Shu-Peng Chen

Economics and Econometrics · 2010–2011

A researcher in the Science corpus: 4 papers; trusts 7 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

Whom Shu-Peng Chen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Boris Podobnik
  2. Wei‐Xing Zhou
  3. H. Eugene Stanley
  4. Davor Horvatic
  5. Ling-Yun He
  6. Alexander M. Petersen
  7. Joshua S. Richman

Who trusts Shu-Peng Chen overall

  1. Ladislav Kristoufek
  2. Guangxi Cao
  3. A. M. S. Filho
  4. Ling-Yun He
  5. Longbing Xu
  6. M. F. D. Silva
  7. Jie Cao
  8. Gilney F. Zebende
  9. Feng Ma

Papers from Shu-Peng Chen's perspective

Ordered by how strongly the researchers Shu-Peng Chen trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Detrended cross-correlation analysis: a new method for analyzing two nonstationary time series. (Physical Review Letters)
  2. Multifractal Detrended Fluctuation Analysis of Nonstationary Time Series
  3. Time-lag cross-correlations in collective phenomena
  4. Second-order moving average and scaling of stochastic time series
  5. A tool for filtering information in complex systems. (Proceedings of the National Academy of Sciences of the United States of America)
  6. Multifractal properties of price fluctuations of stocks and commodities
  7. Effect of trends on detrended fluctuation analysis. (Physical review. E, Statistical, nonlinear, and soft matter physics)
  8. Physiological time-series analysis using approximate entropy and sample entropy. (American Journal of Physiology. Heart and Circulatory Physiology)
  9. Noise Dressing of Financial Correlation Matrices
  10. Correlation networks among currencies

Their papers