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Research

科研

研究将统计学习、强化学习与可解释人工智能用于风险识别、资产定价、金融网络与创新决策;重视理论问题、现实数据与可复现计算之间的联系。

2026

Expected equity costs and corporate cash policy: The role of information transparency

Gao, X., Gao, W., Ni, H.Economic Modelling, 163, 107750.

Corporate Finance · Transparency原文下载 ↓
引用

Gao, X., Gao, W., Ni, H. (2026). Expected equity costs and corporate cash policy: The role of information transparency. Economic Modelling, 163, 107750. https://doi.org/10.1016/j.econmod.2026.107750

Global geopolitical risk, ambiguity, and emerging market returns: Evidence from China

Ni, H., Guo, X., Wang, W., Chen, J.Finance Research Letters, 102, 110047.

Geopolitical Risk · Ambiguity原文下载 ↓
引用

Ni, H., Guo, X., Wang, W., Chen, J. (2026). Global geopolitical risk, ambiguity, and emerging market returns: Evidence from China. Finance Research Letters, 102, 110047. https://doi.org/10.1016/j.frl.2026.110047

Can network centrality explain mutual fund alpha: Evidence from China

Ni, H., He, J.H., Wang, W.J.International Review of Financial Analysis, 110, 104988.

Networks · Asset Pricing原文下载 ↓
引用

Ni, H., He, J.H., Wang, W.J. (2026). Can network centrality explain mutual fund alpha: Evidence from China. International Review of Financial Analysis, 110, 104988. https://doi.org/10.1016/j.irfa.2025.104988

2025

Financial connectedness in the digital age: The impact of regional FinTech development

Wang, W., Ni, H.*Economic Modelling, 125, 107290.

FinTech · Systemic Risk原文下载 ↓
引用

Wang, W., Ni, H. (2025). Financial connectedness in the digital age: The impact of regional FinTech development. Economic Modelling, 125, 107290. https://doi.org/10.1016/j.econmod.2025.107290

Enhancing Market Predictability and Investment Decision-Making: Machine Learning Models for Predicting Stock Market Crashes in China

Ma, Y., Zhou, M., Ni, H.*International Journal of Finance and Economics.

Machine Learning原文下载 ↓
引用

Ma, Y., Zhou, M., Ni, H. (2025). Enhancing Market Predictability and Investment Decision-Making: Machine Learning Models for Predicting Stock Market Crashes in China. International Journal of Finance and Economics. https://doi.org/10.1002/ijfe.70091

2024

Portfolio optimization by enhanced LinUCB

Ni, H., Zhang, Q., Guo, X., Mirza, S.Finance Research Letters, 70, 106266.

Reinforcement Learning · Portfolio原文下载 ↓
引用

Ni, H., Zhang, Q., Guo, X., Mirza, S. (2024). Portfolio optimization by enhanced LinUCB. Finance Research Letters, 70, 106266. https://doi.org/10.1016/j.frl.2024.106266

Transparency pays: How carbon emission disclosure lowers cost of capital

Xu, W., Sun, Z., Ni, H.*Economic Analysis and Policy, 83, 165-177.

Sustainable Finance
引用

Xu, W., Sun, Z., Ni, H. (2024). Transparency pays: How carbon emission disclosure lowers cost of capital. Economic Analysis and Policy, 83, 165-177. https://doi.org/10.1016/j.eap.2024.05.020

2023

Prediction of patent grant and interpreting the key determinants: an application of interpretable machine learning approach

Yao, L., Ni, H.*Scientometrics, 128, 4933-4969.

Interpretable ML原文下载 ↓
引用

Yao, L., Ni, H. (2023). Prediction of patent grant and interpreting the key determinants: an application of interpretable machine learning approach. Scientometrics, 128, 4933-4969. https://doi.org/10.1007/s11192-023-04736-z

Buffered-ranking intervals for virtual profit efficiency analysis

Wang, Y.Q.*, Ni, H., Uryasev, S.Central European Journal of Operations Research, 31, 1149-1181.

Optimisation
引用

Wang, Y.Q., Ni, H., Uryasev, S. (2023). Buffered-ranking intervals for virtual profit efficiency analysis. Central European Journal of Operations Research, 31, 1149-1181. https://doi.org/10.1007/s10100-023-00847-3

Contextual combinatorial bandit on portfolio management

Ni, H., Xu, H., Ma, D., Fan, J.Expert Systems with Applications, 221, 119677.

Bandit Learning原文下载 ↓
引用

Ni, H., Xu, H., Ma, D., Fan, J. (2023). Contextual combinatorial bandit on portfolio management. Expert Systems with Applications, 221, 119677. https://doi.org/10.1016/j.eswa.2023.119677

Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms

Zhang, Q., Ni, H.*, Xu, H.Economic Modelling, 122, 106204.

Macroeconomic Forecasting原文下载 ↓
引用

Zhang, Q., Ni, H., Xu, H. (2023). Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms. Economic Modelling, 122, 106204. https://doi.org/10.1016/j.econmod.2023.106204

2022

Forecasting models for the Chinese macroeconomy in a data rich environment: Evidence from large dimensional approximate factor models with mixed frequency data

Zhang, Q., Ni, H.*, Xu, H.Accounting & Finance.

Macroeconomics原文下载 ↓
引用

Zhang, Q., Ni, H., Xu, H. (2022). Forecasting models for the Chinese macroeconomy in a data rich environment: Evidence from large dimensional approximate factor models with mixed frequency data. Accounting & Finance. https://doi.org/10.1111/acfi.13003

Self-Adaptive bagging approach to credit rating

Ni, H.*, Wang, Y.Q., Jiang, T., Chen, Z.Y.Technological Forecasting and Social Change, 175, 121371.

Credit Risk原文下载 ↓
引用

Ni, H., Wang, Y.Q., Jiang, T., Chen, Z.Y. (2022). Self-Adaptive bagging approach to credit rating. Technological Forecasting and Social Change, 175, 121371. https://doi.org/10.1016/j.techfore.2021.121371

2020

Self-Organizing Gaussian Mixture Map Based on Adaptive Recursive Bayesian Estimation

Ni, H., Wang, Y.Q., Xu, B.Y.Intelligent Automation & Soft Computing, 26(2), 227-236.

Machine Learning原文下载 ↓
引用

Ni, H., Wang, Y.Q., Xu, B.Y. (2020). Self-Organizing Gaussian Mixture Map Based on Adaptive Recursive Bayesian Estimation. Intelligent Automation & Soft Computing, 26(2), 227-236. https://doi.org/10.31209/2019.100000068

2018

Threshold behaviors of social dynamics and financial outcomes of ponzi scheme diffusion in complex networks

Fu, P., Zhu, A., Ni, H., Zhao, X., Li, X.Physica A, 490, 632-642.

Complex Networks
引用

Fu, P., Zhu, A., Ni, H., Zhao, X., Li, X. (2018). Threshold behaviors of social dynamics and financial outcomes of ponzi scheme diffusion in complex networks. Physica A, 490, 632-642. https://doi.org/10.1016/j.physa.2017.08.148

2014

Can venture capital trigger innovation? New evidence from China

Ni, H., Luan, T., Cao, Y., Finlay, D.International Journal of Technology Management, 65, 189-214.

Innovation原文下载 ↓
引用

Ni, H., Luan, T., Cao, Y., Finlay, D. (2014). Can venture capital trigger innovation? New evidence from China. International Journal of Technology Management, 65, 189-214. https://doi.org/10.1504/IJTM.2014.060957

2013

Multiple-v support vector regression based on spectral risk measure minimization

Wang, Y.Q., Ni, H.Neurocomputing, 101, 217-228.

Risk Measures
引用

Wang, Y.Q., Ni, H. (2013). Multiple-v support vector regression based on spectral risk measure minimization. Neurocomputing, 101, 217-228. https://doi.org/10.1016/j.neucom.2012.09.002

Stock index tracking by Pareto efficient genetic algorithm

Ni, H.Applied Soft Computing, 13, 4519-4535.

Evolutionary Computing
引用

Ni, H. (2013). Stock index tracking by Pareto efficient genetic algorithm. Applied Soft Computing, 13, 4519-4535. https://doi.org/10.1016/j.asoc.2013.08.012

基于启发式遗传算法的指数追踪组合构建策略

倪禾*系统工程理论与实践, 33(10), 2645-2653.

Portfolio Optimisation原文下载 ↓
引用

倪禾 (2013). 基于启发式遗传算法的指数追踪组合构建策略. 系统工程理论与实践, 33(10), 2645-2653. https://doi.org/10.12011/1000-6788(2013)10-2645

Commodity Futures Price, CPI and Investor Psychology

Xia, F., Jiang, M., Ni, H.China Economic Press. ISBN: 978-7-5136-2574-6.

Book
引用

Xia, F., Jiang, M., Ni, H. (2013). Commodity Futures Price, CPI and Investor Psychology. China Economic Press. ISBN: 978-7-5136-2574-6.

2012

Multivariate convex support vector regression with semidefinite programming

Wang, Y.Q., Ni, H.Knowledge-Based Systems, 30, 87-94.

Support Vector Regression
引用

Wang, Y.Q., Ni, H. (2012). Multivariate convex support vector regression with semidefinite programming. Knowledge-Based Systems, 30, 87-94. https://doi.org/10.1016/j.knosys.2011.12.010

Nonparametric bivariate copula estimation based on shape-restricted support vector regression

Wang, Y.Q., Ni, H.Knowledge-Based Systems, 35, 235-244.

Copula
引用

Wang, Y.Q., Ni, H. (2012). Nonparametric bivariate copula estimation based on shape-restricted support vector regression. Knowledge-Based Systems, 35, 235-244. https://doi.org/10.1016/j.knosys.2012.05.004

2010

一种自组织混合模型在汇率波动性预测中的应用

倪禾*控制理论与应用, 27(4), 444-450.

Exchange Rates原文下载 ↓
引用

倪禾 (2010). 一种自组织混合模型在汇率波动性预测中的应用. 控制理论与应用, 27(4), 444-450. https://doi.org/10.7641/j.issn.1000-8152.2010.4.CCTA090225

Consumer Credit Risk Evaluation by Logistic Regression with Self-Organizing Map

Ni, H.Proceedings of the International Conference on Natural Computation, 205-249.

Conference Paper
引用

Ni, H. (2010). Consumer Credit Risk Evaluation by Logistic Regression with Self-Organizing Map. Proceedings of the International Conference on Natural Computation, 205-249. https://doi.org/10.1109/ICNC.2010.5582917

2009

Exchange rate prediction using a hybrid neural networks and trading indicators

Ni, H., Yin, H.Neurocomputing, 72, 2815-2823.

Neural Networks
引用

Ni, H., Yin, H. (2009). Exchange rate prediction using a hybrid neural networks and trading indicators. Neurocomputing, 72, 2815-2823. https://doi.org/10.1016/j.neucom.2008.09.023

A Self-Organising Mixture Autoregressive Network for FX Time Series Modelling and Prediction

Ni, H., Yin, H.Neurocomputing, 72, 3529-3537.

FX Forecasting
引用

Ni, H., Yin, H. (2009). A Self-Organising Mixture Autoregressive Network for FX Time Series Modelling and Prediction. Neurocomputing, 72, 3529-3537. https://doi.org/10.1016/j.neucom.2009.03.019

Profitability of technical chart pattern trading on FX rates: Analyzed by wavelet transform

Ni, H.Proceedings of the 3rd International Conference on Intelligent Information Technology Application, 138-141.

Conference Paper
引用

Ni, H. (2009). Profitability of technical chart pattern trading on FX rates: Analyzed by wavelet transform. Proceedings of the 3rd International Conference on Intelligent Information Technology Application, 138-141. https://doi.org/10.1109/IITA.2009.290

A Fast Self-Organizing Map Algorithm by Using Genetic Selection

Ni, H.Proceedings of the 3rd International Conference on Intelligent Information Technology Application, 142-145.

Conference Paper
引用

Ni, H. (2009). A Fast Self-Organizing Map Algorithm by Using Genetic Selection. Proceedings of the 3rd International Conference on Intelligent Information Technology Application, 142-145. https://doi.org/10.1109/IITA.2009.291

Topology regressive distributed model for financial time series prediction

Ni, H.Proceedings of the 5th International Conference on Natural Computation, 463-467.

Conference Paper
引用

Ni, H. (2009). Topology regressive distributed model for financial time series prediction. Proceedings of the 5th International Conference on Natural Computation, 463-467. https://doi.org/10.1109/ICNC.2009.619

Generalized Self-Organizing Mixture Autoregressive Model for Modeling Financial Time Series

Yin, H., Ni, H.19th International Conference on Artificial Neural Networks, Lecture Notes in Computer Science, 577-586.

Conference Paper
引用

Yin, H., Ni, H. (2009). Generalized Self-Organizing Mixture Autoregressive Model for Modeling Financial Time Series. 19th International Conference on Artificial Neural Networks, Lecture Notes in Computer Science, 577-586. https://doi.org/10.1007/978-3-642-04274-4_60

Generalized Self-Organizing Mixture Autoregressive Model

Yin, H., Ni, H.7th International Workshop on Self-Organizing Maps, Lecture Notes in Computer Science, 353-361.

Conference Paper
引用

Yin, H., Ni, H. (2009). Generalized Self-Organizing Mixture Autoregressive Model. 7th International Workshop on Self-Organizing Maps, Lecture Notes in Computer Science, 353-361. https://doi.org/10.1007/978-3-642-02397-2_40

2008

Self-organising mixture autoregressive model for non-stationary time series modelling

Ni, H., Yin, H.International Journal of Neural Systems, 18, 1-12.

Time Series
引用

Ni, H., Yin, H. (2008). Self-organising mixture autoregressive model for non-stationary time series modelling. International Journal of Neural Systems, 18, 1-12. https://doi.org/10.1142/S0129065708001737

2007

Time-Series Prediction Using Self-Organising Mixture Autoregressive Network

Ni, H., Yin, H.Intelligent Data Engineering and Automated Learning, 8th International Conference, 1000-1009.

Conference Paper
引用

Ni, H., Yin, H. (2007). Time-Series Prediction Using Self-Organising Mixture Autoregressive Network. Intelligent Data Engineering and Automated Learning, 8th International Conference, 1000-1009. https://doi.org/10.1007/978-3-540-77226-2_100

2006

Recurrent Self-Organising Maps and Local Support Vector Machine Models for Exchange Rate Prediction

Ni, H., Yin, H.Lecture Notes in Computer Science, 3973, 504-511.

Conference Paper
引用

Ni, H., Yin, H. (2006). Recurrent Self-Organising Maps and Local Support Vector Machine Models for Exchange Rate Prediction. Lecture Notes in Computer Science, 3973, 504-511. https://doi.org/10.1007/11760191_74