Jinghua Tan

Orcid: 0000-0001-5011-0011

According to our database1, Jinghua Tan authored at least 22 papers between 2009 and 2025.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

Legend:

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Links

On csauthors.net:

Bibliography

2025
MRRFGNN: Multi-relation reconstruction and fusion graph neural network for stock crash prediction.
Inf. Sci., 2025

2024
Asset pricing via fused deep learning with visual clues.
Inf. Fusion, February, 2024

A Comprehensive Survey on Process-Oriented Automatic Text Summarization with Exploration of LLM-Based Methods.
CoRR, 2024

2023
A study of crude oil futures price volatility based on multi-dimensional data from event-driven and deep learning perspectives.
Appl. Soft Comput., October, 2023

Essential tensor learning for multimodal information-driven stock movement prediction.
Knowl. Based Syst., February, 2023

Robust kernel adaptive filtering for nonlinear time series prediction.
Signal Process., 2023

The Impact of Dissonant Tie on Innovation Performance of Digital Transformation: Innovation From Difficult Working Individuals.
J. Glob. Inf. Manag., 2023

The Hysteresis Effect of Momentum Spillover in Asset Pricing via Spatial-Temporal Graph Learning.
Proceedings of the International Conference on Computing, Networking and Communications, 2023

2022
A graph neural network-based stock forecasting method utilizing multi-source heterogeneous data fusion.
Multim. Tools Appl., 2022

Media Platforms and Stock Performance: Evidence From Internet News.
J. Glob. Inf. Manag., 2022

Anomaly detection in Internet of medical Things with Blockchain from the perspective of deep neural network.
Inf. Sci., 2022

FinHGNN: A conditional heterogeneous graph learning to address relational attributes for stock predictions.
Inf. Sci., 2022

Incorporating News Summaries for Stock Predictions via Graphical Learning.
Proceedings of the Web Information Systems Engineering - WISE 2022, 2022

Enterprise Event Risk Detection Based on Supply Chain Contagion.
Proceedings of the 9th IEEE International Conference on Data Science and Advanced Analytics, 2022

An Unsupervised Heterograph Model for Identifying Operational Risk Events in Financial Services.
Proceedings of the CAIBDA 2022, 2022

2021
A Multimodal Event-Driven LSTM Model for Stock Prediction Using Online News.
IEEE Trans. Knowl. Data Eng., 2021

Unsupervised graph-clustering learning framework for financial news summarization.
Proceedings of the 2021 International Conference on Data Mining, 2021

A Knowledge-aware and Time-sensitive Financial News Recommendation System Based on Firm Relation Derivation.
Proceedings of the 2021 International Conference on Data Mining, 2021

2020
An Intelligent System for Rumor Recognition and Rumor Sentiment Judgment.
Proceedings of the International Conference on Computing, Networking and Communications, 2020

2019
A Tensor-based eLSTM Model to Predict Stock Price Using Financial News.
Proceedings of the 52nd Hawaii International Conference on System Sciences, 2019

2017
Research on Automatic Identification of Rumors in Stock Forum Based on Machine Learning.
Proceedings of the 21st Pacific Asia Conference on Information Systems, 2017

2009
Machine Learning Methods for Medical Text Categorization.
Proceedings of the 2009 Pacific-Asia Conference on Circuits, Communications and Systems, 2009


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