Université de Fribourg

How network topologies impact project alliance performance: evidence from the movie industry

Zhang, Xin-Jie ; Tang, Yong ; Xiong, Jason ; Wang, Wei-Jia ; Zhang, Yi-Cheng

In: Entropy, 2019, vol. 21, no. 9, p. 859

In many industries, partners are interconnected in project alliances that have limited lifespans and clearly-defined boundaries. The transparency of the movie industry provides a unique opportunity to study how alliance network topologies impact the performance of project alliances from the perspectives of social networks and organization theories. In this work, we compiled a massive movie...

Université de Fribourg

How do the global stock markets influence one another? Evidence from finance big data and Granger causality directed network

Tang, Yong ; Xiong, Jason Jie ; Luo, Yong ; Zhang, Yi-Cheng

In: International Journal of Electronic Commerce, 2019, vol. 23, no. 1, p. 85–109

The recent financial network analysis approach reveals that the topologies of financial markets have an important influence on market dynamics. However, the majority of existing Finance Big Data networks are built as undirected networks without information on the influence directions among prices. Rather than understanding the correlations, this research applies the Granger causality test to...

Université de Fribourg

Complexities in financial network topological dynamics: modeling of emerging and developed stock markets

Tang, Yong ; Xiong, Jason Jie ; Jia, Zi-Yang ; Zhang, Yi-Cheng

In: Complexity, 2018, p. -

Policy makings and regulations of financial markets rely on a good understanding of the complexity of financial markets. There have been recent advances in applying data-driven science and network theory into the studies of social and financial systems. Financial assets and institutions are strongly connected and influence each other. It is essential to study how the topological structures of...

Université de Fribourg

Quantitative learning strategies based on word networks

Zhao, Yue-Tian-Yi ; Jia, Zi-Yang ; Tang, Yong ; Xiong, Jason Jie ; Zhang, Yi-Cheng

In: Physica A: Statistical Mechanics and its Applications, 2018, vol. 491, p. 898–911

Learning English requires a considerable effort, but the way that vocabulary is introduced in textbooks is not optimized for learning efficiency. With the increasing population of English learners, learning process optimization will have significant impact and improvement towards English learning and teaching. The recent developments of big data analysis and complex network science provide...

Université de Fribourg

Separate density and viscosity measurements of unknown liquid using quartz crystal microbalance

Tan, Feng ; Qiu, Du-Yu ; Guo, Lian-Ping ; Ye, Peng ; Zeng, Hao ; Jiang, Jun ; Tang, Yong ; Zhang, Yi-Cheng

In: AIP Advances, 2016, vol. 6, no. 9, p. 095313

Aqueous liquids have a wide range of applications in many fields. Basic physical properties like the density and the viscosity have great impacts on the functionalities of a given ionic liquid. For the millions kinds of existing liquids, only a few have been systematically measured with the density and the viscosity using traditional methods. However, these methods are limited to measure the...

Université de Fribourg

Simulated annealing algorithm for optimal capital growth

Luo, Yong ; Zhu, Bo ; Tang, Yong

In: Physica A: Statistical Mechanics and its Applications, 2014, vol. 408, p. 10–18

We investigate the problem of dynamic optimal capital growth of a portfolio. A general framework that one strives to maximize the expected logarithm utility of long term growth rate was developed. Exact optimization algorithms run into difficulties in this framework and this motivates the investigation of applying simulated annealing optimized algorithm to optimize the capital growth of a given...

Université de Fribourg

Impact of monetary policy changes on the Chinese monetary and stock markets

Tang, Yong ; Luo, Yong ; Xiong, Jie ; Zhao, Fei ; Zhang, Yi-Cheng

In: Physica A: Statistical Mechanics and its Applications, 2013, vol. 392, no. 19, p. 4435–4449

The impact of monetary policy changes on the monetary market and stock market in China is investigated in this study. The changes of two major monetary policies, the interest rate and required reserve ratio, are analyzed in a study period covering seven years on the interbank monetary market and Shanghai stock market. We find that the monetary market is related to the macro economy trend and we...