Many real-world networks are embedded in spaces. Recent studies have found that spatial characteristics are closely related to network features. Bus transport networks (BTNs) are typical spatially embedded networks, but their spatial characteristics are commonly disregarded in previous...

We investigate the probability distribution of the volatility return intervals $\tau$ for the Chinese stock market. We rescale both the probability distribution $P_{q}(\tau)$ and the volatility return intervals $\tau$ as $P_{q}(\tau)=1/\bar{\tau} f(\tau/\bar{\tau})$ to obtain a uniform scaling...

The bid–ask spread is taken as an important measure of the financial market liquidity. In this article, we study the dynamics of the spread return and the spread volatility of four liquid stocks in the Chinese stock market, including the memory effect and the multifractal nature. By...

We introduce an instantaneous and an average instantaneous cross-correlation function to detect the temporal cross-correlations between individual stocks based on the daily data of the United States and the Chinese stock markets. The memory effect of the instantaneous cross-correlations is...

Bid-ask spread is taken as an important measure of the financial market liquidity. In this article, we study the dynamics of the spread return and the spread volatility of four liquid stocks in the Chinese stock market, including the memory effect and the multifractal nature. By investigating...

Based on the daily data of American and Chinese stock markets, the dynamic behavior of a financial network with static and dynamic thresholds is investigated. Compared with the static threshold, the dynamic threshold suppresses the large fluctuation induced by the cross-correlation of individual...

An average instantaneous cross-correlation function is introduced to quantify the interaction of the financial market of a specific time. Based on the daily data of the American and Chinese stock markets, memory effect of the average instantaneous cross-correlations is investigated over...

Preferential attachment is considered one of the key factors in the formation of scale-free networks. However, complete random attachment without a preferential mechanism can also generate scale-free networks in nature, such as protein interaction networks in cells. This article presents a new...

We develop gatekeeping procedures that focus on comparing multiple treatments with a control when there are multiple endpoints. Our procedures utilize estimated correlations among individual test statistics without parametric assumptions. We make comparisons with other gatekeeping procedures...

Preferential attachment is considered as a fundamental mechanism that contributes to the scale-free characteristics of random networks, which include growth and non-growth networks. There exist some situations of non-growth random networks, particularly for very sparse or dense networks, where...