Chi Xie

发表

Financial distress prediction based on SVM and MDA methods: the case of Chinese listed companies

Xiang Yu, Chi Xie, Changqing Luo, 2011 .

Extreme risk spillover effects in world gold markets and the global financial crisis

H. Stanley, Chi Xie, Gangjin Wang, 2016 .

Cross-correlations between the CSI 300 spot and futures markets

Chi Xie, Gangjin Wang, 2013 .

Forecasting SMEs' credit risk in supply chain finance with an enhanced hybrid ensemble machine learning approach

Chi Xie, Gang-Jin Wang, Li Zhou, 2019, International Journal of Production Economics.

Is bitcoin a safe haven or a hedging asset? Evidence from China

Chi Xie, Gangjin Wang, Yanping Tang, 2019, Journal of Management Science and Engineering.

Extreme risk spillover network: application to financial institutions

Chi Xie, Kaijian He, H. Eugene Stanley, 2017 .

Interconnectedness and systemic risk of China's financial institutions

Chi Xie, H. Eugene Stanley, Zhi-Qiang Jiang, 2017, Emerging Markets Review.

Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks

Chi Xie, H. Eugene Stanley, Gang-Jin Wang, 2018 .

A Wavelet Denoising Support Vector Regression Ensemble Model for Exchange Rate Prediction

Kin Keung Lai, Chi Xie, Kaijian He, 2008, 2008 4th International Conference on Wireless Communications, Networking and Mobile Computing.

Short term prediction of extreme returns based on the recurrence interval analysis

Boris Podobnik, Chi Xie, H. Eugene Stanley, 2016, 1610.08230.

Does Online Investor Sentiment Affect the Asset Price Movement? Evidence from the Chinese Stock Market

Chi Xie, Yuanxia Wang, 2017 .

Impacts of corporate diversification strategy on the quantity of cash holdings

Chi Xie, Sai Wang, 2012, 2012 International Conference on Information Management, Innovation Management and Industrial Engineering.

The empirical research of controlling shareholders' propping: Based on the relevant provisions of the system about “delisted warning companies” and “suspending listing companies”

Chi Xie, Z. Zeng, Jiao Chen, 2012 .

The Stability of Interbank Market Network: A Perspective on Contagion and Risk Sharing

Yan Xu, Y. Liu, Chi Xie, 2016 .

Investigating the Disparities of China’s Insurance Market Based on Minimum Spanning Tree from the Viewpoint of Geography and Enterprise

Chi Xie, Gangjin Wang, Yingying Zhou, 2017 .

Multilayer information spillover networks: measuring interconnectedness of financial institutions

H. Stanley, Chi Xie, Gangjin Wang, 2020, Quantitative Finance.

Interconnectedness between convertible bonds and underlying stocks in the Chinese capital market: A multilayer network perspective

Chi Xie, Gangjin Wang, Yu-Xiu Ling, 2022, Emerging Markets Review.

Competition , Innovation , Risk-Taking , and Profitability in the Chinese Banking Sector : An Empirical Analysis Based on Structural Equation Modeling

Chi Xie, T. Hu, 2016 .

Competition, Innovation, Risk-Taking, and Profitability in the Chinese Banking Sector: An Empirical Analysis Based on Structural Equation Modeling

Chi Xie, T. Hu, 2016 .

Asymmetric Foreign Exchange Rate Exposure of Listed Commercial Banks

Chi Xie, Liangqiu Zhou, Liangqiu Zhou, 2013 .

Are stock market networks non-fractal? Evidence from New York Stock Exchange

Chi Xie, Z. Zeng, Xin-Guo Yan, 2016 .

Factors influencing the stock dividend and transfer of reserve to common shares of listed companies

Chi Xie, Xicheng Liu, 2012, 2012 8th International Conference on Computing and Networking Technology (INC, ICCIS and ICMIC).

Industry Stock Price Effect and Its Influencing Factors of Cash Dividend Distribution: Based on Chinese Real Estat Listed Companies

Chi Xie, R. Yan, 2012 .

Transmission effect of extreme risks in China's financial sectors at major emergencies: Empirical study based on the GPD-CAViaR and TVP-SV-VAR approach

Chi Xie, Z. Zeng, Tingcheng Mo, 2022, Electronic Research Archive.

Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers

Chi Xie, Gangjin Wang, You Zhu, 2023, Journal of International Financial Markets, Institutions and Money.

Multiscale correlation networks analysis of the US stock market: a wavelet analysis

Chi Xie, Gangjin Wang, Shou Chen, 2016, Journal of Economic Interaction and Coordination.

Cross-correlations between the CSI 300 spot and futures markets

Chi Xie, Gangjin Wang, Gang-Jin Wang, 2013, Nonlinear Dynamics.

Multiscale correlation networks analysis of the US stock market: a wavelet analysis

Chi Xie, Gang-Jin Wang, Chi Xie, 2016, Journal of Economic Interaction and Coordination.

Tail dependence structure of the foreign exchange market: A network view

Chi Xie, Gangjin Wang, Chi Xie, 2016, Expert Syst. Appl..

Correlation structure and dynamics of international real estate securities markets: A network perspective

Chi Xie, Gang-Jin Wang, Chi Xie, 2015 .

Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks

H. Stanley, Chi Xie, Gangjin Wang, 2018 .

Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets

G. Uddin, Chi Xie, Gangjin Wang, 2023, International Review of Financial Analysis.

A Combination of Hidden Markov Model and Association Analysis for Stock Market Sector Rotation

Chi Xie, Z. Zeng, Jiao Chen, 2018 .

Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions

Julien Chevallier, Chi Xie, Gangjin Wang, 2021, International Review of Economics & Finance.

How to improve the success of bank telemarketing? Prediction and interpretability analysis based on machine learning

Chi Xie, Gangjin Wang, You Zhu, 2022, Comput. Ind. Eng..

Comparison of individual, ensemble and integrated ensemble machine learning methods to predict China’s SME credit risk in supply chain finance

Chi Xie, Gangjin Wang, You Zhu, 2017, Neural Computing and Applications.

Predicting China's SME Credit Risk in Supply Chain Finance Based on Machine Learning Methods

Chi Xie, Gangjin Wang, You Zhu, 2016, Entropy.

Stock market contagion during the global financial crisis: A multiscale approach

Chi Xie, H. Eugene Stanley, Gang-Jin Wang, 2017 .

Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket

Chi Xie, Gang-Jin Wang, Chi Xie, 2013 .

Connectedness and systemic risk of the banking industry along the Belt and Road

Chi Xie, Gangjin Wang, You Zhu, 2021, Journal of Management Science and Engineering.

Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?

Zhi-Qiang Jiang, Chi Xie, Gangjin Wang, 2018, Journal of International Financial Markets, Institutions and Money.

Yield Curve Estimation in the Illiquid Market: Framework, Models and Empirical Study

CHI XIE, HUI CHEN, XIANG YU, 2006, Int. J. Inf. Technol. Decis. Mak..

Multi Scale Nonlinear Ensemble Model for Foreign Exchange Rate Prediction

Kin Keung Lai, Chi Xie, Kaijian He, 2008, 2008 Fourth International Conference on Natural Computation.

The combining prediction of the RMB exchange rate series based on diverse architectural artificial neural network ensemble methodology

Bo Sun, Juan Zhang, Chi Xie, 2010, 2010 IEEE Fifth International Conference on Bio-Inspired Computing: Theories and Applications (BIC-TA).

RMB Exchange Rate Forecasting in the Context of the Financial Crisis

Chi Xie, Chi Xie, Bo Sun, 2009 .

Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning

G. Uddin, Chi Xie, Gangjin Wang, 2022, Research in International Business and Finance.

Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient

Chi Xie, Gang-Jin Wang, Jiao-Jiao Yang, 2013 .

When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin

Chi Xie, Gangjin Wang, Longfeng Zhao, 2019 .

A New Method for Setting Futures Portfolios' Maintenance Margins: Evidence from Chinese Commodity Futures Markets

Chi Xie, Gangjin Wang, Jiao-Jiao Yang, 2014, J. Appl. Math..

Forecasting RMB Exchange Rate Based on a Nonlinear Combination Model of ARFIMA, SVM, and BPNN

Chi Xie, Gang-Jin Wang, Chi Xie, 2015 .

Estimating VaR in crude oil market: A novel multi-scale non-linear ensemble approach incorporating wavelet analysis and neural network

Kin Keung Lai, Chi Xie, Kaijian He, 2009, Neurocomputing.

Connectedness of International Stock Market at Major Public Events: Empirical Study via Dynamic Time Warping-Based Network

Chi Xie, Z. Zeng, Tingcheng Mo, 2023, Complex..

Dynamics of Foreign Exchange Networks: A Time-Varying Copula Approach

Chi Xie, Gang Wang, Chi Xie, 2014 .

Statistical Properties of the Foreign Exchange Network atDifferent Time Scales: Evidence from DetrendedCross-Correlation Coefficient and Minimum Spanning Tree

Shou Chen, Chi Xie, Yi-Jun Chen, 2013, Entropy.

Chi Xie, Gang-Jin Wang, Chi Xie, 2012 .

Who are the net senders and recipients of volatility spillovers in China’s financial markets?

H. Stanley, Chi Xie, Gangjin Wang, 2016 .

Forecasting global stock market volatilities in an uncertain world

Chi Xie, Gangjin Wang, Z. Zeng, 2022, International Review of Financial Analysis.

Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries

Chi Xie, Gangjin Wang, You Zhu, 2023, Emerging Markets Review.

Estimation of Value-at-Risk for Exchange Risk Via Kernel Based Nonlinear Ensembled Multi Scale Model

Kin Keung Lai, Chi Xie, Kaijian He, 2008, ISNN.

Estimating Real Estate Value-at-Risk Using Wavelet Denoising and Time Series Model

Kin Keung Lai, Chi Xie, Kaijian He, 2008, ICCS.

Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales

Chi Xie, Gang-Jin Wang, Ling-Yun He, 2014 .

Cross-correlations and influence in world gold markets

Chi Xie, H. Eugene Stanley, Gang-Jin Wang, 2018 .

Predicting China’s SME Credit Risk in Supply Chain Financing by Logistic Regression, Artificial Neural Network and Hybrid Models

Chi Xie, Bo Sun, Gang-Jin Wang, 2016 .

Time domain and frequency domain Granger causality networks: Application to China’s financial institutions

Julien Chevallier, Chi Xie, Gangjin Wang, 2020 .

Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions

Chi Xie, Gangjin Wang, Yusen Feng, 2022, The North American Journal of Economics and Finance.

Multilayer network analysis of investor sentiment and stock returns

Chi Xie, Gangjin Wang, You Zhu, 2022, Research in International Business and Finance.

Sequence Outlier Detection Based on Chaos Theory and Its Application on Stock Market

Xiang Yu, Chi Xie, Zuo Chen, 2006, FSKD.

Forecasting stock market volatility under parameter and model uncertainty

Chi Xie, Gangjin Wang, You Zhu, 2023, Research in International Business and Finance.

Stock market network’s topological stability: Evidence from planar maximally filtered graph and minimal spanning tree

Chi Xie, Xin-Guo Yan, Gang-Jin Wang, 2015 .

Cross-correlations between WTI crude oil market and U.S. stock market: A perspective from econophysics

Chi Xie, Gangjin Wang, 2012 .

Time-Spatial Revolution Characteristics in the Aftermath of the European Debt Crisis: Decoupling Hypothesis of China

Yanan Xu, Yan Xu, Chi Xie, 2012 .

Analyzing the Cross-Correlation Between Onshore and Offshore RMB Exchange Rates Based on Multifractal Detrended Cross-Correlation Analysis (MF-DCCA)

Chi Xie, Gangjin Wang, Yingying Zhou, 2017 .

Cross-Correlations between Energy and Emissions Markets: New Evidence from Fractal and Multifractal Analysis

Chi Xie, Gangjin Wang, Shou Chen, 2014 .