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Jun Wang · Study
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Author
Jun Wang
14 works
· latest 2023
· 3 institutions
cluster: provisional
ORCID 0000-0002-6278-0677
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Most cited in this library
Forecasting stock market indexes using principle component analysis and stochastic time effective neural networks
2015 · 163 citations
Forecasting energy market indices with recurrent neural networks: Case study of crude oil price fluctuations
2016 · 142 citations
Crude oil price prediction model with long short term memory deep learning based on prior knowledge data transfer
2018 · 139 citations
Volatility clustering and long memory of financial time series and financial price model
2012 · 116 citations
The energy intensity reduction effect of developing digital economy: Theory and empirical evidence from China
2023 · 93 citations
Works
14 shown
The energy intensity reduction effect of developing digital economy: Theory and empirical evidence from China
Energy Economics
·
2023
·
5 authors
93
citations
Energy futures price prediction and evaluation model with deep bidirectional gated recurrent unit neural network and RIF-based algorithm
Energy
·
2020
·
2 authors
42
citations
Forcasting of energy futures market and synchronization based on stochastic gated recurrent unit model
Energy
·
2020
·
2 authors
43
citations
Energy futures and spots prices forecasting by hybrid SW-GRU with EMD and error evaluation
Energy Economics
·
2020
·
2 authors
77
citations
Energy futures prices forecasting by novel DPFWR neural network and DS-CID evaluation
Neurocomputing
·
2019
·
2 authors
45
citations
Crude oil price prediction model with long short term memory deep learning based on prior knowledge data transfer
Energy
·
2018
·
2 authors
139
citations
Forecasting energy fluctuation model by wavelet decomposition and stochastic recurrent wavelet neural network
Neurocomputing
·
2018
·
2 authors
78
citations
Global crude oil price prediction and synchronization based accuracy evaluation using random wavelet neural network
Energy
·
2018
·
2 authors
92
citations
Forecasting energy market indices with recurrent neural networks: Case study of crude oil price fluctuations
Energy
·
2016
·
2 authors
142
citations
Forecasting stock market indexes using principle component analysis and stochastic time effective neural networks
Neurocomputing
·
2015
·
2 authors
163
citations
Default Risk Estimation, Bank Credit Risk, and Corporate Governance
Financial Markets Institutions and Instruments
·
2013
·
2 authors
88
citations
Volatility clustering and long memory of financial time series and financial price model
Digital Signal Processing
·
2012
·
2 authors
116
citations
Lattice-oriented percolation system applied to volatility behavior of stock market
Journal of Applied Statistics
·
2011
·
2 authors
76
citations
Fluctuations of interface statistical physics models applied to a stock market model
Nonlinear Analysis Real World Applications
·
2007
·
1 author
35
citations