Shangkun Deng

According to our database, Shangkun Deng authored at least 21 papers between 2011 and 2024.

Collaborative distances:

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

2024

An integrated approach of ensemble learning methods for stock index prediction using investor sentiments.

Shangkun Deng, Yingke Zhu, Yiting Yu, Xiaoru Huang

Expert Syst. Appl., March, 2024

Forecasting carbon price trends based on an interpretable light gradient boosting machine and Bayesian optimization.

Shangkun Deng, Jiankang Su, Yingke Zhu, Yiting Yu, Chongyi Xiao

Expert Syst. Appl., 2024

Multi-sentiment fusion for stock price crash risk prediction using an interpretable ensemble learning method.

Shangkun Deng, Qunfang Luo, Yingke Zhu, Hong Ning, Yiting Yu, Yizhuo Gao, Quan Shen, Tatsuro Shimada

Eng. Appl. Artif. Intell., 2024

2023

High-frequency forecasting of the crude oil futures price with multiple timeframe predictions fusion.

Shangkun Deng, Yingke Zhu, Shuangyang Duan, Yiting Yu, Zhe Fu, Jiahe Liu, Xiaoxue Yang, Zonghua Liu

Expert Syst. Appl., May, 2023

High-frequency direction forecasting and simulation trading of the crude oil futures using Ichimoku KinkoHyo and Fuzzy Rough Set.

Shangkun Deng, Chongyi Xiao, Yingke Zhu, Jingyuan Peng, Jie Li, Zonghua Liu

Expert Syst. Appl., April, 2023

2022

Stock Price Crash Warning in the Chinese Security Market Using a Machine Learning-Based Method and Financial Indicators.

Shangkun Deng, Yingke Zhu, Shuangyang Duan, Zhe Fu, Zonghua Liu

Syst., 2022

High-Frequency Direction Forecasting of the Futures Market Using a Machine-Learning-Based Method.

Shangkun Deng, Yingke Zhu, Xiaoru Huang, Shuangyang Duan, Zhe Fu

Future Internet, 2022

Data augmentation for Convolutional LSTM based brain computer interface system.

Kahoko Takahashi, Zhe Sun, Jordi Solé-Casals, Andrzej Cichocki, Anh Huy Phan, Qibin Zhao, Hui-Hai Zhao, Shangkun Deng, Ruggero Micheletto

Appl. Soft Comput., 2022

Dynamic forecasting of the Shanghai Stock Exchange index movement using multiple types of investor sentiment.

Shangkun Deng, Chongyi Xiao, Yingke Zhu, Yu Tian, Zonghua Liu, Tianxiang Yang

Appl. Soft Comput., 2022

2021

A novel hybrid method for direction forecasting and trading of Apple Futures.

Shangkun Deng, Xiaoru Huang, Zhaohui Qin, Zhe Fu, Tianxiang Yang

Appl. Soft Comput., 2021

A Decision Support System for Trading in Apple Futures Market Using Predictions Fusion.

Shangkun Deng, Xiaoru Huang, Jiahui Wang, Zhaohui Qin, Zhe Fu, Aiming Wang, Tianxiang Yang

IEEE Access, 2021

2020

A hybrid model of dynamic time wrapping and hidden Markov model for forecasting and trading in crude oil market.

Shangkun Deng, Youtao Xiang, Boyang Nan, Hongyu Tian, Zhe Sun

Soft Comput., 2020

2019

Identification of Insider Trading Using Extreme Gradient Boosting and Multi-Objective Optimization.

Shangkun Deng, Chenguang Wang, Jie Li, Haoran Yu, Hongyu Tian, Yu Zhang, Yong Cui, Fangjie Ma, Tianxiang Yang

Inf., 2019

A hybrid method for crude oil price direction forecasting using multiple timeframes dynamic time wrapping and genetic algorithm.

Shangkun Deng, Youtao Xiang, Zhe Fu, Mingyue Wang, Yueren Wang

Appl. Soft Comput., 2019

A gradient boosting decision tree approach for insider trading identification: An empirical model evaluation of China stock market.

Shangkun Deng, Chenguang Wang, Mingyue Wang, Zhe Sun

Appl. Soft Comput., 2019

Prediction and Trading in Crude Oil Markets Using Multi-Class Classification and Multi-Objective Optimization.

Shangkun Deng, Xiaoru Huang, Jiashuang Shen, Haoran Yu, Chenguang Wang, Hongyu Tian, Fangjie Ma, Tianxiang Yang

IEEE Access, 2019

2013

Foreign Exchange Trading Rules Using a Single Technical Indicator from Multiple Timeframes.

Shangkun Deng, Akito Sakurai

Proceedings of the 27th International Conference on Advanced Information Networking and Applications Workshops, 2013

2012

Robustness Test of Genetic Algorithm on Generating Rules for Currency Trading.

Shangkun Deng, Yizhou Sun, Akito Sakurai

Proceedings of the 3rd International Neural Network Society Winter Conference, 2012

2011

Prediction of Foreign Exchange Market States with Support Vector Machine.

Kei Shioda, Shangkun Deng, Akito Sakurai

Proceedings of the 10th International Conference on Machine Learning and Applications and Workshops, 2011

Multiple Kernel Learning on Time Series Data and Social Networks for Stock Price Prediction.

Shangkun Deng, Takashi Mitsubuchi, Kei Shioda, Tatsuro Shimada, Akito Sakurai

Proceedings of the 10th International Conference on Machine Learning and Applications and Workshops, 2011

Combining Technical Analysis with Sentiment Analysis for Stock Price Prediction.

Shangkun Deng, Takashi Mitsubuchi, Kei Shioda, Tatsuro Shimada, Akito Sakurai

Proceedings of the IEEE Ninth International Conference on Dependable, 2011