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papers

Publications (26)

physics.soc-ph2009

Statistical properties of online avatar numbers in a massive multiplayer online role-playing game

Zhi-Qiang Jiang, Fei Ren, Gao-Feng Gu +2

q-fin.ST2008

Statistical properties of volatility return intervals of Chinese stocks

Fei Ren, Liang Guo, Wei-Xing Zhou

q-fin.ST2009

Scaling and memory in the return intervals of realized volatility

Fei Ren, Gao-Feng Gu, Wei-Xing Zhou

physics.soc-ph2017

A generalized public goods game with coupling of individual ability and project benefit

Li-Xin Zhong, Wen-Juan Xu, Yun-Xin He +5

cs.CL2018

Style Tokens: Unsupervised Style Modeling, Control and Transfer in End-to-End Speech Synthesis

Yuxuan Wang, Daisy Stanton, Yu Zhang +7

cs.CL2019

Transfer Learning from Speaker Verification to Multispeaker Text-To-Speech Synthesis

Ye Jia, Yu Zhang, Ron J. Weiss +8

math.OC2018

Quantitative Assessment of Robotic Swarm Coverage

Brendon G. Anderson, Eva Loeser, Marissa Gee +5

q-fin.TR2013

The position profiles of order cancellations in an emerging stock market

Gao-Feng Gu, Xiong Xiong, Fei Ren +2

q-fin.ST2010

Recurrence interval analysis of trading volumes

Fei Ren, Wei-Xing Zhou

q-fin.ST2016

Dynamic portfolio strategy using clustering approach

Fei Ren, Ya-Nan Lu, Sai-Ping Li +3

q-fin.TR2013

Coupled effects of market impact and asymmetric sensitivity in financial markets

Li-Xin Zhong, Wen-Juan Xu, Fei Ren +1

q-fin.ST2016

Dynamic structure of stock communities: A comparative study between stock returns and turnover rates

Li-Ling Su, Xiong-Fei Jiang, Sai-Ping Li +2

q-fin.TR2009

Scaling and memory in the non-poisson process of limit order cancelation

Xiao-Hui Ni, Zhi-Qiang Jiang, Gao-Feng Gu +3

q-fin.ST2009

Empirical regularities of opening call auction in Chinese stock market

Gao-Feng Gu, Fei Ren, Xiao-Hui Ni +2

cond-mat.mtrl-sci2015

High thermal conductivity of hexagonal boron nitride laminates

Jin-Cheng Zheng, Liang Zhang, Andrey V Kretinin +12

q-fin.ST2013

Dynamic evolution of cross-correlations in the Chinese stock market

Fei Ren, Wei-Xing Zhou

q-fin.CP2018

Modelling stock correlations with expected returns from investors

Ming-Yuan Yang, Sai-Ping Li, Li-Xin Zhong +1

physics.soc-ph2009

Effects of attachment preferences on coevolution of opinions and networks

Li-Xin Zhong, Fei Ren, Tian Qiu +2

q-fin.ST2008

Multiscaling behavior in the volatility return intervals of Chinese indices

Fei Ren, Wei-Xing Zhou

physics.soc-ph2017

Self-reinforcing feedback loop in financial markets with coupling of market impact and momentum traders

Li-Xin Zhong, Wen-Juan Xu, Rong-Da Chen +4

physics.soc-ph2010

Time scales of epidemic spread and risk perception on adaptive networks

Li-Xin Zhong, Tian Qiu, Fei Ren +2

q-fin.TR2011

Price impact asymmetry of institutional trading in Chinese stock market

Fei Ren, Li-Xin Zhong

q-fin.ST2012

Effects of long memory in the order submission process on the properties of recurrence intervals of large price fluctuations

Hao Meng, Fei Ren, Gao-Feng Gu +4

q-fin.ST2009

Recurrence interval analysis of high-frequency financial returns and its application to risk estimation

Fei Ren, Wei-Xing Zhou

q-fin.TR2011

Analysis of trade packages in Chinese stock market

Fei Ren, Wei-Xing Zhou

physics.flu-dyn2008

Scaling and memory in the return intervals of energy dissipation rate in three-dimensional fully developed turbulence

Chuang Liu, Zhi-Qiang Jiang, Fei Ren +1