Liwen Ling

According to our database, Liwen Ling authored at least 10 papers between 2017 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

A hybrid model for point and interval forecasting of agricultural price based on the decomposition-ensemble and KDE.

Dabin Zhang, Xuejing Zhang, Huanling Hu, Boting Zhang, Liwen Ling

Soft Comput., September, 2024

A combined framework for carbon emissions prediction integrating online search attention.

Dabin Zhang, Zehui Yu, Liwen Ling, Huanling Hu, Ruibin Lin

J. Intell. Fuzzy Syst., 2024

2023

A novel deep transfer learning framework with adversarial domain adaptation: application to financial time-series forecasting.

Dabin Zhang, Ruibin Lin, Tingting Wei, Liwen Ling, Junjie Huang

Neural Comput. Appl., December, 2023

Time series to imaging-based deep learning model for detecting abnormal fluctuation in agriculture product price.

Wentao Jiang, Dabin Zhang, Liwen Ling, Guotao Cai, Liling Zeng

Soft Comput., October, 2023

A Time Series Forecasting Model Selection Framework using CNN and Data Augmentation for Small Sample Data.

Wentao Jiang, Liwen Ling, Dabin Zhang, Ruibin Lin, Liling Zeng

Neural Process. Lett., October, 2023

Optimal forecast combination based on PSO-CS approach for daily agricultural future prices forecasting.

Liling Zeng, Liwen Ling, Dabin Zhang, Wentao Jiang

Appl. Soft Comput., 2023

2022

Time Series Classification Based on Image Transformation Using Feature Fusion Strategy.

Wentao Jiang, Dabin Zhang, Liwen Ling, Ruibin Lin

Neural Process. Lett., 2022

Transfer Learning Based Long Short-Term Memory Network for Financial Time Series Forecasting.

Ruibin Lin, Dabin Zhang, Liwen Ling, Junjie Huang, Guotao Cai

Proceedings of the Neural Information Processing - 29th International Conference, 2022

2020

Forecasting Agricultural Commodity Prices Using Model Selection Framework With Time Series Features and Forecast Horizons.

Dabin Zhang, Shanying Chen, Ling Liwen, Qiang Xia

IEEE Access, 2020

2017

A News-Driven Recurrent Neural Network for Market Volatility Prediction.

Peikang Lin, Xianjie Mo, Guidong Lin, Liwen Ling, Tingting Wei, Wei Luo

Proceedings of the 4th IAPR Asian Conference on Pattern Recognition, 2017