Jun Wang

Orcid: 0000-0002-2613-2752

Affiliations:
  • Southwestern University of Finance and Economics, Chengdu, China


According to our database1, Jun Wang authored at least 19 papers between 2008 and 2023.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

Legend:

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Article 
PhD thesis 
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Links

Online presence:

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Bibliography

2023
CUPVC: A Constraint-Based Unsupervised Prosody Transfer for Improving Telephone Banking Services.
IEEE ACM Trans. Audio Speech Lang. Process., 2023

Robust kernel adaptive filtering for nonlinear time series prediction.
Signal Process., 2023

Enhanced Latent Multi-view Subspace Clustering.
CoRR, 2023

The Hysteresis Effect of Momentum Spillover in Asset Pricing via Spatial-Temporal Graph Learning.
Proceedings of the International Conference on Computing, Networking and Communications, 2023

2022
Anomaly detection in Internet of medical Things with Blockchain from the perspective of deep neural network.
Inf. Sci., 2022

FinHGNN: A conditional heterogeneous graph learning to address relational attributes for stock predictions.
Inf. Sci., 2022

Incorporating News Summaries for Stock Predictions via Graphical Learning.
Proceedings of the Web Information Systems Engineering - WISE 2022, 2022

2021
A Multimodal Event-Driven LSTM Model for Stock Prediction Using Online News.
IEEE Trans. Knowl. Data Eng., 2021

Unsupervised graph-clustering learning framework for financial news summarization.
Proceedings of the 2021 International Conference on Data Mining, 2021

A Knowledge-aware and Time-sensitive Financial News Recommendation System Based on Firm Relation Derivation.
Proceedings of the 2021 International Conference on Data Mining, 2021

2020
A deep multimodal generative and fusion framework for class-imbalanced multimodal data.
Multim. Tools Appl., 2020

A multimodal generative and fusion framework for recognizing faculty homepages.
Inf. Sci., 2020

An Intelligent System for Rumor Recognition and Rumor Sentiment Judgment.
Proceedings of the International Conference on Computing, Networking and Communications, 2020

2019
A Tensor-based eLSTM Model to Predict Stock Price Using Financial News.
Proceedings of the 52nd Hawaii International Conference on System Sciences, 2019

2018
Web Media and Stock Markets : A Survey and Future Directions from a Big Data Perspective.
IEEE Trans. Knowl. Data Eng., 2018

2017
The role of social sentiment in stock markets: a view from joint effects of multiple information sources.
Multim. Tools Appl., 2017

Research on Automatic Identification of Rumors in Stock Forum Based on Machine Learning.
Proceedings of the 21st Pacific Asia Conference on Information Systems, 2017

2016
The effect of Rumor Clarification on Chinese Stock Markets.
Proceedings of the 20th Pacific Asia Conference on Information Systems, 2016

2008
Robust Subspace Clustering by Logarithmic Hyperbolic Cosine Function.
IEEE Signal Process. Lett., 2008


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