Jujie Wang
Orcid: 0000-0003-0574-5661
According to our database1,
Jujie Wang
authored at least 28 papers
between 2013 and 2025.
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Bibliography
2025
Combining Interpretable Embedded Multicriteria Feature Cross-Selection Engineering and Machine Learning to Mimic the Brain for Stock Trading Signal Prediction.
Cogn. Comput., February, 2025
An interval-valued carbon price prediction model based on improved multi-scale feature selection and optimal multi-kernel support vector regression.
Inf. Sci., 2025
An optimal multi-scale and multi-factor two-stage integration paradigm coupled with investor sentiment for carbon price prediction.
Inf. Process. Manag., 2025
2024
A novel Gaussian process regression-based stock index interval forecasting model integrating optimal variables screening with bidirectional long short-term memory.
Soft Comput., March, 2024
Causal carbon price interval prediction using lower upper bound estimation combined with asymmetric multi-objective evolutionary algorithm and long short-term memory.
Expert Syst. Appl., February, 2024
Two-Stage Deep Ensemble Paradigm Based on Optimal Multi-scale Decomposition and Multi-factor Analysis for Stock Price Prediction.
Cogn. Comput., January, 2024
A deterministic and probabilistic hybrid model for wind power forecasting based improved feature screening and optimal Gaussian mixed kernel function.
Expert Syst. Appl., 2024
An enhanced interval-valued decomposition integration model for stock price prediction based on comprehensive feature extraction and optimized deep learning.
Expert Syst. Appl., 2024
An interpretable deep learning multi-dimensional integration framework for exchange rate forecasting based on deep and shallow feature selection and snapshot ensemble technology.
Eng. Appl. Artif. Intell., 2024
2023
A novel multifactor clustering integration paradigm based on two-stage feature engineering and improved bidirectional deep neural networks for exchange rate forecasting.
Digit. Signal Process., November, 2023
An optimized deep nonlinear integrated framework for wind speed forecasting and uncertainty analysis.
Appl. Soft Comput., July, 2023
Stock Trading Strategy of Reinforcement Learning Driven by Turning Point Classification.
Neural Process. Lett., June, 2023
A deep learning-based nonlinear ensemble approach with biphasic feature selection for multivariate exchange rate forecasting.
Multim. Tools Appl., June, 2023
Inf. Sci., May, 2023
An XGBoost-based multivariate deep learning framework for stock index futures price forecasting.
Kybernetes, 2023
A Novel Stock Index Direction Prediction Based on Dual Classifier Coupling and Investor Sentiment Analysis.
Cogn. Comput., 2023
A multi-factor two-stage deep integration model for stock price prediction based on intelligent optimization and feature clustering.
Artif. Intell. Rev., 2023
2022
Asian stock markets closing index forecast based on secondary decomposition, multi-factor analysis and attention-based LSTM model.
Eng. Appl. Artif. Intell., 2022
Depth feature extraction-based deep ensemble learning framework for high frequency futures price forecasting.
Digit. Signal Process., 2022
Optimized decomposition and two-step nonlinear integration model with error correction strategy coupled interval prediction for digital currency price forecast.
Artif. Intell. Rev., 2022
2021
Adaboost-based Integration Framework Coupled Two-stage Feature Extraction with Deep Learning for Multivariate Exchange Rate Prediction.
Neural Process. Lett., 2021
Deep Nonlinear Ensemble Framework for Stock Index Forecasting and Uncertainty Analysis.
Cogn. Comput., 2021
Stock index prediction and uncertainty analysis using multi-scale nonlinear ensemble paradigm of optimal feature extraction, two-stage deep learning and Gaussian process regression.
Appl. Soft Comput., 2021
2019
Appl. Soft Comput., 2019
2018
Short-Term Wind Speed Prediction Using Signal Preprocessing Technique and Evolutionary Support Vector Regression.
Neural Process. Lett., 2018
2014
Appl. Soft Comput., 2014
2013