Shaocong Wu
Orcid: 0000-0002-7655-7636
According to our database1,
Shaocong Wu
authored at least 13 papers
between 2020 and 2023.
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Bibliography
2023
VGbel: An exploration of ensemble learning incorporating non-Euclidean structural representation for time series classification.
Expert Syst. Appl., August, 2023
Improving stock trend prediction through financial time series classification and temporal correlation analysis based on aligning change point.
Soft Comput., April, 2023
2022
Construction of stock portfolios based on k-means clustering of continuous trend features.
Knowl. Based Syst., 2022
A hybrid framework based on extreme learning machine, discrete wavelet transform, and autoencoder with feature penalty for stock prediction.
Expert Syst. Appl., 2022
Jointly modeling transfer learning of industrial chain information and deep learning for stock prediction.
Expert Syst. Appl., 2022
A stock time series forecasting approach incorporating candlestick patterns and sequence similarity.
Expert Syst. Appl., 2022
Appl. Intell., 2022
Proceedings of the SIGIR '22: The 45th International ACM SIGIR Conference on Research and Development in Information Retrieval, Madrid, Spain, July 11, 2022
2021
A Hybrid Method Based on Extreme Learning Machine and Wavelet Transform Denoising for Stock Prediction.
Entropy, 2021
Entropy, 2021
A Novel Time-Sensitive Composite Similarity Model for Multivariate Time-Series Correlation Analysis.
Entropy, 2021
2020
Entropy, 2020
A Duet Recommendation Algorithm Based on Jointly Local and Global Representation Learning.
CoRR, 2020