The statistical properties of the interfaces for the lattice Widom-Rowlinson model. - Jun Wang 075 (Appl. Math. Lett., 2006)

Forecasting Crude Oil Price and Stock Price by Jump Stochastic Time Effective Neural Network Model. - Jun Wang 075; Huopo Pan; Fajiang Liu (J. Appl. Math., 2012)

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)

Forecasting stock market indexes using principle component analysis and stochastic time effective neural networks. - Jie Wang 056; Jun Wang 075 (Neurocomputing, 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)

Symbolic complexity of volatility duration and volatility difference component on voter financial dynamics. - Rui Li 060; Jun Wang 075 (Digit. Signal Process., 2017)

Complex and Entropy of Fluctuations of Agent-Based Interacting Financial Dynamics with Random Jump. - Yiduan Wang; Shenzhou Zheng; Wei Zhang; Jun Wang 075 (Entropy, 2017)

Forecasting stochastic neural network based on financial empirical mode decomposition. - Jie Wang 056; Jun Wang 075 (Neural Networks, 2017)

Complex Similarity and Fluctuation Dynamics of Financial Markets on Voter Interacting Dynamic System. - Rui Li 060; Jun Wang 075; Guochao Wang (Int. J. Bifurc. Chaos, 2018)

Nonlinear Complexity and Chaotic Behaviors on Finite-Range Stochastic Epidemic Financial Dynamics. - Guochao Wang; Shenzhou Zheng; Jun Wang 075 (Int. J. Bifurc. Chaos, 2019)

A New Hybrid Forecasting Model Based on SW-LSTM and Wavelet Packet Decomposition: A Case Study of Oil Futures Prices. - Jie Wang 056; Jun Wang 075 (Comput. Intell. Neurosci., 2021)