Gao-Feng Gu

1.3k total citations · 1 hit paper
21 papers, 1.0k citations indexed

About

Gao-Feng Gu is a scholar working on Economics and Econometrics, Finance and Statistical and Nonlinear Physics. According to data from OpenAlex, Gao-Feng Gu has authored 21 papers receiving a total of 1.0k indexed citations (citations by other indexed papers that have themselves been cited), including 21 papers in Economics and Econometrics, 16 papers in Finance and 9 papers in Statistical and Nonlinear Physics. Recurrent topics in Gao-Feng Gu's work include Complex Systems and Time Series Analysis (21 papers), Financial Risk and Volatility Modeling (15 papers) and Chaos control and synchronization (7 papers). Gao-Feng Gu is often cited by papers focused on Complex Systems and Time Series Analysis (21 papers), Financial Risk and Volatility Modeling (15 papers) and Chaos control and synchronization (7 papers). Gao-Feng Gu collaborates with scholars based in China, Switzerland and United States. Gao-Feng Gu's co-authors include Wei‐Xing Zhou, Zhi‐Qiang Jiang, Ying-Hui Shao, Didier Sornette, Chen Wei, Wei Chen, Fei Ren, Yongjie Zhang, Xiong Xiong and Wei Zhang and has published in prestigious journals such as Scientific Reports, Physica A Statistical Mechanics and its Applications and Europhysics Letters (EPL).

In The Last Decade

Gao-Feng Gu

21 papers receiving 1.0k citations

Hit Papers

Detrending moving average algorithm for multifractals 2010 2026 2015 2020 2010 100 200 300
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Detrending moving average algorithm for multifractals
    2010 357 citations Gao-Feng Gu, Wei‐Xing Zhou Physical Review E profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Gao-Feng Gu China 12 932 489 389 158 123 21 1.0k
Paweł Oświȩcimka Poland 17 1.1k 1.1× 397 0.8× 486 1.2× 178 1.1× 152 1.2× 41 1.3k
Dariusz Grech Poland 15 686 0.7× 371 0.8× 319 0.8× 102 0.6× 33 0.3× 28 769
Supriya Krishnamurthy Sweden 16 204 0.2× 133 0.3× 383 1.0× 249 1.6× 135 1.1× 47 945
Rongbao Gu China 15 587 0.6× 288 0.6× 260 0.7× 43 0.3× 19 0.2× 29 814
P. Manimaran India 14 264 0.3× 100 0.2× 118 0.3× 28 0.2× 167 1.4× 30 533
Miquel Montero Spain 14 247 0.3× 187 0.4× 242 0.6× 41 0.3× 267 2.2× 44 683
Grzegorz Sikora Poland 15 188 0.2× 90 0.2× 188 0.5× 46 0.3× 147 1.2× 45 609
A. Z. Górski Poland 13 277 0.3× 72 0.1× 163 0.4× 82 0.5× 22 0.2× 29 440
Rudi Schäfer Germany 14 356 0.4× 248 0.5× 254 0.7× 61 0.4× 7 0.1× 39 635
Iacopo Mastromatteo France 8 222 0.2× 206 0.4× 42 0.1× 25 0.2× 105 0.9× 23 495

Countries citing papers authored by Gao-Feng Gu

Since Specialization
Citations

This map shows the geographic impact of Gao-Feng Gu's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Gao-Feng Gu with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Gao-Feng Gu more than expected).

Fields of papers citing papers by Gao-Feng Gu

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Gao-Feng Gu. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Gao-Feng Gu. The network helps show where Gao-Feng Gu may publish in the future.

Co-authorship network of co-authors of Gao-Feng Gu

This figure shows the co-authorship network connecting the top 25 collaborators of Gao-Feng Gu. A scholar is included among the top collaborators of Gao-Feng Gu based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Gao-Feng Gu. Gao-Feng Gu is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Gu, Gao-Feng, Xiong Xiong, Zhang We, et al.. (2021). An empirical behavioral order-driven model with price limit rules. Financial Innovation. 7(1). 1 indexed citations
2.
Gu, Gao-Feng, et al.. (2019). Exponentially decayed double power-law distribution of Bitcoin trade sizes. Physica A Statistical Mechanics and its Applications. 535. 122380–122380. 4 indexed citations
3.
Gu, Gao-Feng, et al.. (2018). Order imbalances and market efficiency: New evidence from the Chinese stock market. Emerging Markets Review. 38. 458–467. 11 indexed citations
4.
Gu, Gao-Feng, et al.. (2017). Power-law tails in the distribution of order imbalance. Physica A Statistical Mechanics and its Applications. 483. 201–208. 1 indexed citations
5.
Gu, Gao-Feng, et al.. (2017). Direct determination approach for the multifractal detrending moving average analysis. Physical review. E. 96(5). 52201–52201. 25 indexed citations
6.
Gu, Gao-Feng, Xiong Xiong, Yongjie Zhang, et al.. (2015). Stylized facts of price gaps in limit order books. Chaos Solitons & Fractals. 88. 48–58. 5 indexed citations
7.
Gu, Gao-Feng, Xiong Xiong, Zhang We, Yongjie Zhang, & Wei‐Xing Zhou. (2014). Empirical properties of inter-cancellation durations in the Chinese stock market. Frontiers in Physics. 2. 4 indexed citations
8.
Ren, Fei, Gao-Feng Gu, Xiong Xiong, et al.. (2012). Effects of long memory in the order submission process on the properties of recurrence intervals of large price fluctuations. Europhysics Letters (EPL). 98(3). 38003–38003. 35 indexed citations
9.
Shao, Ying-Hui, Gao-Feng Gu, Zhi‐Qiang Jiang, Wei‐Xing Zhou, & Didier Sornette. (2012). Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series. Scientific Reports. 2(1). 143 indexed citations
10.
Gu, Gao-Feng & Wei‐Xing Zhou. (2010). Detrending moving average algorithm for multifractals. Physical Review E. 82(1). 11136–11136. 357 indexed citations breakdown →
11.
Xie, Wen-Jie, Gao-Feng Gu, & Wei‐Xing Zhou. (2010). On the growth of primary industry and population of China’s counties. Physica A Statistical Mechanics and its Applications. 389(18). 3876–3882. 5 indexed citations
12.
Jiang, Zhi‐Qiang, et al.. (2010). Scaling and memory in the non-Poisson process of limit order cancelation. Physica A Statistical Mechanics and its Applications. 389(14). 2751–2761. 5 indexed citations
13.
Gu, Gao-Feng, et al.. (2009). Empirical regularities of opening call auction in Chinese stock market. Physica A Statistical Mechanics and its Applications. 389(2). 278–286. 11 indexed citations
14.
Jiang, Zhi‐Qiang, et al.. (2009). Statistical properties of online avatar numbers in a massive multiplayer online role-playing game. Physica A Statistical Mechanics and its Applications. 389(4). 807–814. 9 indexed citations
15.
Ren, Fei, Gao-Feng Gu, & Wei‐Xing Zhou. (2009). Scaling and memory in the return intervals of realized volatility. Physica A Statistical Mechanics and its Applications. 388(22). 4787–4796. 26 indexed citations
16.
Gu, Gao-Feng, Wei Chen, & Wei‐Xing Zhou. (2008). Empirical regularities of order placement in the Chinese stock market. Physica A Statistical Mechanics and its Applications. 387(13). 3173–3182. 20 indexed citations
17.
Gu, Gao-Feng, Wei Chen, & Wei‐Xing Zhou. (2008). Empirical shape function of limit-order books in the Chinese stock market. Physica A Statistical Mechanics and its Applications. 387(21). 5182–5188. 27 indexed citations
18.
Gu, Gao-Feng, Chen Wei, & Wei‐Xing Zhou. (2007). Empirical distributions of Chinese stock returns at different microscopic timescales. Physica A Statistical Mechanics and its Applications. 387(2-3). 495–502. 70 indexed citations
19.
Gu, Gao-Feng & Wei‐Xing Zhou. (2007). Statistical properties of daily ensemble variables in the Chinese stock markets. Physica A Statistical Mechanics and its Applications. 383(2). 497–506. 20 indexed citations
20.
Gu, Gao-Feng & Wei‐Xing Zhou. (2006). Detrended fluctuation analysis for fractals and multifractals in higher dimensions. Physical Review E. 74(6). 61104–61104. 190 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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