Constructing a multilayer network for stock market. - Wei Chen 061; Manrui Jiang; Cheng Jiang 004 (Soft Comput., 2020)

A novel method for time series prediction based on error decomposition and nonlinear combination of forecasters. - Wei Chen 061; Huilin Xu; Zhensong Chen 001; Manrui Jiang (Neurocomputing, 2021)

A novel graph convolutional feature based convolutional neural network for stock trend prediction. - Wei Chen 061; Manrui Jiang; Wei-Guo Zhang; Zhensong Chen 001 (Inf. Sci., 2021)

Improved multiobjective bat algorithm for the credibilistic multiperiod mean-VaR portfolio optimization problem. - Manrui Jiang; Weiyi Liu; Wen Xu; Wei Chen 061 (Soft Comput., 2021)

The two-stage machine learning ensemble models for stock price prediction by combining mode decomposition, extreme learning machine and improved harmony search algorithm. - Manrui Jiang; Lifen Jia; Zhensong Chen 001; Wei Chen 061 (Ann. Oper. Res., 2022)

An improved deep temporal convolutional network for new energy stock index prediction. - Wei Chen; Ni An; Manrui Jiang; Lifen Jia (Inf. Sci., 2024)

A novel interval dual convolutional neural network method for interval-valued stock price prediction. - Manrui Jiang; Wei Chen; Huilin Xu; Yanxin Liu (Pattern Recognit., 2024)