Faculty
ZHOU Weixing
Professor
Education
East China University of Science and Technology, Bachelor, 1996, Shanghai, China
Teaching (2023-2024)
MF
Financial Practice Programme
Bsc
Big Data and Financial Computing
Professional Occupation Practice
PhD
Financial Physics
SELECTED INTELLECTUAL CONTRIBUTIONS (Completed within 5 years)
JOURNAL ARTICLES
Huayi Chen, ZHOU Weixing. 2024. Carbon volatility connectedness and the role of external uncertainties: Evidence from China. Journal of Commodity Markets.
LI Muyao, ZHOU Weixing. 2024. Temporal rich club phenomenon and its formation mechanisms. PHYSICAL REVIEW E.
ZHOU Weixing. 2024. The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots. Journal of Economic Behavior & Organization.
WANG Li, XIE Wenjie, ZHOU Weixing. 2023. Evolving community structure in the international pesticide trade networks. Heliyon.
LI Muyao, WANG Li, XIE Wenjie, ZHOU Weixing. 2023. Quantifying the temporal stability of international fertilizer trade networks. Journal of Complex Networks.
ZHOU Weixing. 2023. Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. Journal of International Financial Markets, Institutions & Money.
XU Haichuan, ZHOU Weixing. 2023. The stable tail dependence and influence among the European stock markets: a score-driven dynamic copula approach. European Journal of Finance.
JIANG Zhiqiang, WANG Li, ZHOU Weixing. 2023. Continuing the Red Bloodline: Red Cultural Branding and Individual Charitable Giving. Systems Engineering-Theory & Practice.
LI Muyao, ZHOU Weixing. 2023. The health risk of acetochlor metabolite CMEPA is associated with lipid accumulation induced liver injury. Environmental Pollution.
Li mingxia, ZHOU Weixing. 2023. A survey on football network analysis. EPL.
WANG Li, XIE Wenjie, ZHOU Weixing. 2023. Economic importance and structural robustness of the international pesticide trade networks. Journal of Management Science and Engineering.
ZHOU Weixing. 2023. Quantifying the status of economies in international crop trade networks: A correlation structure analysis of various node-ranking metrics. Chaos, Solitons & Fractals.
WANG Li, ZHOU Weixing. 2023. Testing for intrinsic multifractality in the global grain spot market indices: A multifractal detrended fluctuation analysis. FRACTALS.
JIANG Zhiqiang, Dai yuehua, WANG Li, ZHOU Weixing. 2023. Understanding the circulation network of agro-products in China based on the freight big data. Annals of Operations Research.
ZHOU Weixing. 2023. Statistical properties of the international seed trade networks of rice and maize. International Journal of Modern Physics C.
JIANG Zhiqiang, WANG Peng, MA Junchao, Boris Podobnik, H. Eugene Stanley, ZHOU Weixing. 2023. Unraveling the effects of network, direct and indirect reciprocity in online societies. Chaos, Solitons and Fractals.
JIANG Zhiqiang, ZHOU Weixing. 2023. Multifractal characteristics and return predictability in the Chinese stock markets. Annals of Operations Research.
XIE Wenjie, ZHOU Weixing. 2023. An interpretable machine-learned model for international oil trade network. Resources Policy.
XU Haichuan, ZHOU Weixing. 2023. Reconstruction of international energy trade networks with given marginal data: A comparative analysis. Chaos, Solitons & Fractals.
WANG Li, XIE Wenjie, ZHOU Weixing. 2023. Impact of shocks to economies on the efficiency and robustness of the international pesticide trade networks. European Physical Journal B.
LI Muyao, WANG Li, XIE Wenjie, ZHOU Weixing. 2023. Link stability analysis of temporal international fertilizer trade networks. Journal of Statistical Mechanics-Theory and Experiment.
ZHOU Weixing. 2022. Do the global grain spot markets exhibit multifractal nature?. Chaos, Solitons & Fractals.
ZHOU Weixing. 2022. Correlation structure analysis of the global agricultural futures market. Research in International Business and Finance.
ZHOU Weixing. 2022. Factor volatility spillover and its implications on factor premia. Journal of International Financial Markets, Institutions & Money.
ZHOU Weixing. 2022. Structural evolution of international crop trade networks. Frontiers in Physics.
XU Haichuan, ZHOU Weixing. 2022. Hierarchical contagions in the interdependent financial network. Journal of Financial Stability.
WEI Na, XIE Wenjie, ZHOU Weixing. 2022. Identifying states of oil market based on structure and evolution of the international crude oil trade networks. International Journal of Modern Physics B.
ZHOU Weixing. 2022. How does economic policy uncertainty comove with stock markets: New evidence from symmetric thermal optimal path method. Physica A.
ZHOU Weixing. 2022. From Physics to Econophysics and Back: Methods and Insights. Frontiers in Physics.
DAI Pengfei, ZHOU Weixing. 2022. The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model. Resources Policy.
WEI Na, XIE Wenjie, ZHOU Weixing. 2022. Robustness of the international oil trade network under targeted attacks to economies. Energy.
WEI Na, XIE Wenjie, ZHOU Weixing. 2022. The performance of cooperation strategies for enhancing the efficiency of international oil trade networks. Journal of Complex Networks.
ZHOU Weixing. 2021. Structure and evolution of the international pesticide trade networks. Frontiers in Physics.
ZHOU Weixing. 2021. Microstructural characteristics of the weighted and directed international crop trade networks. ENTROPY.
ZHOU Weixing*. 2021. Anatomizing the Elo transfer network of Weiqi players. European Physical Journal B.
ZHOU Weixing*. 2021. Order imbalance and stock returns: New evidence from the Chinese stock market. Accounting & Finance.
ZHOU Weixing*. 2021. A global economic policy uncertainty index from principal component analysis. Finance Research Letters.
ZHOU Weixing*. 2021. Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics: Evidence from the Chinese stock market. North American Journal of Economics And Finance.
ZHOU Weixing. 2021. Highway freight transportation diversity of cities based on radiation models. ENTROPY.
ZHOU Weixing. 2021. Club convergence of nighttime light and GDP: A comparative study of China’s provinces. Frontiers in Physics.
ZHOU Weixing*. 2021. Cross-shareholding networks and stock price synchronicity: Evidence from China. International Journal of Finance & Economics.
ZHOU Weixing, WANG Li, XIE Wenjie. 2020. Predicting highway freight transportation networks using radiation models. Physical Review E.
WEN Fenghua, WENG Kaiyan, ZHOU Weixing*. 2020. Measuring the contribution of Chinese financial institutions to systemic risk: An extended asymmetric CoVaR approach. Risk Management.
WANG Peng, MA Junchao, JIANG Zhiqiang, ZHOU Weixing, Didier Sornette. 2020. Comparative analysis of layered structures in empirical investor networks and cellphone communication networks. EPJ Data Science.
WU Jing, JIANG Zhiqiang, ZHOU Weixing. 2020. Research on Extreme Return Forecast and Trading Strategy Based on Analysis of Recurrence Time Interval. Chinese Journal of Management Science, 2020(5): 39-51.
XIE Wenjie, LI Muyao, ZHOU Weixing*. 2020. Noise traders, diversity of trading behaviors and instant price shocks. Journal of Management Sciences in China, 2020(4): 98-109.
YUE Peng, FAN Yaodong, Jonathan A. Batten, ZHOU Weixing. 2020. Information Transfer between Stock Market Sectors:A Comparison between the USA and China. ENTROPY, 2020(22): 1-13.
LI Congcong, XU Haichuan, ZHOU Weixing. 2020. News coverage and portfolio returns Evidence from China. Pacific-Basin Finance Journal.
YUE Peng, QING CAI, Wanfeng Yan, ZHOU Weixing. 2020. Information Flow Networks of Chinese Stock Market Sectors. IEEE Access, 2020(8): 13066-13077.
XU Haichuan, ZHOU Weixing. 2020. Modeling aggressive market order placements with Hawkes factor models. PloS One.
JIANG Zhiqiang, ZHOU Weixing, XIE Wenjie, Didier Sornette. 2019. Multifractal analysis of financial markets:a review. Reports on Progess in Physics, 82: 1-104.
Li Wang, Jun-Chao Ma, JIANG Zhiqiang, Wanfeng Yan, ZHOU Weixing. 2019. Gravity law in the Chinese highway freight transportation networks. EPJ Data Science, 8: 1-28.
Fang Cai, Wen-Jiang Zheng, Xiao Zhang, Jiu-Ming Ji, ZHOU Weixing*. 2019. Comparing selection strategies for engineering research hotspots. Physica A, 534: 1-8.
MONOGRAPH
Graph Reinforcement Learning, Tsinghua University Press, 2024
Deep Reinforcement Learning (DRL), Tsinghua University Press, 2023
TEACHING AWARDS RECEIVED
The Creation and Practice of ‘Five New’ Talent Cultivation System in Management Science and Engineering, First Prize in Shanghai, 2022
Cultivating Quantitative Financial Talents of ‘Knowing and Doing’, Innovation and Practice of Financial Numerical Analysis Curriculum, Second prize at school level, 2021
Innovation and Practice of ‘Knowing and Doing’ Quantitative Financial Analysis Talent Cultivation Mode Facing the Development of Fintech and Focusing on Financial Big Data, Grand Prize at School Level, 2019
RESEARCH AWARDS RECEIVED
ZHOU Weixing, Shanghai Leading Talents, Shanghai Leading Talents, 2020
INDUSTRY/RESEARCH PROJECTS
2022 Global Engineering Frontier Research Comprehensive Group II, Projects Established by Various Ministries and Commissions of the State, 2022
Research on Improving the Financial Coordination and Supervision System: Based on the Perspective of Systemic Financial Risk Prevention, National Social Science Fund of China, 2022
Research on International Trade Laws, Risk Characteristics and Precise and Controllable Response Strategies Based on Complex Networks, National Natural Science Foundation of China, 2022
2021 Global Frontiers of Engineering Research, Chinese Academy of Engineering, 2021
Cheung Kong Scholars - Young Scholars, Young Changjiang Scholar, 2021
Comprehensive Group Two, Chinese Academy of Engineering, 2020
Data Analysis of Cross-cutting Fields of Internationalised Frontier Research in Philosophy and Social Science Research in China, Consulting Project, 2019
Laboratory safety VR training programme design, Consulting Project, 2019