Multifractal Behaviors of Stock Indices and Their Ability to Improve Forecasting in a Volatility Clustering Period. - Shuwen Zhang; Wen Fang 002 (Entropy, 2021)

Improving prediction efficiency of Chinese stock index futures intraday price by VIX-Lasso-GRU Model. - Wen Fang 002; Shuwen Zhang; Chang Xu (Expert Syst. Appl., 2024)