ZHOU Weixing  Professor  |  Finance Tel. +86-21-64253634 | E-mail: wxzhou@ecust.edu.cn

SUMMARY

• DISCIPLINE

    Finance

• FACULTY QUALIFICATION

    Scholarly Academic (SA)

• COURSES TAUGHT

    Financial Physical

•  EDUCATION

    East China University of Science and Technology, Ph.D., 2001, China

    East China University of Science and Technology, Bachelor, 1996, China

•  WORK EXPERIENCE

    East China University of Science and Technology, since 2004,China

    Université Nice Sophia Antipolis, Visiting Scholar, 2005-2006, France

    University of California, Los Angeles, Post-doctor, 2001-2004, USA

SELECTED INTELLECTUAL CONTRIBUTIONS (Completed within 5 years)

• JOURNAL ARTICLES

    Statistical Properties of the Mutual Transfer Network Among Global Football Clubs, International Journal of Modern Physics B, 2018, 32(29):1-11.

    The Cooling-off Effect of Price Limits in the Chinese Stock Markets, Physica A-Statistical Mechanics and Its Applications, 2018, 505:153-163.

    Cross-sectional Fluctuation Scaling in the High-frequency Illiquidity of Chinese Stocks, (EPL) Europhysics Letters, 2018, 121(5):1-6.

    Forecasting Extreme Atmospheric Events with a Recurrence-interval-analysis-based Autoregressive Conditional Duration Model, Scientific Reports, 2018, 8:1-17.

    Engineering Fronts in 2018, Engineering, 2018, (4):748-753.

    A Weekly Sentiment Index and the Cross-section of Stock Returns, Finance Research Letters, 2018, 27:135-139.

    Short Term Prediction of Extreme Returns Based on the Recurrence Interval Analysis, Quantitative Finance, 2018, 18(3):353-370.

    Statistical Properties of User Activity Fluctuations in Virtual Worlds, Chaos Solitons & Fractals, 2017, 105:271-278.

    Market Correlation Structure Changes around the Great Crash: A Random Matrix Theory Analysis of the Chinese Stock Market, Fluctuation and Noise Letters, 2017, 16(2).

    Linear and Nonlinear Correlations in the Order Aggressiveness Of Chinese Stocks, Fractals-Complex Geometry Patterns and Scaling in Nature and Society, 2017, 25(5).

    Power-law Tails in the Distribution of Order Imbalance, Physica A-Statistical Mechanics and Its Applications, 2017, 483:201-208.

    Time Series Momentum and Contrarian Effects in the Chinese Stock Market, Physica A-Statistical Mechanics and Its Applications, 2017, 483:309-318.

    Wax and Wane of the Cross-Sectional Momentum and Contrarian Effects: Evidence from the Chinese Stock Markets, Physica A-Statistical Mechanics and Its Applications, 2017, 486:397-407.

    Temporal and Spatial Correlation Patterns of Air Pollutants in Chinese Cities, PloS One, 2017, 12(8).

    Symmetric Thermal Optimal Path and Time-Dependent Lead-Lag Relationship: Novel Statistical Tests and Application to UK and US Real-Estate and Monetary Policies, Quantitative Finance, 2017, 17(6):959-977.

    Time-dependent Lead-Lag Relationship between the Onshore and Offshore Renminbi Exchange Rates, Journal of International Financial Markets Institutions & Money, 2017, 49:173-183.

    Direct Determination Approach for the Multifractal Detrending Moving Average Analysis, Physical Review E, 2017, 96(5).

    Joint Multifractal Analysis Based on Wavelet Leaders, Frontiers of Physics, 2017, 6.

    MULTIFRACTAL CROSS WAVELET ANALYSIS, Fractals-Complex Geometry Patterns and Scaling in Nature and Society, 2017, 6.

    Computational Experiments Successfully Predict the Emergence of Autocorrelations in Ultra-High-Frequency Stock Returns, Computational Economics, 2017, 50(4):579-594.

    Immediate Price Impact of a Stock and its Warrant: Power-law or Logarithmic Model?, International Journal of Modern Physics B, 2017, 31(8).

    Quantifying Immediate Price Impact of Trades Based on the $k$-shell Decomposition of Stock Trading Networks, (EPL) Europhysics Letters, 2017.

    Analytic Degree Distributions of Horizontal Visibility Graphs Mapped from Unrelated Random Series and Multifractal Binomial Measures, (EPL) Europhysics Letters, 2017, 4(119).

    Limit-order Book Resiliency after Effective Market Orders: Spread, Depth and Intensity, Journal of Statistical Mechanics-Theory and Experiment, 2017, 10.

    Individual Position Diversity in Dependence Socioeconomic Networks Increases Economic Output, EPJ Data Science, 2017, 6.

    Correlation Structure and Principal Components in Global Crude Oil Market, Empirical Economics, 2016, 51:1501-1519.

    Two-state Markov-chain Poisson Nature of Individual Cellphone Call Statistics, Journal of Statistical Mechanics, 2016, 2016(7):.

    Taylor's Law of Temporal Fluctuation Scaling in Stock Illiquidity, Fluctuation and Noise Letters, 2016, 15(4):.

    Statistical Properties and Pre-Hit Dynamics of Price Limit Hits in the Chinese Stock Markets, PloS One, 2015, 10(4).

    Profitability of Contrarian Strategies in the Chinese Stock Market, Journal of Statistical Mechanics, 2015, 10(9).

    Unveiling Correlations between Financial Variables and Topological Metrics of Trading Networks: Evidence from a Stock and its Warrant, Physica A-Statistical Mechanics and Its Applications, 2015, 419:575-584.

    Skill Complementarity Enhances Heterophily in Collaboration Networks, Scientific Reports, 2015, (6).

    Joint Multifractal Analysis Based on the Partition Function Approach: Analytical Analysis, Numerical Simulation and Empirical Application, New Journal of Physics, 2015, 17(10):27-30.

    Testing the Performance of Technical Trading Rules in the Chinese Market Based on Superior Predictive Test, Physica A-Statistical Mechanics and Its Applications, 2015, 439:114-123.

    Profitability of Simple Technical Trading Rules of Chinese Stock Exchange Indexes, Physica A-Statistical Mechanics and Its Applications, 2015, 439:75-84.

    Effects of Polynomial Trends on Detrending Moving Average Analysis, Fractals-Complex Geometry Patterns and Scaling in Nature and Society, 2015, 23(3).

    Detrended Partial Cross-Correlation Analysis of Two Nonstationary Time Series Influenced by Common External Forces, Physical Review E, 2015, 91(6).

    Weiqi Games as a Tree: Zipf's Law of Openings and Beyond, EPL, 2015, 110(5).

    Empirical Properties of Inter-Cancellation Durations in the Chinese Stock Market, Frontiers of Physics, 2014, 2:1-12.

    Statistically Validated Mobile Communication Networks: The Evolution of Motifs in European and Chinese Data, New Journal of Physics, 2014, 16(8).

    Triadic Motifs in the Dependence Networks of Virtual Societies, Scientific Reports, 2014, 4.

    Systemic Risk and Spatiotemporal Dynamics of the US Housing Market, Scientific Reports, 2014, (4).

    Extreme Value Statistics and Recurrence Intervals of NYMEX Energy Futures Volatility, Economic Modelling, 2014, 36:8-17.

    Wealth Share Analysis with “Fundamentalist/Chartist” Heterogeneous Agents, Abstract and Applied Analysis, 2014, 2014.

    An Agent-based Computational Model for China's Stock Market and Stock Index Futures Market, Mathematical Problems in Engineering, 2014, 2014.

    Network Risk and Forecasting Power in Phase-Flipping Dynamical Networks, Physical Review E, 2014, 89(4-B):1-7.

    Dynamic Evolution of Cross-Correlations in the Chinese Stock Market, PloS One, 2014, 9(5):1-15.

    A Predictability Study on the Return Rate of China's Stock Market, Journal of Management Sciences in China, 2018 (in Chinese).

    Emotional Index and Market Return: Including the Analysis of China Wave Index (iVX), Journal of Management Sciences in China, 2018, (01):88-96 (in Chinese).

    Supply Chain's Investment Strategy of Emission Reducing and Incentive Mechanism Design under Asymmetric Information, Journal of Management Sciences in China, 2016, 19(2):42-52 (in Chinese).

INDUSTRY/RESEARCH PROJECTS

    Global Engineering Frontier 2018, China Academy of Engineering Strategic Consulting Project, Research grants: ¥600,000.00, 2018-2018.

    Four Groups of Global Engineering Frontiers: Research Frontiers, China Academy of Engineering Strategic Consulting Project, Research grants: ¥200,000.00, 2018-2018.

    Phenomenological Analysis and Computational Social Physics Research of Virtual Society Evolution, National Natural Science Foundation of China / Conventional Project, Research grants: ¥720,000.00, 2013-2018.

    Phenomenological Analysis of the Evolution of Virtual Society and the Study of Computational Social Physics, the National Natural Science Foundation of China, Research grants: ¥720,000.00, 2013-2016.

    The Evolution of the Complex Financial System, Modeling and Experimental Research, The Shanghai Natural Science Fund, 2011-2014.

ADDITIONAL INFORMATION

• ACADEMIC SERVICE

    Journal of Network Theory in Finance, 2055-7795, Editorial Board Member, 2012-2019.

    Frontiers in Physics, 2296-424X, Editorial Board Member, 2012-2019.

    Reports in Advances of Physical Sciences, 2529-752X, Editorial Board Member, 2012-2019.

    Fluctuation and Noise Letters, ISSN:0219-4775, Editorial Board Member, 2012-2019.

    Fractals-Complex Geometry Patterns and Scaling in Nature and Society, ISSN：0218-348X, Editorial Board Member, 2012-2019.

    Journal of International Financial Markets, Institutions & Money, 1042-4431, Editorial Board Member, 2012-2019.