Wei‐Xing Zhou

ORCID: 0000-0002-8952-8228
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About
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Research Areas
  • Complex Systems and Time Series Analysis
  • Financial Risk and Volatility Modeling
  • Market Dynamics and Volatility
  • Complex Network Analysis Techniques
  • Financial Markets and Investment Strategies
  • Stock Market Forecasting Methods
  • Chaos control and synchronization
  • Theoretical and Computational Physics
  • Opinion Dynamics and Social Influence
  • Statistical Mechanics and Entropy
  • Monetary Policy and Economic Impact
  • Economic theories and models
  • Energy, Environment, Economic Growth
  • Nonlinear Dynamics and Pattern Formation
  • Time Series Analysis and Forecasting
  • Global Energy and Sustainability Research
  • Housing Market and Economics
  • Organic Food and Agriculture
  • Human Mobility and Location-Based Analysis
  • Ecosystem dynamics and resilience
  • Sports Analytics and Performance
  • Evolutionary Game Theory and Cooperation
  • Corporate Finance and Governance
  • Innovation Diffusion and Forecasting
  • Global Financial Crisis and Policies

East China University of Science and Technology
2016-2025

Wuhan University
2023

Beihang University
2010-2023

Western University
2022

South China Normal University
2011-2021

Sanyo (Japan)
2021

Lanzhou University
2020

Lanzhou University Second Hospital
2020

Tianjin University
2014

Beijing Jiaotong University
2013

Drug-target interaction (DTI) is the basis of drug discovery and design. It time consuming costly to determine DTI experimentally. Hence, it necessary develop computational methods for prediction potential DTI. Based on complex network theory, three supervised inference were developed here predict used repositioning, namely drug-based similarity (DBSI), target-based (TBSI) network-based (NBI). Among them, NBI performed best four benchmark data sets. Then a drug-target was created with based...

10.1371/journal.pcbi.1002503 article EN cc-by PLoS Computational Biology 2012-05-10

We propose a method called multifractal detrended cross-correlation analysis to investigate the behaviors in power-law cross-correlations between two time series or higher-dimensional quantities recorded simultaneously, which can be applied diverse complex systems such as turbulence, finance, ecology, physiology, geophysics, and so on. The is validated with cross-correlated one- two-dimensional binomial measures random walks. As an example, we illustrate by analyzing financial series.

10.1103/physreve.77.066211 article EN Physical Review E 2008-06-18

The ‘social brain hypothesis’ for the evolution of large brains in primates has led to evidence coevolution neocortical size and social group sizes, suggesting that there is a cognitive constraint on depends, some way, volume neural material available processing synthesizing information relationships. More recently, work both human non–human suggested groups are often hierarchically structured. We combine data grouping patterns comprehensive systematic study. Using fractal analysis, we...

10.1098/rspb.2004.2970 article EN Proceedings of the Royal Society B Biological Sciences 2005-02-17

For stationary time series, the cross-covariance and cross-correlation as functions of lag n serve to quantify similarity two series. The latter measure is also used assess whether cross-correlations are statistically significant. nonstationary analogous measures detrended analysis (DCCA) recently proposed coefficient, ρ(DCCA)(T,n), where T total length series window size. we numerically calculated Cauchy inequality -1 ≤ ρ(DCCA)(T,n) 1. Here derive ρ DCCA)(T,n) 1 for a standard...

10.1103/physreve.84.066118 article EN Physical Review E 2011-12-22

The detrending moving average (DMA) algorithm is a widely used technique to quantify the long-term correlations of nonstationary time series and long-range fractal surfaces, which contains parameter $\ensuremath{\theta}$ determining position window. We develop multifractal (MFDMA) algorithms for analysis one-dimensional measures higher-dimensional multifractals, generalization DMA method. performance two-dimensional MFDMA methods investigated using synthetic with analytical solutions...

10.1103/physreve.82.011136 article EN Physical Review E 2010-07-27

There are a number of situations in which several signals simultaneously recorded complex systems, exhibit long-term power-law cross-correlations. The multifractal detrended cross-correlation analysis (MF-DCCA) approaches can be used to quantify such cross-correlations, as the MF-DCCA based on fluctuation (MF-X-DFA) method. We develop this work class algorithms detrending moving average analysis, called MF-X-DMA. performances MF-X-DMA compared with MF-X-DFA method by extensive numerical...

10.1103/physreve.84.016106 article EN Physical Review E 2011-07-21

When common factors strongly influence two power-law cross-correlated time series recorded in complex natural or social systems, using detrended cross-correlation analysis (DCCA) without considering these will bias the results. We use partial (DPXA) to uncover intrinsic cross correlations between simultaneously presence of nonstationarity after removing effects other acting as forces. The DPXA method is a generalization that takes into account correlation analysis. demonstrate by bivariate...

10.1103/physreve.91.062816 article EN Physical Review E 2015-06-26

10.1016/j.physa.2009.01.011 article EN Physica A Statistical Mechanics and its Applications 2009-01-19

One-dimensional detrended fluctuation analysis (DFA) and multifractal (MFDFA) are widely used in the scaling of fractal time series because they accurate easy to implement. In this paper we generalize one-dimensional DFA MFDFA higher-dimensional versions. The generalization works well when tested with synthetic surfaces including fractional Brownian surfaces. two-dimensional is also adopted analyze two images from nature experiment, nice laws unraveled.

10.1103/physreve.74.061104 article EN Physical Review E 2006-12-07

We investigate the daily correlation present among market indices of stock exchanges located all over world in time period January 1996 to July 2009. discover that presents both a fast and slow dynamics. The dynamics reflects development consolidation globalization. is associated with critical events originate specific country or region rapidly affect global system. provide evidence short term scale less than 3 trading months (about 60 days). average values nondiagonal elements matrix,...

10.1103/physreve.84.026108 article EN Physical Review E 2011-08-05

We have studied the so-called roof collapse in soft lithography. Roof is due to adhesion between PDMS stamp and substrate, it may affect quality of Our analysis accounts for interactions multiple punches effect elastic mismatch substrate. A scaling law among modulus, punch height spacing, work substrate established. Such a leads simple criterion against unwanted collapse. The present study agrees well with experimental data.

10.1021/la0502185 article EN Langmuir 2005-06-29

10.1016/j.physa.2005.06.098 article EN Physica A Statistical Mechanics and its Applications 2005-08-16

We perform a systematic investigation on the components of empirical multifractality financial returns using daily data Dow Jones Industrial Average from 26 May 1896 to 27 April 2007 as an example. The temporal structure and fat-tailed distribution are considered possible influence factors. multifractal spectrum original return series is compared with those four kinds surrogate data: 1) shuffled that contain no correlation but have same distribution, 2) in which any nonlinear removed linear...

10.1209/0295-5075/88/28004 article EN EPL (Europhysics Letters) 2009-10-01

Notwithstanding the significant efforts to develop estimators of long-range correlations (LRC) and compare their performance, no clear consensus exists on what is best method under which conditions. In addition, synthetic tests suggest that performance LRC varies when using different generators time series. Here, we performances four [Fluctuation Analysis (FA), Detrended Fluctuation (DFA), Backward Detrending Moving Average (BDMA) Centred (CDMA)]. We use three [Fractional Gaussian Noises two...

10.1038/srep00835 article EN cc-by-nc-nd Scientific Reports 2012-11-12

Modern technologies not only provide a variety of communication modes, e.g., texting, cellphone conversation, and online instant messaging, but they also detailed electronic traces these communications between individuals. These indicate that the interactions occur in temporal bursts. Here, we study inter-call durations 100,000 most-active users Chinese mobile phone operator. We confirm follow power-law distribution with an exponential cutoff at population level find differences when...

10.1073/pnas.1220433110 article EN Proceedings of the National Academy of Sciences 2013-01-14

Housing markets play a crucial role in economies and the collapse of real-estate bubble usually destabilizes financial system causes economic recessions. We investigate systemic risk spatiotemporal dynamics US housing market (1975–2011) at state level based on Random Matrix Theory (RMT). identify richer information largest eigenvalues deviating from RMT predictions for than stock find that component signs eigenvectors contain either geographical or extent differences house price growth rates...

10.1038/srep03655 article EN cc-by-nc-nd Scientific Reports 2014-01-13

Price limit trading rules are adopted in some stock markets (especially emerging markets) trying to cool off traders' short-term mania on individual stocks and increase market efficiency. Under such a microstructure, may hit their up-limits down-limits from time time. However, the behaviors of price hits not well studied partially due fact that main as US most European do set limits. Here, we perform detailed analyses high-frequency data all A-share common traded Shanghai Stock Exchange...

10.1371/journal.pone.0120312 article EN cc-by PLoS ONE 2015-04-13

10.1016/j.ijforecast.2005.02.004 article EN International Journal of Forecasting 2005-11-22

10.1140/epjb/e2006-00391-6 article EN The European Physical Journal B 2006-10-24
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