Rong Xing

According to our database, Rong Xing authored at least 5 papers between 2019 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Learning to Understand the Vague Graph for Stock Prediction With Momentum Spillovers.

Rong Xing, Rui Cheng, Jiwen Huang, Qing Li, Jingmei Zhao

IEEE Trans. Knowl. Data Eng., April, 2024

2022

Asset pricing via deep graph learning to incorporate heterogeneous predictors.

Jiwen Huang, Rong Xing, Qing Li

Int. J. Intell. Syst., 2022

2020

Existence and asymptotic behavior of vector solutions for linearly coupled Choquard-type systems.

Na Xu, Shiwang Ma, Rong Xing

Appl. Math. Lett., 2020

The Media-based Corporate Swarm on Stock Markets.

Rong Xing, Qing Li, Jingmei Zhao, Jiwen Huang

Proceedings of the International Conference on Computing, Networking and Communications, 2020

2019

A Tensor-based eLSTM Model to Predict Stock Price Using Financial News.

Jinghua Tan, Jun Wang, Denisa Rinprasertmeechai, Rong Xing, Qing Li

Proceedings of the 52nd Hawaii International Conference on System Sciences, 2019