Heteroatom-doped graphene materials: syntheses, properties and applications

X Wang, G Sun, P Routh, DH Kim, W Huang… - Chemical Society …, 2014 - pubs.rsc.org
Heteroatom doping can endow graphene with various new or improved electromagnetic,
physicochemical, optical, and structural properties. This greatly extends the arsenal of …

An analysis of the literature on systemic financial risk: A survey

W Silva, H Kimura, VA Sobreiro - Journal of Financial Stability, 2017 - Elsevier
This article presents an analysis of the literature on systemic financial risk. To that end, we
analyze and classify 266 articles that were published no later than September 2016 in the …

Asymmetric and threshold effects of FinTech on poverty in SSA countries

N Emara - Journal of Economic Studies, 2022 - emerald.com
Asymmetric and threshold effects of FinTech on poverty in SSA countries | Emerald Insight
Books and journals Case studies Expert Briefings Open Access Publish with us Advanced …

Visibility graph based time series analysis

M Stephen, C Gu, H Yang - PloS one, 2015 - journals.plos.org
Network based time series analysis has made considerable achievements in the recent
years. By mapping mono/multivariate time series into networks, one can investigate both it's …

[HTML][HTML] Poverty alleviation strategies in eastern China lead to critical ecological dynamics

K Zhang, JA Dearing, TP Dawson, X Dong… - Science of the Total …, 2015 - Elsevier
Poverty alleviation linked to agricultural intensification has been achieved in many regions
but there is often only limited understanding of the impacts on ecological dynamics. A central …

How do the global stock markets Influence one another? Evidence from finance big data and granger causality directed network

Y Tang, JJ Xiong, Y Luo, YC Zhang - International Journal of …, 2019 - Taylor & Francis
The recent financial network analysis approach reveals that the topologies of financial
markets have an important influence on market dynamics. However, the majority of existing …

Assessing systemic risk in financial markets using dynamic topic networks

MKP So, ASW Mak, AMY Chu - Scientific Reports, 2022 - nature.com
Systemic risk in financial markets refers to the breakdown of a financial system due to global
events, catastrophes, or extreme incidents, leading to huge financial instability and losses …

Early warning for spatial ecological system: Fractal dimension and deep learning

J Bian, Z Ma, C Wang, T Huang, C Zeng - Physica A: Statistical Mechanics …, 2024 - Elsevier
Ecological dynamic systems often undergo catastrophic regime shifts and have tipping
points. Due to the complex interactions and feedbacks among different components of the …

Systemic risk and causality dynamics of the world international shipping market

X Zhang, B Podobnik, DY Kenett, HE Stanley - Physica A: Statistical …, 2014 - Elsevier
Various studies have reported that many economic systems have been exhibiting an
increase in the correlation between different market sectors, a factor that exacerbates the …

Lack of critical slowing down suggests that financial meltdowns are not critical transitions, yet rising variability could signal systemic risk

V Guttal, S Raghavendra, N Goel, Q Hoarau - PloS one, 2016 - journals.plos.org
Complex systems inspired analysis suggests a hypothesis that financial meltdowns are
abrupt critical transitions that occur when the system reaches a tipping point. Theoretical and …