus networks in urban China from the perspective of network types and administrative division effect," Transport Policy, Elsevier, vol. 104(C), pages 1-17.
- Elisa Frutos Bernal & Angel Martín del Rey, 2019. "Study of the Structural and Robustness Characteristics of Madrid Metro Network," Sustainability, MDPI, vol. 11(12), pages 1-24, June.
- Huang, Zhongliang & Weng, Wenguo, 2020. "Analysis of geographical migration networks of bride trafficking crime from 2000 to 2018 in China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 550(C).
- Disheng Yi & Yusi Liu & Jiahui Qin & Jing Zhang, 2020. "Identifying Urban Traveling Hotspots Using an Interaction-Based Spatio-Temporal Data Field and Trajectory Data: A Case Study within the Sixth Ring Road of Beijing," Sustainability, MDPI, vol. 12(22), pages 1-20, November.
- Wang, Li-Na & Wang, Kai & Shen, Jiang-Long, 2020. "Weighted complex networks in urban public transportation: Modeling and testing," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
- Zhang, Mengyao & Huang, Tao & Guo, Zhaoxia & He, Zhenggang, 2022. "Complex-network-based traffic network analysis and dynamics: A comprehensive review," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 607(C).
- Wu, Jiajing & Zeng, Junwen & Chen, Zhenhao & Tse, Chi K. & Chen, Bokui, 2018.
"Effects of traffic generation patterns on the robustness of complex networks,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 492(C), pages 871-877.
Cited by:
- Wu, Jiajing & You, Wei & Wu, Taocheng & Xia, Yongxiang, 2018. "Abnormal phenomenon in robustness of complex networks with heterogeneous node functions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 506(C), pages 451-461.
- Jiang, Zhong-Yuan & Zeng, Yong & Liu, Zhi-Hong & Ma, Jian-Feng, 2019. "Identifying critical nodes’ group in complex networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 514(C), pages 121-132.
- Tu, Haicheng & Xia, Yongxiang & Wu, Jiajing & Zhou, Xiang, 2019. "Robustness assessment of cyber–physical systems with weak interdependency," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 522(C), pages 9-17.
- Wu, Jiajing & Fang, Biaoyan & Fang, Junyuan & Chen, Xi & Tse, Chi K., 2019. "Sequential topology recovery of complex power systems based on reinforcement learning," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 535(C).
- Wu, Taocheng & Wu, Jiajing & You, Wei, 2018. "Optimizing robustness of complex networks with heterogeneous node functions based on the Memetic Algorithm," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 511(C), pages 143-153.
- Huang, Wei & Zhang, Tianyi & Yao, Xinwei, 2022. "Optimization for sequential communication line attack in interdependent power-communication network," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 592(C).
- Ma, Lijia & Zhang, Xiao & Mao, Fubing & Cai, Shubin & Lin, Qiuzhen & Chen, Jianyong & Wang, Shanfeng, 2020. "Mitigation of malicious attacks on structural balance of signed networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 548(C).
- Zhang, Le & Du, Ye, 2023. "Cascading failure model and resilience enhancement scheme of space information networks," Reliability Engineering and System Safety, Elsevier, vol. 237(C).
- Wu, Xingtang & Dong, Hairong & Tse, Chi Kong & Ho, Ivan W.H. & Lau, Francis C.M., 2018.
"Analysis of metro network performance from a complex network perspective,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 492(C), pages 553-563.
Cited by:
- Mussone, L. & Viseh, H. & Notari, R., 2022. "Novel centrality measures and applications to underground networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 589(C).
- Kopsidas, Athanasios & Kepaptsoglou, Konstantinos, 2022. "Identification of critical stations in a Metro System: A substitute complex network analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 596(C).
- Meng, Yangyang & Tian, Xiangliang & Li, Zhongwen & Zhou, Wei & Zhou, Zhijie & Zhong, Maohua, 2020. "Comparison analysis on complex topological network models of urban rail transit: A case study of Shenzhen Metro in China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 559(C).
- Wei Yu & Xiaofei Ye & Jun Chen & Xingchen Yan & Tao Wang, 2020. "Evaluation Indexes and Correlation Analysis of Origination–Destination Travel Time of Nanjing Metro Based on Complex Network Method," Sustainability, MDPI, vol. 12(3), pages 1-21, February.
- Jia, Tao & Liu, Wenxuan & Liu, Xintao, 2021. "A cross-city exploratory analysis of the robustness of bus transit networks using open-source data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 580(C).
- Noguchi, Hiroki & Fuse, Masaaki, 2020. "Rethinking critical node problem for railway networks from the perspective of turn-back operation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 558(C).
- Yangyang Meng & Qingjie Qi & Jianzhong Liu & Wei Zhou, 2022. "Dynamic Evolution Analysis of Complex Topology and Node Importance in Shenzhen Metro Network from 2004 to 2021," Sustainability, MDPI, vol. 14(12), pages 1-19, June.
- Xiao Feng & Shiwei He & Xuchao Chen & Guangye Li, 2021. "Mitigating the vulnerability of an air-high-speed railway transportation network: From the perspective of predisruption response," Journal of Risk and Reliability, , vol. 235(3), pages 474-490, June.
- Abdelaty, Hatem & Mohamed, Moataz & Ezzeldin, Mohamed & El-Dakhakhni, Wael, 2022. "Temporal robustness assessment framework for city-scale bus transit networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 606(C).
- Hong, Liu & Ye, Bowen & Yan, Han & Zhang, Hui & Ouyang, Min & (Sean) He, Xiaozheng, 2019. "Spatiotemporal vulnerability analysis of railway systems with heterogeneous train flows," Transportation Research Part A: Policy and Practice, Elsevier, vol. 130(C), pages 725-744.
- Hui Xu & Liudan Jiao & Shulin Chen & Milan Deng & Ningxin Shen, 2018. "An Innovative Approach to Determining High-Risk Nodes in a Complex Urban Rail Transit Station: A Perspective of Promoting Urban Sustainability," Sustainability, MDPI, vol. 10(7), pages 1-17, July.
- Chan, Ho-Yin & Chen, Anthony & Li, Guoyuan & Xu, Xiangdong & Lam, William, 2021. "Evaluating the value of new metro lines using route diversity measures: The case of Hong Kong's Mass Transit Railway system," Journal of Transport Geography, Elsevier, vol. 91(C).
- Benchuan Lin & Bokui Chen & Yachun Gao & Chi K Tse & Chuanfei Dong & Lixin Miao & Binghong Wang, 2016.
"Advanced Algorithms for Local Routing Strategy on Complex Networks,"
PLOS ONE, Public Library of Science, vol. 11(7), pages 1-17, July.
Cited by:
- Mishra, Ankit & Wen, Tao & Cheong, Kang Hao, 2024. "Efficient traffic management in networks with limited resources: The switching routing strategy," Chaos, Solitons & Fractals, Elsevier, vol. 181(C).
- Zhan, Choujun & Tse, Chi K. & Small, Michael, 2016.
"A general stochastic model for studying time evolution of transition networks,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 464(C), pages 198-210.
Cited by:
- Gao, Xingle & Peng, Minfang & Tse, Chi K., 2021. "Impact of wind power uncertainty on cascading failure in cyber–physical power systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 583(C).
- Guo, Hengdao & Zheng, Ciyan & Iu, Herbert Ho-Ching & Fernando, Tyrone, 2017. "A critical review of cascading failure analysis and modeling of power system," Renewable and Sustainable Energy Reviews, Elsevier, vol. 80(C), pages 9-22.
- Zhong, Xiaoyun & Peng, Minfang & Tse, Chi K. & Guo, Shangjiang & Shahidehpour, Mohammad, 2015.
"Analysis and control of multiple chaotic attractors from a three-dimensional system,"
Applied Mathematics and Computation, Elsevier, vol. 268(C), pages 138-150.
Cited by:
- Njitacke, Z.T. & kengne, J. & Fotsin, H.B. & Negou, A. Nguomkam & Tchiotsop, D., 2016. "Coexistence of multiple attractors and crisis route to chaos in a novel memristive diode bidge-based Jerk circuit," Chaos, Solitons & Fractals, Elsevier, vol. 91(C), pages 180-197.
- Jing Liu & Chi Tse & Keqing He, 2011.
"Fierce stock market fluctuation disrupts scalefree distribution,"
Quantitative Finance, Taylor & Francis Journals, vol. 11(6), pages 817-823.
Cited by:
- Long, Wen & Guan, Lijing & Shen, Jiangjian & Song, Linqiu & Cui, Lingxiao, 2017. "A complex network for studying the transmission mechanisms in stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 484(C), pages 345-357.
- Heiberger, Raphael H., 2014. "Stock network stability in times of crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 393(C), pages 376-381.
- Yong Tang & Jason Jie Xiong & Zi-Yang Jia & Yi-Cheng Zhang, 2018. "Complexities in Financial Network Topological Dynamics: Modeling of Emerging and Developed Stock Markets," Complexity, Hindawi, vol. 2018, pages 1-31, November.
- Chunxia, Yang & Bingying, Xia & Sen, Hu & Rui, Wang, 2012. "A study of the interplay between the structure variation and fluctuations of the Shanghai stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(11), pages 3198-3205.
- Tse, Chi K. & Liu, Jing & Lau, Francis C.M., 2010.
"A network perspective of the stock market,"
Journal of Empirical Finance, Elsevier, vol. 17(4), pages 659-667, September.
Cited by:
- Chun-Xiao Nie, 2021. "Studying the correlation structure based on market geometry," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(2), pages 411-441, April.
- Fabon Dzogang & Thomas Lansdall-Welfare & FindMyPast Newspaper Team & Nello Cristianini, 2016. "Discovering Periodic Patterns in Historical News," PLOS ONE, Public Library of Science, vol. 11(11), pages 1-18, November.
- Zhaoyuan Li & Maozai Tian, 2017. "A New Method For Dynamic Stock Clustering Based On Spectral Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 50(3), pages 373-392, October.
- Erick Treviño Aguilar, 2020. "The interdependency structure in the Mexican stock exchange: A network approach," PLOS ONE, Public Library of Science, vol. 15(10), pages 1-31, October.
- Nie, Chun-Xiao, 2023. "Time-varying characteristics of information flow networks in the Chinese market: An analysis based on sector indices," Finance Research Letters, Elsevier, vol. 54(C).
- Erick Trevi~no Aguilar, 2020. "The interdependency structure in the Mexican stock exchange: A network approach," Papers 2004.06676, arXiv.org.
- Laleh Tafakori & Armin Pourkhanali & Riccardo Rastelli, 2022. "Measuring systemic risk and contagion in the European financial network," Empirical Economics, Springer, vol. 63(1), pages 345-389, July.
- Lim, Kyuseong & Kim, Sehyun & Kim, Soo Yong, 2017. "Information transfer across intra/inter-structure of CDS and stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 118-126.
- Li, Jianxuan & Shi, Yingying & Cao, Guangxi, 2018. "Topology structure based on detrended cross-correlation coefficient of exchange rate network of the belt and road countries," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 1140-1151.
- Joaqu'in S'anchez Garc'ia & Sebastian Gherghe, 2024. "On the Ollivier-Ricci curvature as fragility indicator of the stock markets," Papers 2405.07134, arXiv.org.
- Gustavo Peralta, 2016. "The Nature of Volatility Spillovers across the International Capital Markets," CNMV Working Papers CNMV Working Papers no. 6, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
- Vidal-Tomás, David, 2021. "Transitions in the cryptocurrency market during the COVID-19 pandemic: A network analysis," Finance Research Letters, Elsevier, vol. 43(C).
- Nie, Chun-Xiao & Song, Fu-Tie, 2019. "Global Rényi index of the distance matrix," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 514(C), pages 902-915.
- Chun-Xiao Nie & Fu-Tie Song, 2021. "Entropy of Graphs in Financial Markets," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1149-1166, April.
- Qu, Junyi & Liu, Ying & Tang, Ming & Guan, Shuguang, 2022. "Identification of the most influential stocks in financial networks," Chaos, Solitons & Fractals, Elsevier, vol. 158(C).
- Bing Li, 2017. "Network Evolution of the Chinese Stock Market: A Study based on the CSI 300 Index," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(3), pages 1-5.
- Nie, Chun-Xiao, 2022. "Analysis of critical events in the correlation dynamics of cryptocurrency market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 586(C).
- Coletti, Paolo, 2016. "Comparing minimum spanning trees of the Italian stock market using returns and volumes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 463(C), pages 246-261.
- V. A. Kalyagin & A. P. Koldanov & P. A. Koldanov & P. M. Pardalos, 2018. "Optimal decision for the market graph identification problem in a sign similarity network," Annals of Operations Research, Springer, vol. 266(1), pages 313-327, July.
- Vyrost, Tomas, 2015. "Country and industry effects in CEE stock market networks: Preliminary results," MPRA Paper 65775, University Library of Munich, Germany.
- Tanizawa, Toshihiro & Nakamura, Tomomichi & Taya, Fumihiko & Small, Michael, 2018. "Constructing directed networks from multivariate time series using linear modelling technique," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 437-455.
- Zhang, Weiping & Zhuang, Xintian, 2019. "The stability of Chinese stock network and its mechanism," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 515(C), pages 748-761.
- Hu Tian & Xiaolong Zheng & Kang Zhao & Maggie Wenjing Liu & Daniel Dajun Zeng, 2022. "Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions," INFORMS Journal on Computing, INFORMS, vol. 34(4), pages 1940-1957, July.
- Yuriy Mishchenko, 2014. "Oscillations in Rational Economies," PLOS ONE, Public Library of Science, vol. 9(2), pages 1-6, February.
- Tian, Hu & Zheng, Xiaolong & Zeng, Daniel Danjun, 2019. "Analyzing the dynamic sectoral influence in Chinese and American stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 536(C).
- Samitas, Aristeidis & Kampouris, Elias & Polyzos, Stathis, 2022. "Covid-19 pandemic and spillover effects in stock markets: A financial network approach," International Review of Financial Analysis, Elsevier, vol. 80(C).
- Peng Yue & Qing Cai & Wanfeng Yan & Wei-Xing Zhou, 2020. "Information flow networks of Chinese stock market sectors," Papers 2004.08759, arXiv.org.
- Wadud, Sania & Gronwald, Marc & Durand, Robert B. & Lee, Seungho, 2023. "Co-movement between commodity and equity markets revisited—An application of the Thick Pen method," International Review of Financial Analysis, Elsevier, vol. 87(C).
- Long, Wen & Guan, Lijing & Shen, Jiangjian & Song, Linqiu & Cui, Lingxiao, 2017. "A complex network for studying the transmission mechanisms in stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 484(C), pages 345-357.
- Peralta, Gustavo & Zareei, Abalfazl, 2016. "A network approach to portfolio selection," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 157-180.
- Hu, Sunyang & Gu, Zongyuan & Wang, Yifeng & Zhang, Xiaolei, 2019. "An analysis of the clustering effect of a jump risk complex network in the Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 622-630.
- Tom'av{s} V'yrost & v{S}tefan Ly'ocsa & Eduard Baumohl, 2014.
"Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment,"
Papers
1408.2985, arXiv.org.
- Výrost, Tomáš & Lyócsa, Štefan & Baumöhl, Eduard, 2015. "Granger causality stock market networks: Temporal proximity and preferential attachment," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 427(C), pages 262-276.
- Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2012. "Stock market networks: The dynamic conditional correlation approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(16), pages 4147-4158.
- Brida, Juan Gabriel & Gómez, David Matesanz & Seijas, Maria Nela, 2017. "Debt and growth: A non-parametric approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 883-894.
- Shi, Huai-Long & Chen, Huayi, 2024. "Understanding co-movements based on heterogeneous information associations," International Review of Financial Analysis, Elsevier, vol. 94(C).
- Su, Qingqing & Tu, Lilan & Wang, Xianjia & Rong, Hang, 2022. "Construction and robustness of directed-weighted financial stock networks via meso-scales," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 605(C).
- Výrost, Tomáš, 2012. "Country effects in CEE3 stock market networks: a preliminary study," MPRA Paper 43481, University Library of Munich, Germany.
- Kashyap, G. & Ambika, G., 2019. "Link deletion in directed complex networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 514(C), pages 631-643.
- Papana, Angeliki & Kyrtsou, Catherine & Kugiumtzis, Dimitris & Diks, Cees, 2017. "Financial networks based on Granger causality: A case study," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 482(C), pages 65-73.
- Nie, Chun-Xiao & Song, Fu-Tie, 2018. "Analyzing the stock market based on the structure of kNN network," Chaos, Solitons & Fractals, Elsevier, vol. 113(C), pages 148-159.
- Yanan Yan & Yuehan Yang, 2023. "Community detection for New York stock market by SCORE-CCD," Computational Statistics, Springer, vol. 38(3), pages 1255-1282, September.
- Koldanov, A. & Koldanov, P. & Semenov, D., 2021. "Confidence set for connected stocks of stock market," Journal of the New Economic Association, New Economic Association, vol. 50(2), pages 12-34.
- Heiberger, Raphael H., 2014. "Stock network stability in times of crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 393(C), pages 376-381.
- Wang, Gang-Jin & Xie, Chi, 2015. "Correlation structure and dynamics of international real estate securities markets: A network perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 424(C), pages 176-193.
- Kartikay Gupta & Niladri Chatterjee, 2020. "Examining Lead-Lag Relationships In-Depth, With Focus On FX Market As Covid-19 Crises Unfolds," Papers 2004.10560, arXiv.org, revised May 2020.
- Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2011. "The instability of the correlation structure of the S&P 500," MPRA Paper 34160, University Library of Munich, Germany.
- Huang, Wei-Qiang & Zhuang, Xin-Tian & Yao, Shuang & Uryasev, Stan, 2016. "A financial network perspective of financial institutions’ systemic risk contributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 456(C), pages 183-196.
- Nie, Chun-Xiao, 2017. "Correlation dimension of financial market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 473(C), pages 632-639.
- Yong Tang & Jason Jie Xiong & Zi-Yang Jia & Yi-Cheng Zhang, 2018. "Complexities in Financial Network Topological Dynamics: Modeling of Emerging and Developed Stock Markets," Complexity, Hindawi, vol. 2018, pages 1-31, November.
- Nazim Choudhury, 2024. "Community-Aware Evolution Similarity for Link Prediction in Dynamic Social Networks," Mathematics, MDPI, vol. 12(2), pages 1-24, January.
- Zhang, Yaozhong & Wu, Junfeng & Zhang, Chao, 2021. "Risk transfer between stock and open-ended equity fund markets in China based on a multi-layer network model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 565(C).
- Chu, J. & Nadarajah, S., 2017. "A statistical analysis of UK financial networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 445-459.
- Theophilos Papadimitriou & Periklis Gogas & Georgios Sarantitis, 2016.
"Convergence of European Business Cycles: A Complex Networks Approach,"
Computational Economics, Springer;Society for Computational Economics, vol. 47(2), pages 97-119, February.
- Theophilos Papadimitriou & Periklis Gogas & Georgios-Antonios Sarantitis, 2014. "Convergence of European Business Cycles: A Complex Networks Approach," Working Paper series 35_14, Rimini Centre for Economic Analysis.
- Hosseini, Seyed Soheil & Wormald, Nick & Tian, Tianhai, 2021. "A Weight-based Information Filtration Algorithm for Stock-correlation Networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 563(C).
- Dariusz Siudak, 2021. "Sectoral Analysis of the US Stock Market through Complex Networks," European Research Studies Journal, European Research Studies Journal, vol. 0(3B), pages 951-966.
- Claudiu Tiberiu Albulescu & Daniel Goyeau & Aviral Kumar Tiwari, 2017.
"Co-movements and contagion between international stock index futures markets,"
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