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  1. Article

    Open Access

    Early warning signals for stock market crashes: empirical and analytical insights utilizing nonlinear methods

    This study introduces a comprehensive framework grounded in recurrence analysis, a tool of nonlinear dynamics, to detect potential early warning signals (EWS) for imminent phase transitions in financial system...

    Shijia Song, Handong Li in EPJ Data Science (2024)

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  2. No Access

    Article

    Research on the Effects of Liquidation Strategies in the Multi-asset Artificial Market

    The widespread application of algorithmic trading (AT) will have a lasting and profound effect on the financial market. This paper uses the multi-agent model to construct a multi-asset artificial stock market ...

    Qixuan Luo, Shijia Song, Handong Li in Computational Economics (2023)