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Danny Yuan Xu

Researcher at Bard College

Publications -  5
Citations -  40

Danny Yuan Xu is an academic researcher from Bard College. The author has contributed to research in topics: Financial crisis & Financial market. The author has an hindex of 1, co-authored 4 publications receiving 38 citations.

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Journal ArticleDOI

The Japanese economy in crises: A time series segmentation study

TL;DR: In this paper, the authors performed a comprehensive time series segmentation study on the 36 Nikkei Japanese industry indices from 1 January 1996 to 11 June 2010, and found that the Japanese economy never fully recovered from the extended 1997-2003 crisis, and responded to the most recent global financial crisis in five stages.
Posted Content

The Japanese economy in crises: A time series segmentation study

TL;DR: The authors performed a comprehensive time series segmentation study on the 36 Nikkei Japanese industry indices from 1 January 1996 to 11 June 2010 from the temporal distributions of the clustered segments, and found that the Japanese economy never fully recovered from the extended 1997-2003 crisis, and responded to the most recent global financial crisis in five stages.
Proceedings Article

TIME SERIES SEGMENTATION AS A DISCOVERY TOOL - A Case Study of the US and Japanese Financial Markets

TL;DR: This paper describes a specific recursive scheme for time series segmentation based on the Jensen-Shannon divergence, and applies it on the high-frequency time series data of various US and Japanese financial market indices, where it found that the time series segments can be very naturally grouped into four to six classes.
Book ChapterDOI

Comparing the Macroeconomic Responses of US and Japan through Time Series Segmentation

TL;DR: With this classification of the time series segments, it is discovered that the US economy recovered completely in one year six months, whereas the Japanese economy recovered incompletely in two years three months from the 2000 Technology Bubble Crisis.