In: Physics Reports, 2019, vol. 817, p. 1–104
Uncovering the structure of socioeconomic systems and timely estimation of socioeconomic status are significant for economic development. The understanding of socioeconomic processes provides foundations to quantify global economic development, to map regional industrial structure, and to infer individual socioeconomic status. In this review, we will make a brief manifesto about a new ...
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In: Entropy, 2019, vol. 21, no. 1, p. 39
GDP is a classic indicator of the extent of national economic development. Research based on the World Trade Network has found that a country’s GDP depends largely on the products it exports. In order to increase the competitiveness of a country and further increase its GDP, a crucial issue is finding the right direction to upgrade the industry so that the country can enhance its...
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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...
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In: Entropy, 2018, vol. 20, no. 9, p. 718
The Belt and Road initiative (BRI) was announced in 2013 by the Chinese government. Its goal is to promote the cooperation between European and Asian countries, as well as enhancing the trust between members and unifying the market. Since its creation, more and more developing countries are joining the initiative. Based on the geographical location characteristics of the countries in this...
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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...
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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...
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In: Quantitative Finance, 2010, vol. 10, no. 7, p. 689-697
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In: International Review of Financial Analysis, 2009, vol. 18, no. 1-2, p. 34-39
When assets are correlated, benefits of investment diversification are reduced. To measure the influence of correlations on investment performance, a new quantity—the effective portfolio size—is proposed and investigated in both artificial and real situations. We show that in most cases, the effective portfolio size is much smaller than the actual number of assets in the portfolio and that it...
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In: Europhysics Letters, 2006, vol. 75, no. 6, p. 1006-1012
With the explosive growth of accessible information, expecially on the Internet, evaluation-based filtering has become a crucial task. Various systems have been devised aiming to sort through large volumes of information and select what is likely to be more relevant. In this letter we analyse a new ranking method, where the reputation of information providers is determined self-consistently.
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