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

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)

Overestimated stock market forecasts resulting from the one-time denoising. - Mengyuan Xiong; Kunliang Xu; Jiayi Yin; Weiqing Wang (Appl. Intell., 2025)