Estimating Time-Varying Beta of Price Limits and Its Applications in China Stock Market. - Rongquan Bai; Zuoquan Zhang; Menggang Li (J. Appl. Math., 2013)

A hybrid system with filter approach and multiple population genetic algorithm for feature selection in credit scoring. - Di Wang; Zuoquan Zhang; Rongquan Bai; Yanan Mao (J. Comput. Appl. Math., 2018)

Enterprise Credit Risk Assessment Using Feature Selection Approach and Ensemble Learning Technique. - Di Wang; Zuoquan Zhang (CIS, 2020)

Feature selection with Symmetrical Complementary Coefficient for quantifying feature interactions. - Rui Zhang; Zuoquan Zhang (Appl. Intell., 2020)

The Portfolio Model Based on Temporal Convolution Networks and the Empirical Research on Chinese Stock Market. - Rui Zhang; Zuoquan Zhang; Marui Du; Xiaomin Wang (CSAI, 2021)

Feature selection with multi-objective genetic algorithm based on a hybrid filter and the symmetrical complementary coefficient. - Rui Zhang; Zuoquan Zhang; Di Wang; Marui Du (Appl. Intell., 2021)

Efficient synchronization estimation for complex time series using refined cross-sample entropy measure. - Du Shang; Pengjian Shang; Zuoquan Zhang (Commun. Nonlinear Sci. Numer. Simul., 2021)

Classification of Imbalanced Credit scoring data sets Based on Ensemble Method with the Weighted-Hybrid-Sampling. - Xiaofan Liu; Zuoquan Zhang; Di Wang (CoRR, 2021)

RFCL: A new under-sampling method of reducing the degree of imbalance and overlap. - Rui Zhang; Zuoquan Zhang; Di Wang (Pattern Anal. Appl., 2021)

Financial Distress Prediction with a Novel Diversity-Considered GA-MLP Ensemble Algorithm. - Rui Zhang; Zuoquan Zhang; Di Wang; Marui Du (Neural Process. Lett., 2022)

A Novel Hybrid Sampling Method ESMOTE+SSLM for Handling the Problem of Class Imbalance with Overlap in Financial Distress Detection. - Xiaomin Wang; Rui Zhang; Zuoquan Zhang (Neural Process. Lett., 2023)