Shangkun Deng

Publication Activity (10 Years)

Years Active: 2011-2024
Publications (10 Years): 16

Top Topics

Ensemble Learning

Decision Support System

Top Venues

Appl. Soft Comput.

Expert Syst. Appl.

Publications

Shangkun Deng, Qunfang Luo, Yingke Zhu, Hong Ning, Yiting Yu, Yizhuo Gao, Quan Shen, Tatsuro Shimada
Multi-sentiment fusion for stock price crash risk prediction using an interpretable ensemble learning method. Eng. Appl. Artif. Intell. 135 (2024)
Shangkun Deng, Yingke Zhu, Yiting Yu, Xiaoru Huang
An integrated approach of ensemble learning methods for stock index prediction using investor sentiments. Expert Syst. Appl. 238 (Part A) (2024)
Shangkun Deng, Jiankang Su, Yingke Zhu, Yiting Yu, Chongyi Xiao
Forecasting carbon price trends based on an interpretable light gradient boosting machine and Bayesian optimization. Expert Syst. Appl. 242 (2024)
Shangkun Deng, Chongyi Xiao, Yingke Zhu, Jingyuan Peng, Jie Li, Zonghua Liu
High-frequency direction forecasting and simulation trading of the crude oil futures using Ichimoku KinkoHyo and Fuzzy Rough Set. Expert Syst. Appl. 215 (2023)
Shangkun Deng, Yingke Zhu, Shuangyang Duan, Yiting Yu, Zhe Fu, Jiahe Liu, Xiaoxue Yang, Zonghua Liu
High-frequency forecasting of the crude oil futures price with multiple timeframe predictions fusion. Expert Syst. Appl. 217 (2023)
Kahoko Takahashi, Zhe Sun, Jordi Solé-Casals, Andrzej Cichocki, Anh Huy Phan, Qibin Zhao, Hui-Hai Zhao, Shangkun Deng, Ruggero Micheletto
Data augmentation for Convolutional LSTM based brain computer interface system. Appl. Soft Comput. 122 (2022)
Shangkun Deng, Chongyi Xiao, Yingke Zhu, Yu Tian, Zonghua Liu, Tianxiang Yang
Dynamic forecasting of the Shanghai Stock Exchange index movement using multiple types of investor sentiment. Appl. Soft Comput. 125 (2022)
Shangkun Deng, Yingke Zhu, Xiaoru Huang, Shuangyang Duan, Zhe Fu
High-Frequency Direction Forecasting of the Futures Market Using a Machine-Learning-Based Method. Future Internet 14 (6) (2022)
Shangkun Deng, Yingke Zhu, Shuangyang Duan, Zhe Fu, Zonghua Liu
Stock Price Crash Warning in the Chinese Security Market Using a Machine Learning-Based Method and Financial Indicators. Syst. 10 (4) (2022)
Shangkun Deng, Xiaoru Huang, Zhaohui Qin, Zhe Fu, Tianxiang Yang
A novel hybrid method for direction forecasting and trading of Apple Futures. Appl. Soft Comput. 110 (2021)
Shangkun Deng, Xiaoru Huang, Jiahui Wang, Zhaohui Qin, Zhe Fu, Aiming Wang, Tianxiang Yang
A Decision Support System for Trading in Apple Futures Market Using Predictions Fusion. IEEE Access 9 (2021)
Shangkun Deng, Youtao Xiang, Boyang Nan, Hongyu Tian, Zhe Sun
A hybrid model of dynamic time wrapping and hidden Markov model for forecasting and trading in crude oil market. Soft Comput. 24 (9) (2020)
Shangkun Deng, Youtao Xiang, Zhe Fu, Mingyue Wang, Yueren Wang
A hybrid method for crude oil price direction forecasting using multiple timeframes dynamic time wrapping and genetic algorithm. Appl. Soft Comput. 82 (2019)
Shangkun Deng, Chenguang Wang, Jie Li, Haoran Yu, Hongyu Tian, Yu Zhang, Yong Cui, Fangjie Ma, Tianxiang Yang
Identification of Insider Trading Using Extreme Gradient Boosting and Multi-Objective Optimization. Inf. 10 (12) (2019)
Shangkun Deng, Xiaoru Huang, Jiashuang Shen, Haoran Yu, Chenguang Wang, Hongyu Tian, Fangjie Ma, Tianxiang Yang
Prediction and Trading in Crude Oil Markets Using Multi-Class Classification and Multi-Objective Optimization. IEEE Access 7 (2019)
Shangkun Deng, Chenguang Wang, Mingyue Wang, Zhe Sun
A gradient boosting decision tree approach for insider trading identification: An empirical model evaluation of China stock market. Appl. Soft Comput. 83 (2019)
Shangkun Deng, Akito Sakurai
Foreign Exchange Trading Rules Using a Single Technical Indicator from Multiple Timeframes. AINA Workshops (2013)
Shangkun Deng, Yizhou Sun, Akito Sakurai
Robustness Test of Genetic Algorithm on Generating Rules for Currency Trading. INNS-WC (2012)
Shangkun Deng, Takashi Mitsubuchi, Kei Shioda, Tatsuro Shimada, Akito Sakurai
Multiple Kernel Learning on Time Series Data and Social Networks for Stock Price Prediction. ICMLA (2) (2011)
Kei Shioda, Shangkun Deng, Akito Sakurai
Prediction of Foreign Exchange Market States with Support Vector Machine. ICMLA (1) (2011)
Shangkun Deng, Takashi Mitsubuchi, Kei Shioda, Tatsuro Shimada, Akito Sakurai
Combining Technical Analysis with Sentiment Analysis for Stock Price Prediction. DASC (2011)