Sai-Ping Li - Concepedia

Author

Sai-Ping Li

Institute of Physics, Academia Sinica ORCID

Also Known As

Li, S. P., Li, Sai-Ping, Li, Shiji, Li, Shuozhe, S P Li, S. P. LI, S. P. Li, S.-P. Li, S.P Li, S.P. Li

119

Publications

1.3K

Citations

H-Index

123

Concepts

All Affiliations

Institute of Physics, Academia Sinica East China University of Science and Technology National Taiwan Normal University Anhui University Hong Kong University of Science and Technology

About

Sai-Ping Li is an author at Institute of Physics, Academia Sinica specializing in business, finance, and economics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	16	21	542
2	Engineering	11	11	284
3	Management	5	5	91
4	Natural Sciences	4	4	57
5	Medicine	3	3	50

Sai-Ping Li

Publications

1.1K

Citations

H-Index

Page 1

	Year	Citations
Portfolio optimization based on network topology Yan Li, Xiong-Fei Jiang, Yue Tian, Physica A Statistical Mechanics and its Applications Mathematical ProgrammingPortfolio OptimizationNetwork ScienceEngineeringPortfolio Allocation	2018	73
Dynamic Portfolio Strategy Using Clustering Approach Fei Ren, Yanan Lu, Sai-Ping Li, PLoS ONE	2017	69
Upper limit to the lightest Higgs mass in supersymmetric models Sai-Ping Li, Marc Sher Physics Letters B Upper LimitTheoretical High-energy PhysicElectroweak InteractionParticle PhysicsQuantum Field Theory	1984	67
The lead–lag relationship between the spot and futures markets in China Donghua Wang, Jing-Qing Tu, Xiaohui Chang, Quantitative Finance Lead–lag DependenceEngineeringFutures MarketsTime Series EconometricsChinese Futures Market	2017	51
The lead–lag relationship between stock index and stock index futures: A thermal optimal path method Chenchen Gong, Shen-Dan Ji, Li-Ling Su, Physica A Statistical Mechanics and its Applications Asset PricingStock Index FuturesMarket TrendFinancial Time Series AnalysisBusiness	2015	48
Asset returns and volatility clustering in financial time series Jie-Jun Tseng, Sai-Ping Li Physica A Statistical Mechanics and its Applications Volatility ModelingFinancial EconomicsAsset PricingBusinessHigh-frequency Financial Econometrics	2010	41
Profitability of simple technical trading rules of Chinese stock exchange indexes Hong Zhu, Zhi‐Qiang Jiang, Sai-Ping Li, Physica A Statistical Mechanics and its Applications Market MicrostructureAsset PricingHigh-frequency TradingAccountingAlgorithmic Trading	2015	39
Correlation between agricultural markets in dynamic perspective—Evidence from China and the US futures markets Ruilin Jia, Donghua Wang, Jing-Qing Tu, Physica A Statistical Mechanics and its Applications EconomicsAgricultural ImpactAgricultural MarketsTrade EconomicsTrade	2016	38
Taming the Gerrymander—Statistical physics approach to Political Districting Problem Chung-I Chou, Sai-Ping Li Physica A Statistical Mechanics and its Applications Political RepresentationPolitical Districting ProblemElection ForecastingVoting RulePolitical Parties	2006	35
Currency co-movement and network correlation structure of foreign exchange market Yong Mai, Huan Chen, Junzhong Zou, Physica A Statistical Mechanics and its Applications Currency MovementsEconomicsInternational FinanceTradeExchange Rate Movement	2017	33

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