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)

The Media-based Corporate Swarm on Stock Markets. - Rong Xing; Qing Li 005; Jingmei Zhao; Jiwen Huang (ICNC, 2020)

Existence and asymptotic behavior of vector solutions for linearly coupled Choquard-type systems. - Na Xu; Shiwang Ma; Rong Xing (Appl. Math. Lett., 2020)

Asset pricing via deep graph learning to incorporate heterogeneous predictors. - Jiwen Huang; Rong Xing; Qing Li 005 (Int. J. Intell. Syst., 2022)

Learning to Understand the Vague Graph for Stock Prediction With Momentum Spillovers. - Rong Xing; Rui Cheng 007; Jiwen Huang; Qing Li 005; Jingmei Zhao (IEEE Trans. Knowl. Data Eng., 2024)