Jun Wang - RankMe

18 papers Journal 18

Year	Rank	Type	Title / Venue / Authors
2021	J	`jnl`	A New Hybrid Forecasting Model Based on SW-LSTM and Wavelet Packet Decomposition: A Case Study of Oil Futures Prices. Comput. Intell. Neurosci. Jie Wang, Jun Wang
2019	J	`jnl`	Nonlinear Complexity and Chaotic Behaviors on Finite-Range Stochastic Epidemic Financial Dynamics. Int. J. Bifurc. Chaos Guochao Wang, Shenzhou Zheng, Jun Wang
2018	J	`jnl`	Complex Similarity and Fluctuation Dynamics of Financial Markets on Voter Interacting Dynamic System. Int. J. Bifurc. Chaos Rui Li, Jun Wang, Guochao Wang
2017	J	`jnl`	Complex and Entropy of Fluctuations of Agent-Based Interacting Financial Dynamics with Random Jump. Entropy Yiduan Wang, Shenzhou Zheng, Wei Zhang, Jun Wang
2017	J	`jnl`	Forecasting stochastic neural network based on financial empirical mode decomposition. Neural Networks Jie Wang, Jun Wang
2017	J	`jnl`	Symbolic complexity of volatility duration and volatility difference component on voter financial dynamics. Digit. Signal Process. Rui Li, Jun Wang
2016	J	`jnl`	Exponent back propagation neural network forecasting for financial cross-correlation relationship. Expert Syst. Appl. Haiyan Mo, Jun Wang, Hongli Niu
2016	J	`jnl`	Financial Time Series Prediction Using Elman Recurrent Random Neural Networks. Comput. Intell. Neurosci. Jie Wang, Jun Wang, Wen Fang, Hongli Niu
2016	J	`jnl`	Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System. Int. J. Bifurc. Chaos Hongli Niu, Jun Wang
2015	J	`jnl`	Complex System Analysis on Voter Stochastic System and Jump Time Effective Neural Network of Stock Market. Int. J. Comput. Intell. Syst. Jun Wang, Huopo Pan, Yiduan Wang, Hongli Niu
2015	J	`jnl`	Entropy and Recurrence Measures of a Financial Dynamic System by an Interacting Voter System. Entropy Hongli Niu, Jun Wang
2015	J	`jnl`	Forecasting stock market indexes using principle component analysis and stochastic time effective neural networks. Neurocomputing Jie Wang, Jun Wang
2015	J	`jnl`	Quantifying complexity of financial short-term time series by composite multiscale entropy measure. Commun. Nonlinear Sci. Numer. Simul. Hongli Niu, Jun Wang
2014	J	`jnl`	Financial time series prediction by a random data-time effective RBF neural network. Soft Comput. Hongli Niu, Jun Wang
2014	J	`jnl`	Phase and multifractality analyses of random price time series by finite-range interacting biased voter system. Comput. Stat. Hongli Niu, Jun Wang
2013	J	`jnl`	Volatility clustering and long memory of financial time series and financial price model. Digit. Signal Process. Hongli Niu, Jun Wang
2012	J	`jnl`	Forecasting Crude Oil Price and Stock Price by Jump Stochastic Time Effective Neural Network Model. J. Appl. Math. Jun Wang, Huopo Pan, Fajiang Liu
2006	J	`jnl`	The statistical properties of the interfaces for the lattice Widom-Rowlinson model. Appl. Math. Lett. Jun Wang