Publication Lists

Research Papers

1. Cross-exchange Crypto Risk: A High-frequency Dynamic Network Perspective (2024), joint with Wanbo Lu, Yifu Wang, Min-Bin Lin and Wolfgang Karl Härdle, International Review of Financial Analysis 94: 103246 

2. Asymptotics for Expectile Estimators of Stationary Processes (2024), joint with Wang Yifu, Wentao Hu and Wei-Biao Wu      Under Review

3. A Network View on a Portfolio Risk Decomposition (2024), joint with Wolfgang Karl Härdle, Zijin Wang and Wei-Biao Wu      Under Revision in the JBES

4. Investor Opinion Formation and the Distribution of Stock Returns (2023), joint with Maria Osipenko

5. Peer effects and Club Selections of a Unique Online Fishing Game (2022), joint with Francis de Véricourt, Weining Wang and Ya Qian

6.  Financial Risk Meter based on Expectiles (2022), joint with Meng-Jou Lu, Yingxing Li and Wolfgang Karl Härdle,  Journal of Multivariate Analysis 189: 1-16  

7. Financial Risk Meter for Cryptocurrencies and Tail-Risk Network Based Portfolio Construction (2022), joint with Michael Althof and Wolfgang Karl Härdle, The Singapore Economic Review 2022: 1-27

8. An Innovative Sentiment Analysis to Measure Herd Behavior (2020), joint with Desheng Wu,  IEEE Transactions on Systems, Man, and Cybernetics: Systems 50(10): 3841-3851

9. Forecasting Stock Market Movement Direction using Sentiment Analysis and Support Vector Machine (2019), joint with Desheng Wu and Tianxiang Liu,  IEEE Systems Journal  13(1): 760-770

10. Forecasting SSE Composite Index Using Media News (2017), joint with Desheng Wu, Proceedings of 2017 Service System Engineering Conference & 2017 IEEE Symposium on Analytics and Risk (ISBN 978-1-926642-17-8)

11. Personalized financial news recommendation algorithm based on ontology (2015), joint with Lingling Zhang, Limeng Cui, Bo Deng and Yong Shi, Procedia Computer Science 55, 843-851

Book Chapter

Understanding Blockchain Technology (2024), joint with Min-Bin Lin and Daniel Traian Pele