Volatility clustering and long memory of financial time series and financial price model. - Hongli Niu; Jun Wang 075 (Digit. Signal Process., 2013)

Phase and multifractality analyses of random price time series by finite-range interacting biased voter system. - Hongli Niu; Jun Wang 075 (Comput. Stat., 2014)

Financial time series prediction by a random data-time effective RBF neural network. - Hongli Niu; Jun Wang 075 (Soft Comput., 2014)

Quantifying complexity of financial short-term time series by composite multiscale entropy measure. - Hongli Niu; Jun Wang 075 (Commun. Nonlinear Sci. Numer. Simul., 2015)

Entropy and Recurrence Measures of a Financial Dynamic System by an Interacting Voter System. - Hongli Niu; Jun Wang 075 (Entropy, 2015)

Complex System Analysis on Voter Stochastic System and Jump Time Effective Neural Network of Stock Market. - Jun Wang 075; Huopo Pan; Yiduan Wang; Hongli Niu (Int. J. Comput. Intell. Syst., 2015)

Financial Time Series Prediction Using Elman Recurrent Random Neural Networks. - Jie Wang 056; Jun Wang 075; Wen Fang; Hongli Niu (Comput. Intell. Neurosci., 2016)

Exponent back propagation neural network forecasting for financial cross-correlation relationship. - Haiyan Mo; Jun Wang 075; Hongli Niu (Expert Syst. Appl., 2016)

Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System. - Hongli Niu; Jun Wang 075 (Int. J. Bifurc. Chaos, 2016)

An Application of Stochastic Time Strength RBF Neural Network to Forecasting Spot Prices of Crude Oil. - Hongli Niu (FSDM, 2018)

Nonlinear Multiscale Entropy and Recurrence Quantification Analysis of Foreign Exchange Markets Efficiency. - Hongli Niu; Lin Zhang (Entropy, 2018)

A hybrid stock price index forecasting model based on variational mode decomposition and LSTM network. - Hongli Niu; Kunliang Xu; Weiqing Wang (Appl. Intell., 2020)

Credit Risk Assessment by a Comparison Application of Two Boosting Algorithms. - Zhichao Si; Hongli Niu; Weiqing Wang (FSDM, 2022)

Preprocessing and postprocessing strategies comparisons: case study of forecasting the carbon price in China. - Kunliang Xu; Hongli Niu (Soft Comput., 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, 2023)