Issue Date | Title | Author(s) | Relation | scopus | WOS | Fulltext/Archive link |
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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 | Do government rescue policies reduce the market volatility after crash? Evidence from the Shanghai stock market | Ming-Yuan Yang; Sai-Ping Li ; Yue Wu; Jingtai Tang; Fei Ren | FINANCE RESEARCH LETTERS 29, 117-124 | |||
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 | |||
2017 | Information spreading on mobile communication networks: A new model that incorporates human behaviors | Fei Ren; Sai-Ping Li; Chuang Liu | PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 469, 334-341 | |||
2020 | Stock network stability after crashes based on entropy method | Ming-Yuan Yang; Fei Ren; Sai-Ping Li | Frontiers in Physics 8, 163 | |||
2016 | The lead-lag relationship between stock index and stock index futures: a thermal optimal path method | Chen-Chen Gong; Shen-Dan Ji; Li-Ling Su; Sai-Ping Li; Fei Ren | PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS A444, 63-72 |