Robust Subspace Clustering by Logarithmic Hyperbolic Cosine Function. - Lei Cao; Long Shi 002; Jun Wang 089; Zhendong Yang; Badong Chen (IEEE Signal Process. Lett., 2008)

The effect of Rumor Clarification on Chinese Stock Markets. - Jun Wang 089; Yan Chen 016; Yang Tang; Qing Li 005 (PACIS, 2016)

Research on Automatic Identification of Rumors in Stock Forum Based on Machine Learning. - Hua Zhang; Jun Wang 089; Yan Chen 016; Jinghua Tan; Qing Li 005 (PACIS, 2017)

The role of social sentiment in stock markets: a view from joint effects of multiple information sources. - Qing Li 005; Jun Wang 089; Feng Wang; Ping Li 060; Ling Liu 008; Yuanzhu Chen 001 (Multim. Tools Appl., 2017)

Web Media and Stock Markets : A Survey and Future Directions from a Big Data Perspective. - Qing Li 005; Yan Chen 016; Jun Wang 089; Yuanzhu Chen 001; Hsinchun Chen (IEEE Trans. Knowl. Data Eng., 2018)

A Tensor-based eLSTM Model to Predict Stock Price Using Financial News. - Jinghua Tan; Jun Wang 089; Denisa Rinprasertmeechai; Rong Xing; Qing Li 005 (HICSS, 2019)

An Intelligent System for Rumor Recognition and Rumor Sentiment Judgment. - Jun Wang 089; Xing Liu; Ali M. S. Alfosool; Junjie Su; Xirui Fu; Jinghua Tan (ICNC, 2020)

A multimodal generative and fusion framework for recognizing faculty homepages. - Guanyuan Yu; Qing Li 005; Jun Wang 089; Di Zhang; Yuehao Liu (Inf. Sci., 2020)

A deep multimodal generative and fusion framework for class-imbalanced multimodal data. - Qing Li 005; Guanyuan Yu; Jun Wang 089; Yuehao Liu (Multim. Tools Appl., 2020)

A Knowledge-aware and Time-sensitive Financial News Recommendation System Based on Firm Relation Derivation. - Jun Wang 089; Jinghua Tan; Jiujiu Chen; Hanlei Jin (ICDM (Workshops), 2021)

Unsupervised graph-clustering learning framework for financial news summarization. - Jun Wang 089; Jinghua Tan; Hanlei Jin; Shuo Qi (ICDM (Workshops), 2021)

A Multimodal Event-Driven LSTM Model for Stock Prediction Using Online News. - Qing Li 005; Jinghua Tan; Jun Wang 089; Hsinchun Chen (IEEE Trans. Knowl. Data Eng., 2021)

Incorporating News Summaries for Stock Predictions via Graphical Learning. - Hanlei Jin; Jun Wang 089; Jinghua Tan; Junxiao Chen; Tao Shu (WISE, 2022)

FinHGNN: A conditional heterogeneous graph learning to address relational attributes for stock predictions. - Jinghua Tan; Qing Li 005; Jun Wang 089; Junxiao Chen (Inf. Sci., 2022)

Anomaly detection in Internet of medical Things with Blockchain from the perspective of deep neural network. - Jun Wang 089; Hanlei Jin; Junxiao Chen; Jinghua Tan; Kaiyang Zhong (Inf. Sci., 2022)

The Hysteresis Effect of Momentum Spillover in Asset Pricing via Spatial-Temporal Graph Learning. - Chenhao He; Qing Li 005; Rui Cheng 007; Jun Wang 089; Jinghua Tan (ICNC, 2023)

Robust kernel adaptive filtering for nonlinear time series prediction. - Long Shi 002; Jinghua Tan; Jun Wang 089; Qing Li 005; Lu Lu 005; Badong Chen (Signal Process., 2023)

CUPVC: A Constraint-Based Unsupervised Prosody Transfer for Improving Telephone Banking Services. - Ben Liu; Jun Wang 089; Guanyuan Yu; Shaolei Chen (IEEE ACM Trans. Audio Speech Lang. Process., 2023)

Essential tensor learning for multimodal information-driven stock movement prediction. - Jun Wang 089; Yexun Hu; Tai-Xiang Jiang; Jinghua Tan; Qing Li 005 (Knowl. Based Syst., 2023)

Enhanced Latent Multi-View Subspace Clustering. - Long Shi 002; Lei Cao; Jun Wang 089; Badong Chen (IEEE Trans. Circuits Syst. Video Technol., 2024)

Model-Guided Stock Movements Prediction with Homogeneous-Heterogeneous pattern learning. - Yi Zhou; Tai-Xiang Jiang; Jun Wang 089; Jinghua Tan (Appl. Soft Comput., 2025)

MRRFGNN: Multi-relation reconstruction and fusion graph neural network for stock crash prediction. - Jun Wang 089; Lei Liao; Kaiyang Zhong; Muhammet Deveci; Philippe du Jardin; Jinghua Tan; Seifedine Nimer Kadry (Inf. Sci., 2025)

Relational Stock Selection via Probabilistic State Space Learning. - Qiang Gao 003; Zhengxiang Liu; Li Huang 002; Kunpeng Zhang 001; Jun Wang 089; Guisong Liu (IEEE Trans. Knowl. Data Eng., 2025)