Hongli Niu

发表

Return volatility duration analysis of NYMEX energy futures and spot

Jun Wang, Hongli Niu, 2017 .

Complex dynamic behaviors of oriented percolation-based financial time series and Hang Seng index

Jun Wang, Hongli Niu, 2013 .

Multifractal and recurrence behaviors of continuum percolation-based financial price dynamics

Jun Wang, Hongli Niu, 2016 .

Volatility clustering and long memory of financial time series and financial price model

Jun Wang, Hongli Niu, Jui-Pin Wang, 2013, Digit. Signal Process..

Recurrence duration statistics and time-dependent intrinsic correlation analysis of trading volumes: A study of Chinese stock indices

Hongli Niu, Weiqing Wang, Junhuan Zhang, 2019, Physica A: Statistical Mechanics and its Applications.

Volatility Analysis of Financial Agent-Based Market Dynamics from Stochastic Contact System

Jun Wang, Di Xiao, Hongli Niu, 2015, Computational Economics.

Fluctuation behaviors of financial return volatility duration

Jun Wang, Hongli Niu, Yunfan Lu, 2016 .

Complexity multiscale asynchrony measure and behavior for interacting financial dynamics

Ge Yang, Jun Wang, Hongli Niu, 2016 .

Do EEMD based decomposition-ensemble models indeed improve prediction for crude oil futures prices?

Hongli Niu, Kunliang Xu, 2022, Technological Forecasting and Social Change.

A hybrid model combining variational mode decomposition and an attention-GRU network for stock price index forecasting.

Hongli Niu, Kunliang Xu, 2020, Mathematical biosciences and engineering : MBE.

Market Efficiency and Cross-Correlations of Chinese New Energy Market with Other Assets: Evidence from Multifractality Analysis

Hongli Niu, Weiqing Wang, Z. Fu, 2022, Computational Economics.

Phase and multifractality analyses of random price time series by finite-range interacting biased voter system

Jui-Pin Wang, Hongli Niu, 2014, Computational Statistics.

Financial time series prediction by a random data-time effective RBF neural network

J. Wang, Hongli Niu, 2013, Soft Computing.

Preprocessing and postprocessing strategies comparisons: case study of forecasting the carbon price in China

Hongli Niu, Kunliang Xu, 2022, Soft Computing.

Volatility Analysis of Financial Agent-Based Market Dynamics from Stochastic Contact System

Jui-Pin Wang, Di Xiao, Hongli Niu, 2015, Computational Economics.

Multifractal and recurrence behaviors of continuum percolation-based financial price dynamics

Jui-Pin Wang, Hongli Niu, 2015, Nonlinear Dynamics.

Nonlinear Multiscale Entropy and Recurrence Quantification Analysis of Foreign Exchange Markets Efficiency

Lin Zhang, Hongli Niu, Hongli Niu, 2017, Entropy.

Entropy and Recurrence Measures of a Financial Dynamic System by an Interacting Voter System

Jun Wang, Hongli Niu, Jui-Pin Wang, 2015, Entropy.

Correlations between crude oil and stocks prices of renewable energy and technology companies: A multiscale time-dependent analysis

Hongli Niu, 2021 .

Exponent back propagation neural network forecasting for financial cross-correlation relationship

Jun Wang, Hongli Niu, Haiyan Mo, 2016, Expert Syst. Appl..

Power-law scaling behavior analysis of financial time series model by voter interacting dynamic system

Jun Wang, Hongli Niu, Jun Wang, 2013 .

Nonlinear multi-analysis of agent-based financial market dynamics by epidemic system.

Jun Wang, Hongli Niu, Yunfan Lu, 2015, Chaos.

A decomposition-ensemble model with regrouping method and attention-based gated recurrent unit network for energy price prediction

Hongli Niu, Cheng Liu, Kunliang Xu, 2021 .

Emotion Recognition of Students Based on Facial Expressions in Online Education Based on the Perspective of Computer Simulation

Weiqing Wang, Kunliang Xu, Hongli Niu, 2020, Complex..

A hybrid stock price index forecasting model based on variational mode decomposition and LSTM network

Kunliang Xu, Hongli Niu, Weiqing Wang, 2020, Applied Intelligence.

Financial Time Series Prediction Using Elman Recurrent Random Neural Networks

Jun Wang, Jie Wang, Wen Fang, 2016, Comput. Intell. Neurosci..

Crude oil prices and volatility prediction by a hybrid model based on kernel extreme learning machine.

Hongli Niu, Yazhi Zhao, Hongli Niu, 2021, Mathematical biosciences and engineering : MBE.

Financial time series prediction by a random data-time effective RBF neural network

Jun Wang, Hongli Niu, J. Wang, 2014, Soft Comput..

Phase and multifractality analyses of random price time series by finite-range interacting biased voter system

Jun Wang, Hongli Niu, Jun Wang, 2014, Comput. Stat..

Complex System Analysis on Voter Stochastic System and Jump Time Effective Neural Network of Stock Market

Jun Wang, Hongli Niu, Huopo Pan, 2015, Int. J. Comput. Intell. Syst..

Agent-based financial dynamics model from stochastic interacting epidemic system and complexity analysis

Jun Wang, Hongli Niu, Yunfan Lu, 2015 .

Information transmission and entropy-based network between Chinese stock market and commodity futures market

Hongli Niu, Ziang Hu, 2021 .

Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System

Jun Wang, Hongli Niu, J. Wang, 2016, Int. J. Bifurc. Chaos.

Quantifying complexity of financial short-term time series by composite multiscale entropy measure

Jun Wang, Hongli Niu, Jun Wang, 2015, Commun. Nonlinear Sci. Numer. Simul..