Effects of attachment preferences on coevolution of opinions and networks (2009)
Zhong, Li-Xin, Ren, Fei, Qiu, Tian, Xu, Jiang-Rong, Chen, Bi-Hui
In the coevolution of network structures and opinion formation, we investigate the effects of a mixed population with distinctive relinking preferences on both the convergence time and the network...
Scaling and memory in the non-poisson process of limit order cancelation (2009)
Ni, Xiao-Hui, Jiang, Zhi-Qiang, Gu, Gao-Feng, Ren, Fei, Chen, Wei, Zhou, Wei-Xing
The order submission and cancelation processes are two crucial aspects in the price formation of stocks traded in order-driven markets. We investigate the dynamics of order cancelation by studying...
We investigate the probability distributions of the recurrence intervals $\tau$ between consecutive 1-min returns above a positive threshold $q>0$ or below a negative threshold $q
Empirical regularities of opening call auction in Chinese stock market (2009)
Gu, Gao-Feng, Ren, Fei, Ni, Xiao-Hui, Chen, Wei, Zhou, Wei-Xing
We study the statistical regularities of opening call auction using the ultra-high-frequency data of 22 liquid stocks traded on the Shenzhen Stock Exchange in 2003. The distribution of the relative...
Jiang, Zhi-Qiang, Ren, Fei, Gu, Gao-Feng, Tan, Qun-Zhao, Zhou, Wei-Xing
Massive multiplayer online role-playing games (MMORPGs) are very popular in past few years. The profit of an MMORPG company is proportional to how many users registered, and the instant number of...
Scaling and memory in the return intervals of realized volatility (2009)
Ren, Fei, Gu, Gao-Feng, Zhou, Wei-Xing
We perform return interval analysis of 1-min {\em{realized volatility}} defined by the sum of absolute high-frequency intraday returns for the Shanghai Stock Exchange Composite Index (SSEC) and 22...
Liu, Chuang, Jiang, Zhi-Qiang, Ren, Fei, Zhou, Wei-Xing
We study the statistical properties of return intervals $r$ between successive energy dissipation rates above a certain threshold $Q$ in three-dimensional fully developed turbulence. We find that the...
Multiscaling behavior in the volatility return intervals of Chinese indices (2008)
We investigate the probability distribution of the return intervals $\tau$ between successive 1-min volatilities of two Chinese indices exceeding a certain threshold $q$. The Kolmogorov-Smirnov (KS)...
Statistical properties of volatility return intervals of Chinese stocks (2008)
Ren, Fei, Guo, Liang, Zhou, Wei-Xing
The statistical properties of the return intervals $\tau_q$ between successive 1-min volatilities of 30 liquid Chinese stocks exceeding a certain threshold $q$ are carefully studied. The...
In this empirical study, we investigate the effects of IT investments on firm risk-return profile, emphasizing the complementarities between IT investments and firm boundary strategies; i.e.,...
Effect of electromigration on mechanical shear behavior of flip chip solder joints (2006)
Nah, Jae Woong, Ren, Fei, Paik, Kyung Wook, Tu, K.N.
Effect of electromigration on mechanical shear behavior of flip chip solder joints consisting of 97Pb3Sn and 37Pb63Sn composite solder joints was studied. The under bump metallurgy (UBM) on the chip...
Multiscaling behavior in the volatility return intervals of Chinese indices
We investigate the probability distribution of the return intervals $\tau$ between successive 1-min volatilities of two Chinese indices exceeding a certain threshold $q$. The Kolmogorov-Smirnov (KS)...
Empirical regularities of opening call auction in Chinese stock market
Gao-Feng Gu, Fei Ren, Xiao-Hui Ni, Wei Chen, Wei-Xing Zhou
We study the statistical regularities of opening call auction using the ultra-high-frequency data of 22 liquid stocks traded on the Shenzhen Stock Exchange in 2003. The distribution of the relative...
Scaling and memory in the return intervals of realized volatility
Fei Ren, Gao-Feng Gu, Wei-Xing Zhou
We perform return interval analysis of 1-min {\em{realized volatility}} defined by the sum of absolute high-frequency intraday returns for the Shanghai Stock Exchange Composite Index (SSEC) and 22...
Statistical properties of volatility return intervals of Chinese stocks
Fei Ren, Liang Guo, Wei-Xing Zhou
The statistical properties of the return intervals $\tau_q$ between successive 1-min volatilities of 30 liquid Chinese stocks exceeding a certain threshold $q$ are carefully studied. The...
We investigate the probability distributions of the recurrence intervals $\tau$ between consecutive 1-min returns above a positive threshold $q>0$ or below a negative threshold $q
Scaling and memory in the non-poisson process of limit order cancelation
Xiao-Hui Ni, Zhi-Qiang Jiang, Gao-Feng Gu, Fei Ren, Wei Chen, Wei-Xing Zhou
The order submission and cancelation processes are two crucial aspects in the price formation of stocks traded in order-driven markets. We investigate the dynamics of order cancelation by studying...