教育部人文社科规划项目“应用改进的渗流模型研究股票价格波动的统计规律性质” 2018/03-2020/12, 主持, 已结题,

中国博士后面上基金项目（一等）“应用3D渗流系统研究金融市场价格波动”, 2017/08-2018/12, 主持，已结题,

研究型教学示范课程建设项目，2018/07-2020/06 ，主持，已结题,

北京交通大学优秀博士生创新项目III类“随机交互金融价格模型及统计分析”，2015.01-2016.06，主持，已结题,

北京交通大学优秀博士生创新项目“有限程选举交互系统在金融市场的应用”，2014/01-2014.12, 主持，已结题,

[1] Hongli Niu*, Ziang Hu, Information transmission and entropy-based network between Chinese stock market and commodity futures market, Resources Policy 74 (2021) 102294..

Hongli Niu, Kunliang Xu*, Cheng Liu, A decomposition-ensemble model with regrouping method and attention-based gated recurrent unit network for energy price prediction，Energy 231 (2021) 120941. (SCI期刊）.

Hongli Niu*, Correlations between crude oil and stocks prices of renewable energy and technology companies: A multiscale time-dependent analysis, Energy 221 (2021) 119800.（SCI期刊）.

Hongli Niu, Weiqing Wang, Junhuan Zhang, Recurrence duration statistics and time-dependent intrinsic correlation analysis of trading volumes: A study of Chinese stock indices, Physica A 514 (2019) 838-854.

Hongli Niu，Jun Wang, Return volatility duration analysis of NYMEX energy futures and spot, Energy 140 (2017) 837-849. (SCI期刊).