![](https://dblp.dagstuhl.de/img/logo.ua.320x120.png)
![](https://dblp.dagstuhl.de/img/dropdown.dark.16x16.png)
![](https://dblp.dagstuhl.de/img/peace.dark.16x16.png)
Остановите войну!
for scientists:
![search dblp search dblp](https://dblp.dagstuhl.de/img/search.dark.16x16.png)
![search dblp](https://dblp.dagstuhl.de/img/search.dark.16x16.png)
default search action
Jujie Wang
Person information
Refine list
![note](https://dblp.dagstuhl.de/img/note-mark.dark.12x12.png)
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
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
![](https://dblp.dagstuhl.de/img/cog.dark.24x24.png)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from ,
, and
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and
to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-08-03 20:17 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint