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2020 – today
- 2023
[j13]Hongli Niu, Kunliang Xu, Mengyuan Xiong:
The Risk Contagion between Chinese and Mature Stock Markets: Evidence from a Markov-Switching Mixed-Clayton Copula Model. Entropy 25(4): 619 (2023)- [j12]Kunliang Xu
, Hongli Niu:
Preprocessing and postprocessing strategies comparisons: case study of forecasting the carbon price in China. Soft Comput. 27(8): 4891-4915 (2023) - 2022
- [c2]Zhichao Si, Hongli Niu, Weiqing Wang:
Credit Risk Assessment by a Comparison Application of Two Boosting Algorithms. FSDM 2022: 34-40 - 2020
- [j11]Hongli Niu, Kunliang Xu, Weiqing Wang:
A hybrid stock price index forecasting model based on variational mode decomposition and LSTM network. Appl. Intell. 50(12): 4296-4309 (2020)
2010 – 2019
- 2018
- [j10]Hongli Niu, Lin Zhang:
Nonlinear Multiscale Entropy and Recurrence Quantification Analysis of Foreign Exchange Markets Efficiency. Entropy 20(1): 17 (2018) - [c1]Hongli Niu:
An Application of Stochastic Time Strength RBF Neural Network to Forecasting Spot Prices of Crude Oil. FSDM 2018: 613-620 - 2016
- [j9]Jie Wang, Jun Wang, Wen Fang, Hongli Niu:
Financial Time Series Prediction Using Elman Recurrent Random Neural Networks. Comput. Intell. Neurosci. 2016: 4742515:1-4742515:14 (2016) - [j8]Haiyan Mo, Jun Wang, Hongli Niu:
Exponent back propagation neural network forecasting for financial cross-correlation relationship. Expert Syst. Appl. 53: 106-116 (2016) - [j7]Hongli Niu, Jun Wang:
Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System. Int. J. Bifurc. Chaos 26(2): 1630004:1-1630004:19 (2016) - 2015
- [j6]Hongli Niu, Jun Wang:
Quantifying complexity of financial short-term time series by composite multiscale entropy measure. Commun. Nonlinear Sci. Numer. Simul. 22(Issues): 375-382 (2015) - [j5]Hongli Niu, Jun Wang:
Entropy and Recurrence Measures of a Financial Dynamic System by an Interacting Voter System. Entropy 17(5): 2590-2605 (2015) - [j4]Jun Wang, Huopo Pan, Yiduan Wang, Hongli Niu:
Complex System Analysis on Voter Stochastic System and Jump Time Effective Neural Network of Stock Market. Int. J. Comput. Intell. Syst. 8(4): 787-795 (2015) - 2014
- [j3]Hongli Niu, Jun Wang:
Phase and multifractality analyses of random price time series by finite-range interacting biased voter system. Comput. Stat. 29(5): 1045-1063 (2014) - [j2]Hongli Niu, Jun Wang:
Financial time series prediction by a random data-time effective RBF neural network. Soft Comput. 18(3): 497-508 (2014) - 2013
- [j1]Hongli Niu, Jun Wang:
Volatility clustering and long memory of financial time series and financial price model. Digit. Signal Process. 23(2): 489-498 (2013)
Coauthor Index
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