Hongli Niu
Orcid: 0000-0001-5610-1650
According to our database1,
Hongli Niu
authored at least 15 papers
between 2013 and 2023.
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Bibliography
2023
The Risk Contagion between Chinese and Mature Stock Markets: Evidence from a Markov-Switching Mixed-Clayton Copula Model.
Entropy, April, 2023
Preprocessing and postprocessing strategies comparisons: case study of forecasting the carbon price in China.
Soft Comput., 2023
2022
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.
Appl. Intell., 2020
2018
Nonlinear Multiscale Entropy and Recurrence Quantification Analysis of Foreign Exchange Markets Efficiency.
Entropy, 2018
An Application of Stochastic Time Strength RBF Neural Network to Forecasting Spot Prices of Crude Oil.
Proceedings of the Fuzzy Systems and Data Mining IV, 2018
2016
Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System.
Int. J. Bifurc. Chaos, 2016
Exponent back propagation neural network forecasting for financial cross-correlation relationship.
Expert Syst. Appl., 2016
Comput. Intell. Neurosci., 2016
2015
Complex System Analysis on Voter Stochastic System and Jump Time Effective Neural Network of Stock Market.
Int. J. Comput. Intell. Syst., 2015
Entropy and Recurrence Measures of a Financial Dynamic System by an Interacting Voter System.
Entropy, 2015
Quantifying complexity of financial short-term time series by composite multiscale entropy measure.
Commun. Nonlinear Sci. Numer. Simul., 2015
2014
Soft Comput., 2014
Phase and multifractality analyses of random price time series by finite-range interacting biased voter system.
Comput. Stat., 2014
2013
Volatility clustering and long memory of financial time series and financial price model.
Digit. Signal Process., 2013