An XGBoost-based multivariate deep learning framework for stock index futures price forecasting. - Jujie Wang; Qian Cheng; Ying Dong 004 (Kybernetes, 2023)

A novel multifactor clustering integration paradigm based on two-stage feature engineering and improved bidirectional deep neural networks for exchange rate forecasting. - Jujie Wang; Ying Dong 004; Jing Liu (Digit. Signal Process., 2023)

An interpretable deep learning multi-dimensional integration framework for exchange rate forecasting based on deep and shallow feature selection and snapshot ensemble technology. - Jujie Wang; Ying Dong 004 (Eng. Appl. Artif. Intell., 2024)

Combining Interpretable Embedded Multicriteria Feature Cross-Selection Engineering and Machine Learning to Mimic the Brain for Stock Trading Signal Prediction. - Jujie Wang; Ying Dong 004 (Cogn. Comput., 2025)