Jun Wang
Orcid: 0000-0001-7530-1033Affiliations:
- Beijing Jiaotong University, School of Science, Department of Mathematics, China
- Kobe University, Japan (PhD)
According to our database1,
Jun Wang
authored at least 18 papers
between 2006 and 2021.
Collaborative distances:
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Bibliography
2021
A New Hybrid Forecasting Model Based on SW-LSTM and Wavelet Packet Decomposition: A Case Study of Oil Futures Prices.
Comput. Intell. Neurosci., 2021
2019
Nonlinear Complexity and Chaotic Behaviors on Finite-Range Stochastic Epidemic Financial Dynamics.
Int. J. Bifurc. Chaos, 2019
2018
Complex Similarity and Fluctuation Dynamics of Financial Markets on Voter Interacting Dynamic System.
Int. J. Bifurc. Chaos, 2018
2017
Forecasting stochastic neural network based on financial empirical mode decomposition.
Neural Networks, 2017
Complex and Entropy of Fluctuations of Agent-Based Interacting Financial Dynamics with Random Jump.
Entropy, 2017
Symbolic complexity of volatility duration and volatility difference component on voter financial dynamics.
Digit. Signal Process., 2017
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
Forecasting stock market indexes using principle component analysis and stochastic time effective neural networks.
Neurocomputing, 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
2012
Forecasting Crude Oil Price and Stock Price by Jump Stochastic Time Effective Neural Network Model.
J. Appl. Math., 2012
2006
Appl. Math. Lett., 2006