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Special Issue: Statistical Theory and Methods in Risk Management and Network Analysis

Guest Editor

Prof. Zisheng Ouyang
Hunan Normal University
Email: ouyang_zs@hunnu.edu.cn

Manuscript Topics


Since 2022, due to the complicated and fickle international environment, the global financial market has faced severe challenges. The uncertainty and instability of the global financial market was being increasing, which has been significantly changing the global financial market. Various risks were spawned and they spread across the financial markets and financial assets. As a result, it causes a growing demand for risk management. In general, risk contagion will form a network and network modelling and analysis should be applied in risk description and management. At the same time, the emergence of big data technology promotes the evolution from structured data to unstructured data, which drives network data analysis a hot issue with difficulties and challenges. To solve these problems, it is necessary that the cutting-edge statistical theories and methods should be involved.


This special issue focuses on the application of statistical theory and methods in risk management and network analysis. Both high-quality theoretical and empirical papers are welcomed. We hope that this special issue can provide an interdisciplinary platform linking statistical theories, methods, to any problems rising from risk management and network analysis together, and further promote the emergence of new research directions and fields. Hence, papers applying statistical theory and methods to risk management and network analysis are all suitable to this special issue.


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Please submit your manuscript to online submission system
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Paper Submission

All manuscripts will be peer-reviewed before their acceptance for publication. The deadline for manuscript submission is 01 June 2024

Published Papers(20)

Research article
Research on the moderate range of enterprise financialization and R&D innovation from a nonlinear perspective
Yue Liu Shan Huang Zirui Wang Lichang Zhang
2024, Volume 32, Issue 3: 1923-1945. doi: 10.3934/era.2024088
Abstract HTML PDF Viewed (1053)
Research article
How does digital payment affect international trade? Research based on the social network analysis method
Zhenghui Li Hanzi Chen Siting Lu Pierre Failler
2024, Volume 32, Issue 3: 1406-1424. doi: 10.3934/era.2024065
Abstract HTML PDF Cited (1) Viewed (3731)
Research article
Study on the spatial correlation network structure of agricultural carbon emission efficiency in China
Jieqiong Yang Panzhu Luo
2023, Volume 31, Issue 12: 7256-7283. doi: 10.3934/era.2023368
Abstract HTML PDF Cited (1) Viewed (1642)
Research article
Do different stock indices volatility respond differently to Central bank digital currency signals?
Wenjie Li Zimei Huang
2023, Volume 31, Issue 9: 5573-5588. doi: 10.3934/era.2023283
Abstract HTML PDF Cited (2) Viewed (1521)
Research article
Spatial relevancy of digital finance in the urban agglomeration of Pearl River Delta and the influence factors
Yi Chen Benhuan Nie Zhehao Huang Changhong Zhang
2023, Volume 31, Issue 8: 4378-4405. doi: 10.3934/era.2023224
Abstract HTML PDF Cited (1) Viewed (1876)
Research article
Machine learning model of tax arrears prediction based on knowledge graph
Jie Zheng Yijun Li
2023, Volume 31, Issue 7: 4057-4076. doi: 10.3934/era.2023206
Abstract HTML PDF Cited (6) Viewed (2353)
Research article
A mixture deep neural network GARCH model for volatility forecasting
Wenhui Feng Yuan Li Xingfa Zhang
2023, Volume 31, Issue 7: 3814-3831. doi: 10.3934/era.2023194
Abstract HTML PDF Viewed (2615)
Research article
Robust portfolio choice with limited attention
Yue Ma Zhongfei Li
2023, Volume 31, Issue 7: 3666-3687. doi: 10.3934/era.2023186
Abstract HTML PDF Cited (2) Viewed (1837)
Research article
Enterprise financialization and R&D innovation: A case study of listed companies in China
Yue Liu Jinzhi Liu Lichang Zhang
2023, Volume 31, Issue 5: 2447-2471. doi: 10.3934/era.2023124
Abstract HTML PDF Cited (19) Viewed (2819)
Research article
The effect credit term structure of monetary policy on firms' "short-term debt for long-term investment" behavior: empirical evidence from China
Liping Zheng Jia Liao Yuan Yu Bin Mo Yun Liu
2023, Volume 31, Issue 3: 1498-1523. doi: 10.3934/era.2023076
Abstract HTML PDF Cited (3) Viewed (2040)
Research article
Network structure of urban digital financial technology and its impact on the risk of commercial banks
Jiaqi Chang Xuhan Xu
2022, Volume 30, Issue 12: 4740-4762. doi: 10.3934/era.2022240
Abstract HTML PDF Cited (5) Viewed (2068)
Research article
Identifying driving factors of urban digital financial network—based on machine learning methods
Xiaojie Huang Gaoke Liao
2022, Volume 30, Issue 12: 4716-4739. doi: 10.3934/era.2022239
Abstract HTML PDF Viewed (1889)
Research article
The effects of digital financial inclusion on innovation and entrepreneurship: A network perspective
Zhenghui Li Jinhui Zhu Jiajia He
2022, Volume 30, Issue 12: 4697-4715. doi: 10.3934/era.2022238
Abstract HTML PDF Cited (35) Viewed (3572)
Research article
Decomposing and reconstructing dynamic risks in the crude oil market based on the VMD and Lempel–Ziv algorithms
Hao Dong Zhehao Huang
2022, Volume 30, Issue 12: 4674-4696. doi: 10.3934/era.2022237
Abstract HTML PDF Viewed (1737)
Research article
Transmission effect of extreme risks in China's financial sectors at major emergencies: Empirical study based on the GPD-CAViaR and TVP-SV-VAR approach
Tingcheng Mo Chi Xie Kelong Li Yingbo Ouyang Zhijian Zeng
2022, Volume 30, Issue 12: 4657-4673. doi: 10.3934/era.2022236
Abstract HTML PDF Cited (5) Viewed (1799)
Research article
Digital finance, spatial spillover and regional innovation efficiency: New insights from China
Ping Yang Min Fan Zhiyi Li Jianhong Cao Xue Wu Desheng Wu Zhixi Lu
2022, Volume 30, Issue 12: 4635-4656. doi: 10.3934/era.2022235
Abstract HTML PDF Cited (21) Viewed (3004)
Research article
Optimal investment-reinsurance strategy with derivatives trading under the joint interests of an insurer and a reinsurer
Xia Zhao Mengjie Li Qinrui Si
2022, Volume 30, Issue 12: 4619-4634. doi: 10.3934/era.2022234
Abstract HTML PDF Cited (2) Viewed (1887)
Research article
Identifying the volatility spillover risks between crude oil prices and China's clean energy market
Hao Nong Yitan Guan Yuanying Jiang
2022, Volume 30, Issue 12: 4593-4618. doi: 10.3934/era.2022233
Abstract HTML PDF Cited (6) Viewed (2041)
Research article
Testing for individual and time effects in unbalanced panel data models with time-invariant regressors
Ke Liu Hanzhong Liu
2022, Volume 30, Issue 12: 4574-4592. doi: 10.3934/era.2022232
Abstract HTML PDF Cited (1) Viewed (1981)
Research article
Types of systemic risk and macroeconomic forecast: Evidence from China
Yunying Huang Wenlin Gui Yixin Jiang Fengyi Zhu
2022, Volume 30, Issue 12: 4469-4492. doi: 10.3934/era.2022227
Abstract HTML PDF Cited (1) Viewed (2036)