Hongli Niu

Available identifiers

zbMath Open niu.hongliMaRDI QIDQ907617

List of research outcomes

Publication	Date of Publication	Type
Crude oil prices and volatility prediction by a hybrid model based on kernel extreme learning machine	2022-11-02	Paper
A hybrid model combining variational mode decomposition and an attention-GRU network for stock price index forecasting	2021-09-03	Paper
Power-law scaling behavior analysis of financial time series model by voter interacting dynamic system	2020-10-26	Paper
Nonlinear multi-analysis of agent-based financial market dynamics by epidemic system	2017-11-17	Paper
Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System	2016-04-18	Paper
Quantifying complexity of financial short-term time series by composite multiscale entropy measure	2016-01-26	Paper
Phase and multifractality analyses of random price time series by finite-range interacting biased voter system	2015-03-05	Paper
https://portal.mardi4nfdi.de/entity/Q5398728	2014-02-28	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Hongli Niu