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On the Risk Contagion Effect of International Stock Market Based on 15 Stock Markets Data from 2007 to 2018
LIU Chao, WANG Shujiao, LIU Chenqi, LIU Siyuan
Complex Systems and Complexity Science    2020, 17 (2): 54-66.   DOI: 10.13306/j.1672-3813.2020.02.007
Abstract   PDF (1053KB)  
This paper uses the AR (1)-GJR (1, 1)-SKT model to describe the marginal distribution of 15 stock index returns. A hybrid R-Vine Copula model is constructed to analyze the risk contagion effect of international stock markets under the four crisis events, which include the subprime mortgage crisis, the European debt crisis, the abnormal fluctuations of the Chinese stock market in 2015 and the Sino-US trade friction in 2018. The empirical results show that the international stock markets maintain symmetrical top-to-bottom dependence characteristics in the long term. The risk contagion will cause the Kendall rank correlation coefficient and tail correlation coefficient among stock markets to rise suddenly. The subprime crisis has a strong contagious effect and a long duration, and the European debt crisis is relatively mild. In 2015, the abnormal fluctuations in the Chinese stock market had a strong contagious effect on international stock markets, but the duration was short. In 2018, the Sino-US trade friction held a weaker contagious effect on the international stock markets. China's Shanghai and Shenzhen stock markets are more integrated with Hong Kong stock market in China.
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Bionic Computing in Higher Organisms from the Perspective of Collective Intelligence: Problem Analysis and Comprehensive Review
XIAO Renbin, WU Bowen, ZHAO Jia, CHEN Zhizhen
Complex Systems and Complexity Science    2025, 22 (1): 1-10.   DOI: 10.13306/j.1672-3813.2025.01.001
Abstract   PDF (1619KB)  
Focusing on higher organisms, this paper analyzes and develops a comprehensive review of the problems in bionic computing and also proposes and expounds some new views and insights, from the perspective of collective intelligence as a whole, which includes swarm intelligence and crowd intelligence. On the basis of an overview on the research progress of bionic computation in higher organisms (including fundamental higher organisms, regular higher organisms and quasi-man organisms), the reflux phenomenon in the research on the trend of making algorithms marked by “zoo algorithm” in swarm intelligence optimization is found. A reasonable interpretation of the reasons for the formation of the trend of making algorithms from both the bionic-computational dimension and the problem-method dimension. Furthermore, the overall idea of problem solving is given, and the two main development directions of bionic computing for collective intelligence are refined and formed. Emphasis on the expansion of bionic behavior towards cooperative behavior is dominant in the direction of collective intelligence bionic computing development. Aiming at the difficulties existing in the research of swarm intelligence optimization, five bottlenecks that need to be focused on to achieve breakthroughs are proposed. Based on the overall view of “metaphorical bionic computing-normative bionic computing-complex bionic computing”, the new paradigm of intelligent computing of complex bionic computing is advocated, which can guide the direction for higher organism bionic computing.
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Review on Strategies Enhancing the Robustness of Complex Network
WANG Zhe, LI Jianhua, KANG Dong, RAN Haodan
Complex Systems and Complexity Science    2020, 17 (3): 1-26.   DOI: 10.13306/j.1672-3813.2020.03.001
Abstract   PDF (3779KB)  
The enhancement of the robustness of complex networks has been a hotspot in the field of network science in recent years. It is both of great scientific significance and theoretical value to explore the strategy of enhancing the robustness for network structure design and function improvement. On the basis of extensive collation and systematic analysis of domestic and foreign literature, this paper summarizes comprehensively the key point and main ideasof the current research on the enhancement strategies of complex networks robustness from three aspects: pre-defense, in-process recovery and post-optimization. The advantages, disadvantages and applicability of different strategies are compared and analyzed. Then we look forward to future research direction in this field.
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A Hybrid Ant Colony Optimization for Bi-Objective VRP with Time Windows
DENG Lijuan, ZHANG Jihui
Complex Systems and Complexity Science    2020, 17 (4): 73-84.   DOI: 10.13306/j.1672-3813.2020.04.009
Abstract   PDF (1753KB)  
With requirements of continuous improvements to customers’ service, Vehicle Routing Problems with Time Windows (VRPTW) attracted more and more attention. Aiming to minimize the total cost and to maximize customers’ satisfaction, a bi-objective integer programming model is established. A Hybrid Ant Colony Optimization (HACO) is designed to solve it. An elitist-ant strategy is set up to explore the bi-objective functions respectively and to get better non-dominant solutions. The evaporation factors are redefined to balance local and global search capabilities of the algorithm and to avoid premature convergence. NSGA-Ⅱ is used to guide the bi-objective optimizing process, a variable neighborhood search algorithm is used to expand the search space, in order to obtain the better Pareto solution set. The optimal parameter combination was determined by an orthogonal experiment, and the Solomon standard instances are used to test the performance of the algorithm. The simulation results show that the HACO can effectively solve the vehicle routing problem with time windows, and the performance of HACO has a significant improvement.
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An Opinion Dynamics Approach to Public Opinion Reversion with the Guidance of Opinion Leaders
LIU Qi, XIAO Renbin
Complex Systems and Complexity Science    2019, 16 (1): 1-13.   DOI: 10.13306/j.1672-3813.2019.01.001
Abstract   PDF (2214KB)  
Opinion reversion is an important phenomenon in network emergencies and hot events. In order to explore the internal mechanism and the evolution law of public opinion reversion, we propose an opinion evolution model based on opinion leaders from the perspective of opinion dynamics. The model is applied to simulate the evolution process of public opinion under the guidance of opinion leaders. We take opinion leaders into account, improve the HK model and use social network analysis method to identify the opinion leaders based on scale-free network structure. To verify the simulation results we select the reversal case on sina twitter. The results show that opinion leaders play a key role in the evolution of opinion, which can guide the public opinion to reverse. The results also indicate that the improved model can simulate the evolution process of network opinion reversion.
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A Review of the Research Status and Progress of Opinion Dynamics
LIU Jusheng, HE Jianjia, HAN Jingti, YU Changrui
Complex Systems and Complexity Science    2021, 18 (2): 9-20.   DOI: 10.13306/j.1672-3813.2021.02.002
Abstract   PDF (1693KB)  
As a form of public opinion, view and attitude, opinion widely exists in people′s life. It is important to clarify the evolution mechanism of opinion, explicit the existing research progress, and promote the rational governance of public opinion. In view of the lack of relevant introduction of binary opinion dynamics and the separation of the relationship between binary and group opinion dynamics, this paper summarized the research status of opinion dynamics at home and abroad. Firstly, it introduces the binary opinion dynamics model from the perspective of research method and interaction characteristic; Secondly, it combed the research results of group opinion dynamics from the perspective of individual characteristic, behavior characteristic, opinion characteristic, external environment and perspective dynamics. Finally, based on the existing research, it clarifies the problems, the mechanism of opinion evolution from the empirical perspective, the strengthening of opinions and the reduction of disputes, and the relationship between the evolution of views and group decision-making, that need to be solved in the future.
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Data Mining of Live Streaming Platforms: Statistical Characteristics and Temporal Pattern
GUO Shuhui, LÜ Xin
Complex Systems and Complexity Science    2023, 20 (2): 1-9.   DOI: 10.13306/j.1672-3813.2023.02.001
Abstract   PDF (3503KB)  
To explore the behavioral characteristics of massive crowds under the active interaction of millions of streamers and viewers in the field of live streaming, this paper summarized the temporal patterns of live streaming workload and user behavior characteristics of the live streaming platform, taking Douyu and Huya live streaming platforms as examples, a statistical analysis of 123 consecutive days, involving more than 2.4 million anchors, and more than 726 million live streaming data. The live streaming workload has obvious intra-day and intra-week effect. Different live streaming modes have significant differences in live streaming characteristics such as the average number of viewers and followers. The lifetime of streamers and the number of viewers conform to a power law distribution. With the development of the platform, there is a strong linear correlation between the number of streamers and viewers, but its volatility is gradually increasing, reflecting the increasingly strong heterogeneity and non-uniformity of the system. It is of great significance for understanding user behavior patterns in complex systems of live streaming, mining user distribution laws and changing trends, and designing business models such as personalized recommendations.
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Research Progress of Opinion Polarization in Social Collective Behavior: Centered on Biased Assimilation and the Hostile Media Effects
XIAO Renbin, ZHANG Xuanyu
Complex Systems and Complexity Science    2023, 20 (4): 1-9.   DOI: 10.13306/j.1672-3813.2023.04.001
Abstract   PDF (1116KB)  
As a type of collective behavior in social systems, opinion polarization may greatly influence social stability. Thus, this paper systematically sorts out and summarizes the research status of opinion polarization. Based on reviews of the concept and modeling of opinion polarization in social and political fields, the two interaction mechanisms of opinions that lead to opinion polarization are extracted. From the perspective of individuals, the paper focuses on discussion two kinds of social psychological effects that may lead to opinion polarization, viz., biased assimilation and hostile media effect. The key to integration of polarization research in different fields lies in the internal change mechanism of individual opinion. One of the emphasis in future research should focus on the mutual corroboration of models and real data.
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The General Framework on the Complexity of International Capital Flow Network
YING Shangjun, JI Xiaomei, WU Tingting
Complex Systems and Complexity Science    2018, 15 (1): 38-44.   DOI: 10.13306/j.1672-3813.2018.01.006
Abstract   PDF (901KB)  
Reviews and prospects the existing academic literature in terms of research paradigms, research methods and research tools on the complexity of international capital flow network. Studies show that the research paradigm ofcomplexity science based on discrete spatial network is pretty suitablefor the research on the complexity of international capital flow network. And the procedure, consisting of "construction of complex discrete network—system evolution—relationship analysis on input and output—proposals fordecision making ", can work quite well while doing this research. Besides, the construction and topological structure analysis of international trade capital flow network, which also belongs to international fund interactive network, could be applied to the research on the complexity of international capital flow network in the context of increasing data availability. And after the expansion on network node and neighbor mode, the newly defined generalized cellular automaton model could be used as a powerful tool for evolution and parameter calculation of international capital flow network.
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Review on Evolution of Cooperation in Social Dilemma Games
QUAN Ji, ZHOU Yawen, WANG Xianjia
Complex Systems and Complexity Science    2020, 17 (1): 1-14.   DOI: 10.13306/j.1672-3813.2020.01.001
Abstract   PDF (1121KB)  
The conditions for the spontaneous emergence of cooperation under the complex human behavior model have become the focus of many disciplines. Exploring the conditions for cooperation has both important scientific significance and theoretical value for understanding the institutional arrangements in human society. The social dilemma games provide a theoretical prototype for studying cooperation issues between multiple individuals. As a dynamic analysis method that can describe individuals′ learning and strategy adjustment processes, evolutionary game theory has been one of the most effective frameworks for studying the evolution of cooperation. This review article systematically summarizes the research progress of using the evolutionary game method to study the issues of group cooperation in social dilemma games. Specifically, the following topics are included: research progress of (1) social dilemma game models, evolutionary game theory and equilibrium analysis methods, (2) social dilemma games and the evolution of cooperation under reward/punishment mechanism and reputation mechanism, (3) social dilemma games and the evolution of cooperation with separation strategy and extortion strategy, and (4) social dilemma games and the evolution of cooperation under the network reciprocity. Finally, prospects for further research issues in this area are presented.
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