default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCIDJinghua Tan
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2026
[j15]Jinghua Tan, Junxiao Chen, Shanshan Feng
, Huang Li, Jun Wang, Yang Zhang, Minghui Kang:
A direction-sensitive graph learning to explore supply chain network for financial risk detection. Appl. Soft Comput. 186: 114189 (2026)- [j14]Long Shi, Junyu Chen, Lei Cao, Jun Wang, Jinghua Tan, Badong Chen:
Multi-view graph neural networks by augmented aggregation. Appl. Soft Comput. 191: 114621 (2026) - [j13]Yang Zhang, Hanlei Jin, Dan Meng, Jun Wang, Jinghua Tan:
A comprehensive survey on automatic text summarization with exploration of LLM-based methods. Neurocomputing 663: 131928 (2026) - 2025
- [j12]Yi Zhou, Tai-Xiang Jiang, Jun Wang, Jinghua Tan:
Model-Guided Stock Movements Prediction with Homogeneous-Heterogeneous pattern learning. Appl. Soft Comput. 182: 113519 (2025) - [j11]Jun Wang, Lei Liao, Kaiyang Zhong, Muhammet Deveci, Philippe du Jardin, Jinghua Tan, Seifedine Nimer Kadry:
MRRFGNN: Multi-relation reconstruction and fusion graph neural network for stock crash prediction. Inf. Sci. 689: 121507 (2025) - 2024
- [j10]Jinghua Tan, Muhammet Deveci, Juan Li, Kaiyang Zhong:
Asset pricing via fused deep learning with visual clues. Inf. Fusion 102: 102049 (2024) - [i1]Hanlei Jin, Yang Zhang, Dan Meng, Jun Wang, Jinghua Tan:
A Comprehensive Survey on Process-Oriented Automatic Text Summarization with Exploration of LLM-Based Methods. CoRR abs/2403.02901 (2024) - 2023
- [j9]Jun Wang, Wenjin Zhao, Fu-Sheng Tsai, Hanlei Jin, Jinghua Tan, Chao Su:
A study of crude oil futures price volatility based on multi-dimensional data from event-driven and deep learning perspectives. Appl. Soft Comput. 146: 110548 (2023) - [j8]Yao Xiao, Ye Chen, Jinghua Tan, Javier Cifuentes-Faura:
The Impact of Dissonant Tie on Innovation Performance of Digital Transformation: Innovation From Difficult Working Individuals. J. Glob. Inf. Manag. 31(1): 1-21 (2023) - [j7]Jun Wang, Yexun Hu, Tai-Xiang Jiang, Jinghua Tan, Qing Li:
Essential tensor learning for multimodal information-driven stock movement prediction. Knowl. Based Syst. 262: 110262 (2023) - [j6]Long Shi, Jinghua Tan, Jun Wang, Qing Li, Lu Lu, Badong Chen:
Robust kernel adaptive filtering for nonlinear time series prediction. Signal Process. 210: 109090 (2023) - [c10]Chenhao He, Qing Li, Rui Cheng, Jun Wang, Jinghua Tan:
The Hysteresis Effect of Momentum Spillover in Asset Pricing via Spatial-Temporal Graph Learning. ICNC 2023: 153-158 - 2022
- [j5]Jun Wang, Hanlei Jin, Junxiao Chen, Jinghua Tan, Kaiyang Zhong:
Anomaly detection in Internet of medical Things with Blockchain from the perspective of deep neural network. Inf. Sci. 617: 133-149 (2022) - [j4]Jinghua Tan, Qing Li, Jun Wang, Junxiao Chen:
FinHGNN: A conditional heterogeneous graph learning to address relational attributes for stock predictions. Inf. Sci. 618: 317-335 (2022) - [j3]Xiaoman Jin, Jun Wang, Jinghua Tan, Qing Li:
Media Platforms and Stock Performance: Evidence From Internet News. J. Glob. Inf. Manag. 30(1): 1-25 (2022) - [j2]Xiaohan Li, Jun Wang, Jinghua Tan, Shiyu Ji, Huading Jia:
A graph neural network-based stock forecasting method utilizing multi-source heterogeneous data fusion. Multim. Tools Appl. 81(30): 43753-43775 (2022) - [c9]Jinghua Tan, Qinyu Gan, Guanyuan Yu, Junxiao Chen, Chuanhui Zhang:
An Unsupervised Heterograph Model for Identifying Operational Risk Events in Financial Services. CAIBDA 2022: 1-7 - [c8]Chuanhui Zhang, Junxiao Chen, Tao Shu, Jinghua Tan:
Enterprise Event Risk Detection Based on Supply Chain Contagion. DSAA 2022: 1-10 - [c7]Hanlei Jin, Jun Wang, Jinghua Tan, Junxiao Chen, Tao Shu:
Incorporating News Summaries for Stock Predictions via Graphical Learning. WISE 2022: 409-417 - 2021
- [j1]Qing Li, Jinghua Tan, Jun Wang, Hsinchun Chen:
A Multimodal Event-Driven LSTM Model for Stock Prediction Using Online News. IEEE Trans. Knowl. Data Eng. 33(10): 3323-3337 (2021) - [c6]Jun Wang, Jinghua Tan, Hanlei Jin, Shuo Qi:
Unsupervised graph-clustering learning framework for financial news summarization. ICDM (Workshops) 2021: 719-726 - [c5]Jun Wang, Jinghua Tan, Jiujiu Chen, Hanlei Jin:
A Knowledge-aware and Time-sensitive Financial News Recommendation System Based on Firm Relation Derivation. ICDM (Workshops) 2021: 1104-1111 - 2020
- [c4]Jun Wang, Xing Liu, Ali M. S. Alfosool, Junjie Su, Xirui Fu, Jinghua Tan:
An Intelligent System for Rumor Recognition and Rumor Sentiment Judgment. ICNC 2020: 309-313
2010 – 2019
- 2019
- [c3]Jinghua Tan, Jun Wang, Denisa Rinprasertmeechai, Rong Xing, Qing Li:
A Tensor-based eLSTM Model to Predict Stock Price Using Financial News. HICSS 2019: 1-10 - 2017
- [c2]Hua Zhang, Jun Wang, Yan Chen, Jinghua Tan, Qing Li:
Research on Automatic Identification of Rumors in Stock Forum Based on Machine Learning. PACIS 2017: 46
2000 – 2009
- 2009
- [c1]Qirui Zhang, Jinghua Tan, Huaying Zhou, Weiye Tao, Kejing He:
Machine Learning Methods for Medical Text Categorization. PACCS 2009: 494-497
Coauthor Index
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 2026-03-06 21:37 CET by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
