Niuhongli
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- Professional Title:Associate Professor
Supervisor of Master's Candidates
Alma Mater:北京交通大学
Education Level:研究生
Degree:博士
School/Department:经济管理学院
Contact Information
- PostalAddress：
- Paper Publications
- Hongli Niu, Jun Wang, Financial time series prediction by a random data-time effective RBF neural network, Soft Comput. 18 (2014) 497–508. (SCI期刊).
- Hongli Niu, Jun Wang, Volatility clustering and long memory of financial time series and financial price model, Digit. Signal Process. 23 (2013) 489–498. (SCI期刊).
- Hongli Niu, Jun Wang, Complex dynamic behaviors of oriented percolation-based financial time series and Hang Seng index, Chaos, Solitons & Fractals 52 (2013) 36–44. (SCI期刊).
- Haiyan Mo, Jun Wang, Hongli Niu, Exponent Back Propagation Neural Network Forecasting for Financial Cross-Correlation Relationship, Expert Systems With Applications, 53 (2016) 106116.
- Yunfan Lu, Jun Wang, Hongli Niu, Nonlinear Multi-Analysis of Agent-Based Financial Market Dynamics by Epidemic System, Chaos 25 (2015) 103103..
- Yunfan Lu, Jun Wang, Hongli Niu, Agent-based financial dynamics model from stochastic interacting epidemic system and complexity analysis, Phys. Lett. A 379 (2015) 1023–1031..
- Ge Yang, Jun Wang, Hongli Niu,Complexity multiscale asynchrony measure and behavior for interacting financial dynamics，Physics Letters A 380 (2016) 2931-2942..
- Di Xiao, Jun Wang, Hongli Niu, Volatility Analysis of Financial Agent-Based Market Dynamics from Stochastic Contact System, Computational Economics 48 (2016) 607-625.
- Jie Wang, Jun Wang, Wen Fang, Hongli Niu, Financial Time Series Prediction Using Elman Recurrent Random Neural Networks, Comput. Intel. Neuosc. 2016.