Jun Wang

Publication Activity (10 Years)

Years Active: 2012-2021
Publications (10 Years): 9

Top Topics

Financial Time Series

Entropy Measure

Wavelet Packet Decomposition

Top Venues

Int. J. Bifurc. Chaos

Comput. Intell. Neurosci.

Digit. Signal Process.

Publications

Jie Wang, Jun Wang
A New Hybrid Forecasting Model Based on SW-LSTM and Wavelet Packet Decomposition: A Case Study of Oil Futures Prices. Comput. Intell. Neurosci. 2021 (2021)
Guochao Wang, Shenzhou Zheng, Jun Wang
Nonlinear Complexity and Chaotic Behaviors on Finite-Range Stochastic Epidemic Financial Dynamics. Int. J. Bifurc. Chaos 29 (6) (2019)
Rui Li, Jun Wang, Guochao Wang
Complex Similarity and Fluctuation Dynamics of Financial Markets on Voter Interacting Dynamic System. Int. J. Bifurc. Chaos 28 (13) (2018)
Rui Li, Jun Wang
Symbolic complexity of volatility duration and volatility difference component on voter financial dynamics. Digit. Signal Process. 63 (2017)
Jie Wang, Jun Wang
Forecasting stochastic neural network based on financial empirical mode decomposition. Neural Networks 90 (2017)
Yiduan Wang, Shenzhou Zheng, Wei Zhang, Jun Wang
Complex and Entropy of Fluctuations of Agent-Based Interacting Financial Dynamics with Random Jump. Entropy 19 (10) (2017)
Haiyan Mo, Jun Wang, Hongli Niu
Exponent back propagation neural network forecasting for financial cross-correlation relationship. Expert Syst. Appl. 53 (2016)
Hongli Niu, Jun Wang
Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System. Int. J. Bifurc. Chaos 26 (2) (2016)
Jie Wang, Jun Wang, Wen Fang, Hongli Niu
Financial Time Series Prediction Using Elman Recurrent Random Neural Networks. Comput. Intell. Neurosci. 2016 (2016)
Hongli Niu, Jun Wang
Entropy and Recurrence Measures of a Financial Dynamic System by an Interacting Voter System. Entropy 17 (5) (2015)
Jie Wang, Jun Wang
Forecasting stock market indexes using principle component analysis and stochastic time effective neural networks. Neurocomputing 156 (2015)
Hongli Niu, Jun Wang
Quantifying complexity of financial short-term time series by composite multiscale entropy measure. Commun. Nonlinear Sci. Numer. Simul. 22 (Issues) (2015)
Jun Wang, Huopo Pan, Yiduan Wang, Hongli Niu
Complex System Analysis on Voter Stochastic System and Jump Time Effective Neural Network of Stock Market. Int. J. Comput. Intell. Syst. 8 (4) (2015)
Hongli Niu, Jun Wang
Financial time series prediction by a random data-time effective RBF neural network. Soft Comput. 18 (3) (2014)
Hongli Niu, Jun Wang
Phase and multifractality analyses of random price time series by finite-range interacting biased voter system. Comput. Stat. 29 (5) (2014)
Hongli Niu, Jun Wang
Volatility clustering and long memory of financial time series and financial price model. Digit. Signal Process. 23 (2) (2013)
Jun Wang, Huopo Pan, Fajiang Liu
Forecasting Crude Oil Price and Stock Price by Jump Stochastic Time Effective Neural Network Model. J. Appl. Math. 2012 (2012)