Advanced search    

Search: authors:"Jianmin He"

16 papers found.
Use AND, OR, NOT, +word, -word, "long phrase", (parentheses) to fine-tune your search.

The Competition of Homophily and Popularity in Growing and Evolving Social Networks

Previous studies have used several models to investigate the mechanisms for growing and evolving real social networks. These models have been widely used to simulate large networks in many applications. In this paper, based on the evolutionary mechanisms of homophily and popularity, we propose a new generation model for growing and evolving social networks, namely, the Homophily...

Co-Loan Network of Chinese Banking System Based on Listed Companies’ Loan Data

Based on the loan data of Chinese listed companies from 2008 to 2016, this paper constructs a co-loan network of the Chinese banking system and analyzes the topological structures and corresponding evolvement characteristics from the perspective of complex network. Through the empirical studies, we find that the co-loan network always displays a core-periphery structure; for...

Co-Loan Network of Chinese Banking System Based on Listed Companies’ Loan Data

Based on the loan data of Chinese listed companies from 2008 to 2016, this paper constructs a co-loan network of the Chinese banking system and analyzes the topological structures and corresponding evolvement characteristics from the perspective of complex network. Through the empirical studies, we find that the co-loan network always displays a core-periphery structure; for...

Effects of Common Factors on Dynamics of Stocks Traded by Investors with Limited Information Capacity

, Nanjing 211189, China Correspondence should be addressed to Jianmin He; moc.621@831uesnimnaijeh Received 4 June 2017; Revised 25 July 2017; Accepted 7 August 2017; Published 28 September 2017 Academic

Effects of Common Factors on Dynamics of Stocks Traded by Investors with Limited Information Capacity

An artificial stock market with agent-based model is built to investigate effects of different information characteristics of common factors on the dynamics stock returns. Investors with limited information capacity update their beliefs based on the information they have obtained and processed and optimize portfolios based on beliefs. We find that with changing of concerned...

The European Vulnerable Option Pricing with Jumps Based on a Mixed Model

In this paper, we combine the reduced-form model with the structural model to discuss the European vulnerable option pricing. We define that the default occurs when the default process jumps or the corporate goes bankrupt. Assuming that the underlying asset follows the jump-diffusion process and the default follows the Vasicek model, we can have the expression of European...

The European Vulnerable Option Pricing with Jumps Based on a Mixed Model

In this paper, we combine the reduced-form model with the structural model to discuss the European vulnerable option pricing. We define that the default occurs when the default process jumps or the corporate goes bankrupt. Assuming that the underlying asset follows the jump-diffusion process and the default follows the Vasicek model, we can have the expression of European...

Determination of collective behavior of the financial market

In this paper, we adopt the network synchronization to measure the collective behavior in the financial market, and then analyze the factors that affect the collective behavior. Based on the data from the Chinese financial market, we find that the clustering coefficient, the average shortest path length and the volatility fluctuation have a positive effect on the collective...

Impact of systemic risk in the real estate sector on banking return

In this paper, we measure systemic risk in the real estate sector based on contingent claims analysis, and then investigate its impact on banking return. Based on the data in China, we find that systemic risk in the real estate sector has a negative effect on banking return, but this effect is temporary; banking risk aversion and implicit interest expense have considerable impact...

An Equilibrium Model of Interbank Networks Based on Variational Inequalities

Received 14 March 2013; Revised 15 October 2013; Accepted 16 October 2013 Academic Editor: Shao-Ming Fei Copyright © 2013 Shouwei Li and Jianmin He. This is an open access article distributed under the

Complex Dynamics of Credit Risk Contagion with Time-Delay and Correlated Noises

The stochastic time-delayed system of credit risk contagion driven by correlated Gaussian white noises is investigated. Novikov’s theorem, the time-delay approximation, the path-integral approach, and first-order perturbation theory are used to derive time-delayed Fokker-Planck model and the stationary probability distribution function of the dynamical system of credit risk...

Compound Option Pricing under Fuzzy Environment

Considering the uncertainty of a financial market includes two aspects: risk and vagueness; in this paper, fuzzy sets theory is applied to model the imprecise input parameters (interest rate and volatility). We present the fuzzy price of compound option by fuzzing the interest and volatility in Geske’s compound option pricing formula. For each , the -level set of fuzzy prices is...

Compound Option Pricing under Fuzzy Environment

Considering the uncertainty of a financial market includes two aspects: risk and vagueness; in this paper, fuzzy sets theory is applied to model the imprecise input parameters (interest rate and volatility). We present the fuzzy price of compound option by fuzzing the interest and volatility in Geske’s compound option pricing formula. For each , the -level set of fuzzy prices is...

Dynamics Evolution of Credit Risk Contagion in the CRT Market

This work introduces a nonlinear dynamics model of credit risk contagion in the credit risk transfer (CRT) market, which contains time delay, the contagion rate of credit risk, and nonlinear resistance. The model depicts the dynamics behavior characteristics of evolution of credit risk contagion through numerical simulation. Meanwhile, numerical simulations show that, in the CRT...

Resilience of Interbank Market Networks to Shocks

31 July 2011 Academic Editor: Garyfalos Papaschinopoulos Copyright © 2011 Shouwei Li and Jianmin He. This is an open access article distributed under the Creative Commons Attribution License, which

Inactivated Sendai virus strain Tianjin, a novel genotype of Sendai virus, inhibits growth of murine colon carcinoma through inducing immune responses and apoptosis

Background Ultraviolet-inactivated, replication-defective Sendai virus particles (Z strain) have displayed antitumor effect through enhancing the immune responses or inducing apoptosis in a variety of carcinomas. Sendai virus strain Tianjin was isolated from the lungs of marmoset and proved to be a novel genotype of Sendai virus. In this study, we explored the antitumor effect...