Jujie Wang

Orcid: 0000-0003-0574-5661

According to our database1, Jujie Wang authored at least 28 papers between 2013 and 2025.

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

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

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

A time series attention mechanism based model for tourism demand forecasting.
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
An innovative hybrid approach for multi-step ahead wind speed prediction.
Appl. Soft Comput., 2019

2018
Short-Term Wind Speed Prediction Using Signal Preprocessing Technique and Evolutionary Support Vector Regression.
Neural Process. Lett., 2018

2014
A novel hybrid approach for wind speed prediction.
Inf. Sci., 2014

Forecasting wind speed using empirical mode decomposition and Elman neural network.
Appl. Soft Comput., 2014

2013
Short-term wind speed forecasting based on a hybrid model.
Appl. Soft Comput., 2013


  Loading...