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 36 papers between 2008 and 2026.

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

Timeline

Legend:

Book  In proceedings  Article  PhD thesis  Dataset  Other 

Links

Online presence:

On csauthors.net:

Bibliography

2026
FDNet: High-frequency disentanglement network with information-theoretic guidance for multivariate time series forecasting.
Pattern Recognit., 2026

TimeCNN: Refining inscross-variable interaction on time point for time series forecasting.
Neural Networks, 2026

MRDNet: Multivariable Relational Decomposition Network for Multivariate Time Series Forecasting.
Knowl. Based Syst., 2026

A comprehensive survey on automatic text summarization with exploration of LLM-based methods.
Neurocomputing, 2026

Graph learning and its advancements on large language models: A holistic survey.
Neurocomputing, 2026

GazeCLIP: Enhancing gaze estimation through text-guided multimodal learning.
Neurocomputing, 2026

A multi-graph learning framework to fuse heterogeneous market information for stock forecasting.
Expert Syst. Appl., 2026

A direction-sensitive graph learning to explore supply chain network for financial risk detection.
Appl. Soft Comput., 2026

Multi-view graph neural networks by augmented aggregation.
Appl. Soft Comput., 2026

2025
InfMasking: Unleashing Synergistic Information by Contrastive Multimodal Interactions.
CoRR, September, 2025

Relational Stock Selection via Probabilistic State Space Learning.
IEEE Trans. Knowl. Data Eng., February, 2025

MRRFGNN: Multi-relation reconstruction and fusion graph neural network for stock crash prediction.
Inf. Sci., 2025

Model-Guided Stock Movements Prediction with Homogeneous-Heterogeneous pattern learning.
Appl. Soft Comput., 2025

CAMEF: Causal-Augmented Multi-Modality Event-Driven Financial Forecasting by Integrating Time Series Patterns and Salient Macroeconomic Announcements.
Proceedings of the 31st ACM SIGKDD Conference on Knowledge Discovery and Data Mining, V.2, 2025

2024
Enhanced Latent Multi-View Subspace Clustering.
IEEE Trans. Circuits Syst. Video Technol., December, 2024

FinKENet: A Novel Financial Knowledge Enhanced Network for Financial Question Matching.
Entropy, January, 2024

TimeCNN: Refining Cross-Variable Interaction on Time Point for Time Series Forecasting.
CoRR, 2024

2023
Essential tensor learning for multimodal information-driven stock movement prediction.
Knowl. Based Syst., February, 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

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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