Hongli Niu

According to our database, Hongli Niu authored at least 15 papers between 2013 and 2023.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2023

The Risk Contagion between Chinese and Mature Stock Markets: Evidence from a Markov-Switching Mixed-Clayton Copula Model.

Hongli Niu, Kunliang Xu, Mengyuan Xiong

Entropy, April, 2023

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

Kunliang Xu, Hongli Niu

Soft Comput., 2023

2022

Credit Risk Assessment by a Comparison Application of Two Boosting Algorithms.

Zhichao Si, Hongli Niu, Weiqing Wang

Proceedings of the Fuzzy Systems and Data Mining VIII, 2022

2020

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

Hongli Niu, Kunliang Xu, Weiqing Wang

Appl. Intell., 2020

2018

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

Hongli Niu, Lin Zhang

Entropy, 2018

An Application of Stochastic Time Strength RBF Neural Network to Forecasting Spot Prices of Crude Oil.

Hongli Niu

Proceedings of the Fuzzy Systems and Data Mining IV, 2018

2016

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

Hongli Niu, Jun Wang

Int. J. Bifurc. Chaos, 2016

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

Haiyan Mo, Jun Wang, Hongli Niu

Expert Syst. Appl., 2016

Financial Time Series Prediction Using Elman Recurrent Random Neural Networks.

Jie Wang, Jun Wang, Wen Fang, Hongli Niu

Comput. Intell. Neurosci., 2016

2015

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

Jun Wang, Huopo Pan, Yiduan Wang, Hongli Niu

Int. J. Comput. Intell. Syst., 2015

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

Hongli Niu, Jun Wang

Entropy, 2015

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

Hongli Niu, Jun Wang

Commun. Nonlinear Sci. Numer. Simul., 2015

2014

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

Hongli Niu, Jun Wang

Soft Comput., 2014

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

Hongli Niu, Jun Wang

Comput. Stat., 2014

2013

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

Hongli Niu, Jun Wang

Digit. Signal Process., 2013