Referred Journal Papers
[1] Hongli Niu, Jun Wang. Multifractal and Recurrence Behaviors of Continuum Percolation-Based Financial Price Dynamics. Nonlinear Dynamics, 83: 513-528, 2016
[2] Jie Wang, Jun Wang, WenFang, Hongli Niu, Time Series Prediction Using Elman Financial Time Series. Computational Intelligence and Neuroscience, 2016 (12) :1-14, 2016
[3] Hongli Niu, Jun Wang. Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System time series by continuum percolation system. International Journal of Bifurcation and Chaos, 26(2):513-528, 2016
[4] Hongli Niu, Jun Wang, YunfanLu. Fluctuation behaviors of financial return volatility duration. Physica A, 448: 30-40, 2016
[5] Haiyan Mo, Jun Wang, Hongli Niu. Exponent back propagation neural network forecasting for financial cross-correlation relationship. Expert Systems With Applications, 53: 106-116, 2016
[6] Di Xiao, Jun Wang, Hongli Niu. Volatility Analysis of Financial Agent-Based Market Dynamics from Stochastic Contact System. Computational Economics, 48(4): 607-625, 2016
[7] Hongli Niu, Jun Wang. Quantifying complexity of financial short-term time series by composite multiscale entropy measure. Communications in Nonlinear Science and Numerical Simulation, 22(1-3): 375-382, 2015
[8] Hongli Niu, Jun Wang. Entropy and Recurrence Measures of a Financial Dynamic System by an Interacting Voter System. Entropy, 17(5): 2590-2605, 2015
[9] Yunfan Lu, Jun Wang, Hongli Niu. Agent-based financial dynamics model from stochastic interacting epidemic system and complexity analysis. Physics Letter A, 379(14-15): 1023-1031, 2015
[10] Jun Wang, Huopo Pan, YiduanWang, Hongli Niu. Complex System Analysis on Voter Stochastic System and Jump Time Effective Neural Network of Stock Market. International Journal of Computational Intelligence Systems, 8(4): 787-795, 2015
[11] Yunfan Lu, Jun Wang, Hongli Niu. Nonlinear Multi-Analysis of Agent-Based Financial Market Dynamics by Epidemic System. Chaos, 25(10), 2015
[12] Hongli Niu, Jun Wang. Financial time series prediction by a random data-time effective RBF neural network. Soft Computing, 18(3): 497-508, 2014
[13] Hongli Niu, Jun Wang. Phase and multifractality analyses of random price time series by finite-range interacting biased voter. Computational Statistics, 29(5): 1045-1063, 2014
[14] Shaolin Tian, Jun Wang, Hongli Niu. Optimal Impulse Control Stochastic System with Poisson Process. Journal of Convergence Information Technology, 8(6): 855-863, 2013
[15] Hongli Niu, Jun Wang. Volatility clustering and long memory of financial time series and financial price model. Digital Signal Processing, 23: 489-498, 2013
[16] Shaolin Tian, Jun Wang, Hongli Niu. Impulse stochastic control determined by Poisson process. Journal of Harbin Institute of Technology, 34(4): 536-540, 2013 (Chinese)
[17] Hongli Niu, Jun Wang. Complex dynamic behaviors of oriented percolation-based financial time series and Hang Seng index. Chaos, Solitons and Fractals, 52: 36-44, 2013
[18] Hongli Niu, Jun Wang. Power-law scaling behavior analysis of financial time series model by voter interacting dynamic system. Journal of Applied Statistics, 40(10): 2188-2203, 2013
