Shangkun Deng

According to our database1, Shangkun Deng authored at least 18 papers between 2011 and 2023.

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



In proceedings 
PhD thesis 




High-frequency forecasting of the crude oil futures price with multiple timeframe predictions fusion.
Expert Syst. Appl., May, 2023

High-frequency direction forecasting and simulation trading of the crude oil futures using Ichimoku KinkoHyo and Fuzzy Rough Set.
Expert Syst. Appl., April, 2023

Stock Price Crash Warning in the Chinese Security Market Using a Machine Learning-Based Method and Financial Indicators.
Syst., 2022

High-Frequency Direction Forecasting of the Futures Market Using a Machine-Learning-Based Method.
Future Internet, 2022

Data augmentation for Convolutional LSTM based brain computer interface system.
Appl. Soft Comput., 2022

Dynamic forecasting of the Shanghai Stock Exchange index movement using multiple types of investor sentiment.
Appl. Soft Comput., 2022

A novel hybrid method for direction forecasting and trading of Apple Futures.
Appl. Soft Comput., 2021

A Decision Support System for Trading in Apple Futures Market Using Predictions Fusion.
IEEE Access, 2021

A hybrid model of dynamic time wrapping and hidden Markov model for forecasting and trading in crude oil market.
Soft Comput., 2020

Identification of Insider Trading Using Extreme Gradient Boosting and Multi-Objective Optimization.
Inf., 2019

A hybrid method for crude oil price direction forecasting using multiple timeframes dynamic time wrapping and genetic algorithm.
Appl. Soft Comput., 2019

A gradient boosting decision tree approach for insider trading identification: An empirical model evaluation of China stock market.
Appl. Soft Comput., 2019

Prediction and Trading in Crude Oil Markets Using Multi-Class Classification and Multi-Objective Optimization.
IEEE Access, 2019

Foreign Exchange Trading Rules Using a Single Technical Indicator from Multiple Timeframes.
Proceedings of the 27th International Conference on Advanced Information Networking and Applications Workshops, 2013

Robustness Test of Genetic Algorithm on Generating Rules for Currency Trading.
Proceedings of the 3rd International Neural Network Society Winter Conference, 2012

Prediction of Foreign Exchange Market States with Support Vector Machine.
Proceedings of the 10th International Conference on Machine Learning and Applications and Workshops, 2011

Multiple Kernel Learning on Time Series Data and Social Networks for Stock Price Prediction.
Proceedings of the 10th International Conference on Machine Learning and Applications and Workshops, 2011

Combining Technical Analysis with Sentiment Analysis for Stock Price Prediction.
Proceedings of the IEEE Ninth International Conference on Dependable, 2011