| Issue Date | Title | Author(s) | Relation | scopus | WOS | Fulltext/Archive link |
|---|---|---|---|---|---|---|
| 2018 | A clustering-based portfolio strategy incorporating momentum effect and market trend prediction | Ya-Nan Lu; Sai-Ping Li; Li-Xin Zhong; Xiong-Fei Jiang; Fei Ren | Chaos, Solitons and Fractals 117, 1-15 | |||
| 2019 | Dynamic lead-lag relationship between stock indices and their derivatives: A comparative study between Chinese mainland, Hong Kong and US stock markets | Fei Ren; Shen-Dan Ji; Mei-Ling Cai; Sai-Ping Li ; Xiong-Fei Jiang | PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 513, 709-723 | |||
| 2017 | Dynamic portfolio strategy using clustering approach | Fei Ren; Ya-Nan Lu; Sai-Ping Li; Xiong-Fei Jiang; Li-Xin Zhong; Tian Qiu | PLoS One 12(1): e0169299 | |||
| 2019 | Portfolio Optimization based on Network Topology | Yan Li; Xiong-Fei Jiang; Yue Tian; Sai-Ping Li ; Bo Zheng | PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 515, 671-681 |
