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ORCIDJujie Wang
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2020 – today
- 2024
[j25]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): 243-264 (2024)- [j24]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: 108282 (2024) - [j23]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: 121286 (2024) - [j22]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: 122891 (2024) - [j21]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: 123965 (2024) - [j20]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): 5541-5556 (2024) - 2023
- [j19]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): 7237-7262 (2023) - [j18]Jujie Wang, Dongming Gao, Zhenzhen Zhuang:
An optimized deep nonlinear integrated framework for wind speed forecasting and uncertainty analysis. Appl. Soft Comput. 141: 110310 (2023) - [j17]Jujie Wang, Shuzhou Zhu:
A Novel Stock Index Direction Prediction Based on Dual Classifier Coupling and Investor Sentiment Analysis. Cogn. Comput. 15(3): 1023-1041 (2023) - [j16]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: 104258 (2023) - [j15]Yunxuan Dong, Ling Xiao, Jiasheng Wang, Jujie Wang:
A time series attention mechanism based model for tourism demand forecasting. Inf. Sci. 628: 269-290 (2023) - [j14]Jujie Wang, Qian Cheng, Ying Dong:
An XGBoost-based multivariate deep learning framework for stock index futures price forecasting. Kybernetes 52(10): 4158-4177 (2023) - [j13]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): 22961-22979 (2023) - [j12]Jujie Wang, Feng Jing, Maolin He:
Stock Trading Strategy of Reinforcement Learning Driven by Turning Point Classification. Neural Process. Lett. 55(3): 3489-3508 (2023) - 2022
- [j11]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): 3283-3314 (2022) - [j10]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: 103567 (2022) - [j9]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: 104908 (2022) - 2021
- [j8]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): 107898 (2021) - [j7]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): 1574-1592 (2021) - [j6]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): 4613-4637 (2021)
2010 – 2019
- 2019
- [j5]Jujie Wang, Yaning Li:
An innovative hybrid approach for multi-step ahead wind speed prediction. Appl. Soft Comput. 78: 296-309 (2019) - 2018
- [j4]Jujie Wang, Yaning Li:
Short-Term Wind Speed Prediction Using Signal Preprocessing Technique and Evolutionary Support Vector Regression. Neural Process. Lett. 48(2): 1043-1061 (2018) - 2014
- [j3]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: 452-459 (2014) - [j2]Jujie Wang, Wenyu Zhang, Jianzhou Wang, Tingting Han, Lingbin Kong:
A novel hybrid approach for wind speed prediction. Inf. Sci. 273: 304-318 (2014) - 2013
- [j1]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): 3225-3233 (2013)
Coauthor Index
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