Jujie Wang

Publication Activity (10 Years)

Years Active: 2013-2024
Publications (10 Years): 22

Top Topics

Elman Neural Network

Factor Analysis

Top Venues

Appl. Soft Comput.

Neural Process. Lett.

Expert Syst. Appl.

Publications

Jujie Wang, Ying Dong
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. 133 (2024)
Jujie Wang, Jing Liu
Two-Stage Deep Ensemble Paradigm Based on Optimal Multi-scale Decomposition and Multi-factor Analysis for Stock Price Prediction. Cogn. Comput. 16 (1) (2024)
Jujie Wang, Jing Liu, Weiyi Jiang
An enhanced interval-valued decomposition integration model for stock price prediction based on comprehensive feature extraction and optimized deep learning. Expert Syst. Appl. 243 (2024)
Jujie Wang, Qian Cheng, Xin Sun
A novel Gaussian process regression-based stock index interval forecasting model integrating optimal variables screening with bidirectional long short-term memory. Soft Comput. 28 (6) (2024)
Jujie Wang, Maolin He, Weiyi Jiang
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. 236 (2024)
Jujie Wang, Xudong Tang, Weiyi Jiang
A deterministic and probabilistic hybrid model for wind power forecasting based improved feature screening and optimal Gaussian mixed kernel function. Expert Syst. Appl. 251 (2024)
Yunxuan Dong, Ling Xiao, Jiasheng Wang, Jujie Wang
A time series attention mechanism based model for tourism demand forecasting. Inf. Sci. 628 (2023)
Jujie Wang, Shuzhou Zhu
A Novel Stock Index Direction Prediction Based on Dual Classifier Coupling and Investor Sentiment Analysis. Cogn. Comput. 15 (3) (2023)
Jujie Wang, Feng Jing, Maolin He
Stock Trading Strategy of Reinforcement Learning Driven by Turning Point Classification. Neural Process. Lett. 55 (3) (2023)
Jujie Wang, Shuzhou Zhu
A multi-factor two-stage deep integration model for stock price prediction based on intelligent optimization and feature clustering. Artif. Intell. Rev. 56 (7) (2023)
Jujie Wang, Maolin He, Wenjie Xu, Feng Jing
A deep learning-based nonlinear ensemble approach with biphasic feature selection for multivariate exchange rate forecasting. Multim. Tools Appl. 82 (15) (2023)
Jujie Wang, Qian Cheng, Ying Dong
An XGBoost-based multivariate deep learning framework for stock index futures price forecasting. Kybernetes 52 (10) (2023)
Jujie Wang, Dongming Gao, Zhenzhen Zhuang
An optimized deep nonlinear integrated framework for wind speed forecasting and uncertainty analysis. Appl. Soft Comput. 141 (2023)
Jujie Wang, Ying Dong, Jing Liu
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. 143 (2023)
Jujie Wang, Quan Cui, Xin Sun, Maolin He
Asian stock markets closing index forecast based on secondary decomposition, multi-factor analysis and attention-based LSTM model. Eng. Appl. Artif. Intell. 113 (2022)
Jujie Wang, Yu Chen, Shuzhou Zhu, Wenjie Xu
Depth feature extraction-based deep ensemble learning framework for high frequency futures price forecasting. Digit. Signal Process. 127 (2022)
Jujie Wang, Shiyao Qiu
Optimized decomposition and two-step nonlinear integration model with error correction strategy coupled interval prediction for digital currency price forecast. Artif. Intell. Rev. 55 (4) (2022)
Jujie Wang, Junjie He, Chunchen Feng, Liu Feng, Yang Li
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. 113 (Part) (2021)
Jujie Wang, Yu Chen
Adaboost-based Integration Framework Coupled Two-stage Feature Extraction with Deep Learning for Multivariate Exchange Rate Prediction. Neural Process. Lett. 53 (6) (2021)
Jujie Wang, Liu Feng, Yang Li, Junjie He, Chunchen Feng
Deep Nonlinear Ensemble Framework for Stock Index Forecasting and Uncertainty Analysis. Cogn. Comput. 13 (6) (2021)
Jujie Wang, Yaning Li
An innovative hybrid approach for multi-step ahead wind speed prediction. Appl. Soft Comput. 78 (2019)
Jujie Wang, Yaning Li
Short-Term Wind Speed Prediction Using Signal Preprocessing Technique and Evolutionary Support Vector Regression. Neural Process. Lett. 48 (2) (2018)
Jujie Wang, Wenyu Zhang, Jianzhou Wang, Tingting Han, Lingbin Kong
A novel hybrid approach for wind speed prediction. Inf. Sci. 273 (2014)
Jujie Wang, Wenyu Zhang, Yaning Li, Jianzhou Wang, Zhangli Dang
Forecasting wind speed using empirical mode decomposition and Elman neural network. Appl. Soft Comput. 23 (2014)
Wenyu Zhang, Jujie Wang, Jianzhou Wang, Zengbao Zhao, Meng Tian
Short-term wind speed forecasting based on a hybrid model. Appl. Soft Comput. 13 (7) (2013)