Wei‐Xing Zhou
Economics and Econometrics · 2004–2012
A researcher in the Science corpus: 13 papers; trusts 33 researchers and is trusted by 32 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 96 citations into it; #1,483 of 23,481 by trust here, #3,694 by citations
- Statistical and Nonlinear Physics — 67 citations into it; #497 of 10,127 by trust here, #1,314 by citations
- Finance — 36 citations into it; #2,848 of 10,518 by trust here, #5,728 by citations
- Molecular Biology — 36 citations into it; #952 of 17,773 by trust here, #6,960 by citations
- Computer Networks and Communications — 21 citations into it; #9,256 of 9,886 by trust here, #8,191 by citations
- Condensed Matter Physics — 20 citations into it
- Computational Theory and Mathematics — 18 citations into it
- Management Science and Operations Research — 9 citations into it; #7,728 of 11,946 by trust here, #11,755 by citations
Whom Wei‐Xing Zhou trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Didier Sornette
- Stanislaw Drozdz
- Mark Newman
- Luciano Zunino
- Thomas Lux
- Chaoming Song
- Yannick Malevergne
- Jaroslaw Kwapien
- Jie Zhang
- Shlomo Havlin
Who trusts Wei‐Xing Zhou overall
- Guangxi Cao
- Ling-Yun He
- Ladislav Kristoufek
- Shu-Peng Chen
- Jie Cao
- Longbing Xu
- Didier Sornette
- Gangjin Wang
- A. M. S. Filho
- Gilney F. Zebende
Papers from Wei‐Xing Zhou's perspective
Ordered by how strongly the researchers Wei‐Xing Zhou trusts endorse each paper. Same corpus, a different order for every researcher.
- Multifractal Detrended Fluctuation Analysis of Nonstationary Time Series
- Assortative mixing in networks. (Physical Review Letters)
- Extreme Financial Risks: From Dependence to Risk Management
- A multifractal detrended fluctuation description of Iranian rial–US dollar exchange rate
- From time series to complex networks: The visibility graph (Proceedings of the National Academy of Sciences of the United States of America)
- Why Stock Markets Crash: Critical Events in Complex Financial Systems
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Power-Law Distributions in Empirical Data
- Time-lag cross-correlations in collective phenomena
- Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese Stock Market Bubbles
Their papers
- Prediction of Drug-Target Interactions and Drug Repositioning via Network-Based Inference (2012) — 759 citations
- Discrete hierarchical organization of social group sizes (2004) — 530 citations
- Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese Stock Market Bubbles (2009) — 243 citations
- The 2006–2008 oil bubble: Evidence of speculation, and prediction (2009) — 200 citations
- Is there a real-estate bubble in the US? (2005) — 173 citations
- Multifractal detrended cross-correlation analysis for two nonstationary signals. (2008) — 670 citations
- Statistical properties of visibility graph of energy dissipation rates in three-dimensional fully developed turbulence (2009) — 140 citations
- The components of empirical multifractality in financial returns (2009) — 183 citations
- Self-organizing Ising model of financial markets (2005) — 154 citations
- Finite-size effect and the components of multifractality in financial volatility (2009) — 138 citations
- Complex stock trading network among investors (2010) — 68 citations
- Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant (2010) — 52 citations
- Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model (2011) — 64 citations