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Chi K. Tse

Personal Details

First Name:Chi
Middle Name:K.
Last Name:Tse
Suffix:
RePEc Short-ID:pts124
[This author has chosen not to make the email address public]

Affiliation

(50%) Department of Electronic and Information Engineering, Hong Kong Polytechnic University

http://www.eie.polyu.edu.hk
Hong Kong

(50%) Hong Kong Polytechnic University

http://www.polyu.edu.hk
Hong Kong

Research output

as
Jump to: Articles

Articles

  1. Liu, Xiao Fan & Tse, Chi Kong, 2014. "Impact of degree mixing pattern on consensus formation in social networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 407(C), pages 1-6.
  2. Wang, Rubin & Zhang, Zhikang & Tse, Chi K. & Qu, Jingyi & Cao, Jianting, 2012. "Neural coding in networks of multi-populations of neural oscillators," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 86(C), pages 52-66.
  3. Jing Liu & Chi Tse & Keqing He, 2011. "Fierce stock market fluctuation disrupts scalefree distribution," Quantitative Finance, Taylor & Francis Journals, vol. 11(6), pages 817-823.
  4. Tse, Chi K. & Liu, Jing & Lau, Francis C.M., 2010. "A network perspective of the stock market," Journal of Empirical Finance, Elsevier, vol. 17(4), pages 659-667, September.
  5. Liu, Xiao Fan & Tse, Chi K. & Small, Michael, 2010. "Complex network structure of musical compositions: Algorithmic generation of appealing music," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(1), pages 126-132.
  6. Liang, Wei & Shi, Yuming & Tse, Chi K. & Liu, Jing & Wang, Yanli & Cui, Xunqiang, 2009. "Comparison of co-occurrence networks of the Chinese and English languages," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(23), pages 4901-4909.
  7. Tang, Hongwu & Chen, Liang & Lu, Jun-an & Tse, Chi K., 2008. "Adaptive synchronization between two complex networks with nonidentical topological structures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(22), pages 5623-5630.
  8. Xia, Yongxiang & Tse, Chi K. & Lau, Francis C.M. & Man Tam, Wai & Small, Michael, 2006. "Analysis of telephone network traffic based on a complex user network," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 368(2), pages 583-594.
  9. Tam, Wai M. & Lau, Francis C.M. & Tse, Chi K. & Xia, Yongxiang & Shan, Xiuming, 2006. "Effect of clustering in a complex user network on the telephone traffic," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 371(2), pages 745-753.
  10. Small, Michael & Tse, C.K., 2005. "Clustering model for transmission of the SARS virus: application to epidemic control and risk assessment," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 351(2), pages 499-511.
  11. Small Michael & Tse Chi K., 2003. "Determinism in Financial Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(3), pages 1-31, October.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Jing Liu & Chi Tse & Keqing He, 2011. "Fierce stock market fluctuation disrupts scalefree distribution," Quantitative Finance, Taylor & Francis Journals, vol. 11(6), pages 817-823.

    Cited by:

    1. Long, Wen & Guan, Lijing & Shen, Jiangjian & Song, Linqiu & Cui, Lingxiao, 2017. "A complex network for studying the transmission mechanisms in stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 484(C), pages 345-357.
    2. Heiberger, Raphael H., 2014. "Stock network stability in times of crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 393(C), pages 376-381.
    3. Chunxia, Yang & Bingying, Xia & Sen, Hu & Rui, Wang, 2012. "A study of the interplay between the structure variation and fluctuations of the Shanghai stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(11), pages 3198-3205.

  2. Tse, Chi K. & Liu, Jing & Lau, Francis C.M., 2010. "A network perspective of the stock market," Journal of Empirical Finance, Elsevier, vol. 17(4), pages 659-667, September.

    Cited by:

    1. Zhaoyuan Li & Maozai Tian, 2017. "A New Method For Dynamic Stock Clustering Based On Spectral Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 50(3), pages 373-392, October.
    2. Lim, Kyuseong & Kim, Sehyun & Kim, Soo Yong, 2017. "Information transfer across intra/inter-structure of CDS and stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 118-126.
    3. Bing Li, 2017. "Network Evolution of the Chinese Stock Market: A Study based on the CSI 300 Index," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(3), pages 1-5.
    4. Coletti, Paolo, 2016. "Comparing minimum spanning trees of the Italian stock market using returns and volumes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 463(C), pages 246-261.
    5. Vyrost, Tomas, 2015. "Country and industry effects in CEE stock market networks: Preliminary results," MPRA Paper 65775, University Library of Munich, Germany.
    6. Long, Wen & Guan, Lijing & Shen, Jiangjian & Song, Linqiu & Cui, Lingxiao, 2017. "A complex network for studying the transmission mechanisms in stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 484(C), pages 345-357.
    7. Peralta, Gustavo & Zareei, Abalfazl, 2016. "A network approach to portfolio selection," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 157-180.
    8. Tom'av{s} V'yrost & v{S}tefan Ly'ocsa & Eduard Baumohl, 2014. "Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment," Papers 1408.2985, arXiv.org.
    9. Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2012. "Stock market networks: The dynamic conditional correlation approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(16), pages 4147-4158.
    10. Brida, Juan Gabriel & Gómez, David Matesanz & Seijas, Maria Nela, 2017. "Debt and growth: A non-parametric approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 883-894.
    11. Výrost, Tomáš, 2012. "Country effects in CEE3 stock market networks: a preliminary study," MPRA Paper 43481, University Library of Munich, Germany.
    12. Papana, Angeliki & Kyrtsou, Catherine & Kugiumtzis, Dimitris & Diks, Cees, 2017. "Financial networks based on Granger causality: A case study," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 482(C), pages 65-73.
    13. Heiberger, Raphael H., 2014. "Stock network stability in times of crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 393(C), pages 376-381.
    14. Wang, Gang-Jin & Xie, Chi, 2015. "Correlation structure and dynamics of international real estate securities markets: A network perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 424(C), pages 176-193.
    15. Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2011. "The instability of the correlation structure of the S&P 500," MPRA Paper 34160, University Library of Munich, Germany.
    16. Huang, Wei-Qiang & Zhuang, Xin-Tian & Yao, Shuang & Uryasev, Stan, 2016. "A financial network perspective of financial institutions’ systemic risk contributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 456(C), pages 183-196.
    17. Nie, Chun-Xiao, 2017. "Correlation dimension of financial market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 473(C), pages 632-639.
    18. Theophilos Papadimitriou & Periklis Gogas & Georgios Antonios Sarantitis, 2016. "Convergence of European Business Cycles: A Complex Networks Approach," Computational Economics, Springer;Society for Computational Economics, vol. 47(2), pages 97-119, February.
    19. Chu, J. & Nadarajah, S., 2017. "A statistical analysis of UK financial networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 445-459.
    20. Claudiu Tiberiu Albulescu & Daniel Goyeau & Aviral Kumar Tiwari, 2017. "Co-movements and contagion between international stock index futures markets," Empirical Economics, Springer, vol. 52(4), pages 1529-1568, June.
    21. V. A. Kalyagin & P. A. Koldanov & P. M. Pardalos, 2015. "Optimal decision for the market graph identification problem in sign similarity network," Papers 1512.06449, arXiv.org.
    22. Chen, Kun & Luo, Peng & Sun, Bianxia & Wang, Huaiqing, 2015. "Which stocks are profitable? A network method to investigate the effects of network structure on stock returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 436(C), pages 224-235.
    23. Nie, Chun-Xiao & Song, Fu-Tie, 2018. "Constructing financial network based on PMFG and threshold method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 495(C), pages 104-113.
    24. Sarantitis, Georgios & Papadimitriou, Theophilos & Gogas, Periklis, 2015. "A Network Analysis of the United Kingdom’s Consumer Price Index," DUTH Research Papers in Economics 1-2016, Democritus University of Thrace, Department of Economics.
    25. Wang, Gang-Jin & Xie, Chi & Han, Feng & Sun, Bo, 2012. "Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(16), pages 4136-4146.
    26. Brida, Juan Gabriel & Matesanz, David & Seijas, Maria Nela, 2016. "Network analysis of returns and volume trading in stock markets: The Euro Stoxx case," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 751-764.
    27. Fang, Yiwei & Francis, Bill & Hasan, Iftekhar & Wang, Haizhi, 2011. "Product market relationships and cost of bank loans : evidence from strategic alliances," Research Discussion Papers 4/2011, Bank of Finland.
    28. Gautier Marti & Frank Nielsen & Miko{l}aj Bi'nkowski & Philippe Donnat, 2017. "A review of two decades of correlations, hierarchies, networks and clustering in financial markets," Papers 1703.00485, arXiv.org, revised May 2018.
    29. Gogas, Periklis & Papadimitriou, Theophilos & Matthaiou, Maria-Artemis, 2016. "Bank supervision using the Threshold-Minimum Dominating Set," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 451(C), pages 23-35.
    30. Jenna Birch & Athanasios A. Pantelous & Kimmo Soramäki, 2016. "Analysis of Correlation Based Networks Representing DAX 30 Stock Price Returns," Computational Economics, Springer;Society for Computational Economics, vol. 47(4), pages 501-525, April.
    31. Heiberger, Raphael H., 2018. "Predicting economic growth with stock networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 489(C), pages 102-111.
    32. Yang, Chunxia & Chen, Yanhua & Niu, Lei & Li, Qian, 2014. "Cointegration analysis and influence rank—A network approach to global stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 400(C), pages 168-185.
    33. Romeil Sandhu & Tryphon Georgiou & Allen Tannenbaum, 2015. "Market Fragility, Systemic Risk, and Ricci Curvature," Papers 1505.05182, arXiv.org.
    34. Chunxia, Yang & Bingying, Xia & Sen, Hu & Rui, Wang, 2012. "A study of the interplay between the structure variation and fluctuations of the Shanghai stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(11), pages 3198-3205.
    35. Tao You & Paweł Fiedor & Artur Hołda, 2015. "Network Analysis of the Shanghai Stock Exchange Based on Partial Mutual Information," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 8(2), pages 1-19, June.
    36. Hu, Sen & Yang, Hualei & Cai, Boliang & Yang, Chunxia, 2013. "Research on spatial economic structure for different economic sectors from a perspective of a complex network," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(17), pages 3682-3697.
    37. Gang-Jin Wang & Chi Xie & H. Eugene Stanley, 2018. "Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks," Computational Economics, Springer;Society for Computational Economics, vol. 51(3), pages 607-635, March.
    38. Tsapeli, Fani & Musolesi, Mirco & Tino, Peter, 2017. "Non-parametric causality detection: An application to social media and financial data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 483(C), pages 139-155.

  3. Liang, Wei & Shi, Yuming & Tse, Chi K. & Liu, Jing & Wang, Yanli & Cui, Xunqiang, 2009. "Comparison of co-occurrence networks of the Chinese and English languages," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(23), pages 4901-4909.

    Cited by:

    1. Liang, Wei & Shi, Yuming & Huang, Qiuling, 2014. "Modeling the Chinese language as an evolving network," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 393(C), pages 268-276.
    2. Zhong, Xiang & Liu, Jiajun & Gao, Yong & Wu, Lun, 2017. "Analysis of co-occurrence toponyms in web pages based on complex networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 466(C), pages 462-475.
    3. Liang, Wei & Wang, Yanli & Shi, Yuming & Chen, Guanrong, 2015. "Co-occurrence network analysis of Chinese and English poems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 420(C), pages 315-323.
    4. Liang, Wei & Chen, Guanrong, 2016. "Spectral analysis of Chinese language: Co-occurrence networks from four literary genres," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 450(C), pages 49-56.
    5. Gao, Yuyang & Liang, Wei & Shi, Yuming & Huang, Qiuling, 2014. "Comparison of directed and weighted co-occurrence networks of six languages," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 393(C), pages 579-589.
    6. Liang, Wei, 2017. "Spectra of English evolving word co-occurrence networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 802-808.
    7. Liang, Wei & Wang, Yanli & Shi, Yuming & Chen, Guanrong, 2015. "Co-occurrence network analysis of modern Chinese poems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 420(C), pages 284-293.

  4. Tang, Hongwu & Chen, Liang & Lu, Jun-an & Tse, Chi K., 2008. "Adaptive synchronization between two complex networks with nonidentical topological structures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(22), pages 5623-5630.

    Cited by:

    1. Wang, Guanjun & Cao, Jinde & Lu, Jianquan, 2010. "Outer synchronization between two nonidentical networks with circumstance noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(7), pages 1480-1488.
    2. Geng, Liang & Xiao, Renbin, 2017. "Outer synchronization and parameter identification approach to the resilient recovery of supply network with uncertainty," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 482(C), pages 407-421.

  5. Small Michael & Tse Chi K., 2003. "Determinism in Financial Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(3), pages 1-31, October.

    Cited by:

    1. Leontitsis, Alexandros & Vorlow, Constantinos E., 2006. "Accounting for outliers and calendar effects in surrogate simulations of stock return sequences," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 368(2), pages 522-530.
    2. Webel, Karsten, 2012. "Chaos in German stock returns — New evidence from the 0–1 test," Economics Letters, Elsevier, vol. 115(3), pages 487-489.

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