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  1. Scholars Hub of the Academia Sinica
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Browsing by Author Fei Ren


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0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
Showing results 1 to 7 of 7
Issue DateTitleAuthor(s)RelationscopusWOSFulltext/Archive link
2018A clustering-based portfolio strategy incorporating momentum effect and market trend predictionYa-Nan Lu; Sai-Ping Li; Li-Xin Zhong; Xiong-Fei Jiang; Fei RenChaos, Solitons and Fractals 117, 1-15
2019Do government rescue policies reduce the market volatility after crash? Evidence from the Shanghai stock marketMing-Yuan Yang; Sai-Ping Li ; Yue Wu; Jingtai Tang; Fei RenFINANCE RESEARCH LETTERS 29, 117-124
2019Dynamic lead-lag relationship between stock indices and their derivatives: A comparative study between Chinese mainland, Hong Kong and US stock marketsFei Ren; Shen-Dan Ji; Mei-Ling Cai; Sai-Ping Li ; Xiong-Fei JiangPHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 513, 709-723
2017Dynamic portfolio strategy using clustering approachFei Ren; Ya-Nan Lu; Sai-Ping Li; Xiong-Fei Jiang; Li-Xin Zhong; Tian QiuPLoS One 12(1): e0169299
2017Information spreading on mobile communication networks: A new model that incorporates human behaviorsFei Ren; Sai-Ping Li; Chuang LiuPHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 469, 334-341
2020Stock network stability after crashes based on entropy methodMing-Yuan Yang; Fei Ren; Sai-Ping Li Frontiers in Physics 8, 163
2016The lead-lag relationship between stock index and stock index futures: a thermal optimal path methodChen-Chen Gong; Shen-Dan Ji; Li-Ling Su; Sai-Ping Li; Fei RenPHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS A444, 63-72
Showing results 1 to 7 of 7
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