Skip to main content

2 Result(s)

within Shijia Song Remove this filter

and

  1. 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)

  2. 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)

    Download PDF (3776 KB) View Article