系别：金融工程系
职称：副教授
地址：经管楼1006室
Email：niuhongli@ustb.edu.cn
7610云顶金融工程系副教授，硕士生导师，理学博士。研究领域含金融市场风险管理、金融市场预测（深度学习）、能源金融、金融物理等。近10年来在国内外期刊公开发表学术论文30余篇，先后主持课中国博士后科学基金，中央高校基本科研业务费项目，教育部人文社科研究项目，参与多项国家自然科学基金项目。
担任PloS One，Energy，Resources Policy，International Review of Financial Analysis，Expert Systems With Applications，Economic Modelling， Physica A等国际知名SCI/SSCI期刊匿名审稿人。
2013/09-2014/08 德国The University of Kiel (Germany) 经济学院 访问学者
2011/09-2016/06 北京交通大学理学院 理学博士
2007/09-2011/06 北京交通大学理学院 理学学士
工作经历：
2016/07-至今 7610云顶 副教授
1. 教育部人文社科规划项目“应用改进的渗流模型研究股票价格波动的统计规律性质” 2018/03-2020/12, 主持, 已结题
2. 中国博士后面上基金项目（一等）“应用3D渗流系统研究金融市场价格波动”, 2017/08-2018/12, 主持，已结题
3. 研究型教学示范课程建设项目，2018/07-2020/06 ，主持，已结题
4.北京交通大学优秀博士生创新项目III类“随机交互金融价格模型及统计分析”，2015.01-2016.06，主持，已结题
5.北京交通大学优秀博士生创新项目“有限程选举交互系统在金融市场的应用”，2014/01-2014.12, 主持，已结题
6. 教育部人文社科规划项目“结构突变下农产品期货市场风险传染与系统性风险测度研究”，2018/03-2021/12 ，参与，在研
7. 北京市哲学社科规划项目“多目标下京津冀能源行业与环境优化模型与调控策略研究”， 2018/05-2021/06， 参与，已结题
8. 国家自然科学基金项目“多重不确定扰动下能源-环境系统建模及优化路径研究—以京津冀为例”，2018/01-2020/12 ，参与，已结题
9. 国家自然科学基金项目“经济物理领域中的金融时间序列回程间隙与波动相关性的预测系统、随机模型和统计分析”，2013/01-2016/12 ，参与，已结题
10. 中央高校基本科研业务项目“云计算环境下的认证安全研究”，2012/01-2012/12 ，参与，已结题
2016.06. 获得“北京市优秀毕业生”称号
部分第一作者发表的论文：
[1] Hongli Niu*, Ziang Hu, Information transmission and entropy-based network between Chinese stock market and commodity futures market, Resources Policy 74 (2021) 102294.
[2] Hongli Niu, Kunliang Xu*, Cheng Liu, A decomposition-ensemble model with regrouping method and attention-based gated recurrent unit network for energy price prediction，Energy 231 (2021) 120941. (SCI期刊）
[3] Hongli Niu*, Correlations between crude oil and stocks prices of renewable energy and technology companies: A multiscale time-dependent analysis, Energy 221 (2021) 119800.（SCI期刊）
[4] Hongli Niu, Weiqing Wang, Junhuan Zhang, Recurrence duration statistics and time-dependent intrinsic correlation analysis of trading volumes: A study of Chinese stock indices, Physica A 514 (2019) 838-854.
[5] Hongli Niu，Jun Wang, Return volatility duration analysis of NYMEX energy futures and spot, Energy 140 (2017) 837-849. (SCI期刊)
[6] Hongli Niu, Jun Wang, Multifractal and Recurrence Behaviors of Continuum Percolation-Based Financial Price Dynamics, Nonlinear Dynamics 83 (2016) 513-528. (SCI期刊)
[7] Hongli Niu, Jun Wang, Yunfan Lu, Fluctuation behaviors of financial return volatility duration, Physica A 448 （2016）30-40. (SCI期刊)
[8] Hongli Niu, Jun Wang, Nonlinear analysis on cross correlation of financial time series by continuum percolation system, Int. J. of Bifurcation and Chaos 26 (2016) 1630004. (SCI期刊)
[9] Hongli Niu, Jun Wang, Quantifying complexity of financial short-term time series by composite multiscale entropy measure, Commun. Nonlinear Sci. Numer. Simulat. 22 (2015) 375-382. (SCI期刊)
[10] Hongli Niu, Jun Wang, Phase and multifractality analyses of random price time series by finite-range interacting biased voter system, Comput. Stat. 29 (2014) 1045-1063. (SCI期刊)
[11] 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)
[12] 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)
[13] 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)
非第一作者论文
[1] Haiyan Mo, Jun Wang, Hongli Niu, Exponent Back Propagation Neural Network Forecasting for Financial Cross-Correlation Relationship, Expert Systems With Applications, 53 (2016) 106116
[2] Yunfan Lu, Jun Wang, Hongli Niu, Nonlinear Multi-Analysis of Agent-Based Financial Market Dynamics by Epidemic System, Chaos 25 (2015) 103103.
[3] 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.
[4] Ge Yang, Jun Wang, Hongli Niu,Complexity multiscale asynchrony measure and behavior for interacting financial dynamics，Physics Letters A 380 (2016) 2931-2942.
[5] Di Xiao, Jun Wang, Hongli Niu, Volatility Analysis of Financial Agent-Based Market Dynamics from Stochastic Contact System, Computational Economics 48 (2016) 607-625.
[6] Jie Wang, Jun Wang, Wen Fang, Hongli Niu, Financial Time Series Prediction Using Elman Recurrent Random Neural Networks, Comput. Intel. Neuosc. 2016.
金融风险管理、金融市场预测（深度学习）、能源金融、金融物理
本科生课程：金融营销学、保险学、信用管理、投资理财方案设计
研究生课程：金融研究方法与沟通技巧
