Shangkun Deng

21 papers C 1Journal 16Unranked 4
YearRankTypeTitle / Venue / Authors
2024 J jnl
An integrated approach of ensemble learning methods for stock index prediction using investor sentiments.
Expert Syst. Appl.
Shangkun Deng, Yingke Zhu, Yiting Yu, Xiaoru Huang
2024 J jnl
Forecasting carbon price trends based on an interpretable light gradient boosting machine and Bayesian optimization.
Expert Syst. Appl.
Shangkun Deng, Jiankang Su, Yingke Zhu, Yiting Yu, Chongyi Xiao
2024 J jnl
Multi-sentiment fusion for stock price crash risk prediction using an interpretable ensemble learning method.
Eng. Appl. Artif. Intell.
Shangkun Deng, Qunfang Luo, Yingke Zhu, Hong Ning, Yiting Yu, Yizhuo Gao, Quan Shen, Tatsuro Shimada
2023 J jnl
High-frequency direction forecasting and simulation trading of the crude oil futures using Ichimoku KinkoHyo and Fuzzy Rough Set.
Expert Syst. Appl.
Shangkun Deng, Chongyi Xiao, Yingke Zhu, Jingyuan Peng, Jie Li, Zonghua Liu
2023 J jnl
High-frequency forecasting of the crude oil futures price with multiple timeframe predictions fusion.
Expert Syst. Appl.
Shangkun Deng, Yingke Zhu, Shuangyang Duan, Yiting Yu, Zhe Fu, Jiahe Liu, Xiaoxue Yang, Zonghua Liu
2022 J jnl
Data augmentation for Convolutional LSTM based brain computer interface system.
Appl. Soft Comput.
Kahoko Takahashi, Zhe Sun, Jordi Solé-Casals, Andrzej Cichocki, Anh Huy Phan, Qibin Zhao, Hui-Hai Zhao, Shangkun Deng, Ruggero Micheletto
2022 J jnl
Dynamic forecasting of the Shanghai Stock Exchange index movement using multiple types of investor sentiment.
Appl. Soft Comput.
Shangkun Deng, Chongyi Xiao, Yingke Zhu, Yu Tian, Zonghua Liu, Tianxiang Yang
2022 J jnl
High-Frequency Direction Forecasting of the Futures Market Using a Machine-Learning-Based Method.
Future Internet
Shangkun Deng, Yingke Zhu, Xiaoru Huang, Shuangyang Duan, Zhe Fu
2022 J jnl
Stock Price Crash Warning in the Chinese Security Market Using a Machine Learning-Based Method and Financial Indicators.
Syst.
Shangkun Deng, Yingke Zhu, Shuangyang Duan, Zhe Fu, Zonghua Liu
2021 J jnl
A Decision Support System for Trading in Apple Futures Market Using Predictions Fusion.
IEEE Access
Shangkun Deng, Xiaoru Huang, Jiahui Wang, Zhaohui Qin, Zhe Fu, Aiming Wang, Tianxiang Yang
2021 J jnl
A novel hybrid method for direction forecasting and trading of Apple Futures.
Appl. Soft Comput.
Shangkun Deng, Xiaoru Huang, Zhaohui Qin, Zhe Fu, Tianxiang Yang
2020 J jnl
A hybrid model of dynamic time wrapping and hidden Markov model for forecasting and trading in crude oil market.
Soft Comput.
Shangkun Deng, Youtao Xiang, Boyang Nan, Hongyu Tian, Zhe Sun
2019 J jnl
A gradient boosting decision tree approach for insider trading identification: An empirical model evaluation of China stock market.
Appl. Soft Comput.
Shangkun Deng, Chenguang Wang, Mingyue Wang, Zhe Sun
2019 J jnl
A hybrid method for crude oil price direction forecasting using multiple timeframes dynamic time wrapping and genetic algorithm.
Appl. Soft Comput.
Shangkun Deng, Youtao Xiang, Zhe Fu, Mingyue Wang, Yueren Wang
2019 J jnl
Identification of Insider Trading Using Extreme Gradient Boosting and Multi-Objective Optimization.
Inf.
Shangkun Deng, Chenguang Wang, Jie Li, Haoran Yu, Hongyu Tian, Yu Zhang, Yong Cui, Fangjie Ma, Tianxiang Yang
2019 J jnl
Prediction and Trading in Crude Oil Markets Using Multi-Class Classification and Multi-Objective Optimization.
IEEE Access
Shangkun Deng, Xiaoru Huang, Jiashuang Shen, Haoran Yu, Chenguang Wang, Hongyu Tian, Fangjie Ma, Tianxiang Yang
2013 — conf
Foreign Exchange Trading Rules Using a Single Technical Indicator from Multiple Timeframes.
AINA Workshops
Shangkun Deng, Akito Sakurai
2012 — conf
Robustness Test of Genetic Algorithm on Generating Rules for Currency Trading.
INNS-WC
Shangkun Deng, Yizhou Sun, Akito Sakurai
2011 C conf
Combining Technical Analysis with Sentiment Analysis for Stock Price Prediction.
DASC
Shangkun Deng, Takashi Mitsubuchi, Kei Shioda, Tatsuro Shimada, Akito Sakurai
2011 — conf
Multiple Kernel Learning on Time Series Data and Social Networks for Stock Price Prediction.
ICMLA (2)
Shangkun Deng, Takashi Mitsubuchi, Kei Shioda, Tatsuro Shimada, Akito Sakurai
2011 — conf
Prediction of Foreign Exchange Market States with Support Vector Machine.
ICMLA (1)
Kei Shioda, Shangkun Deng, Akito Sakurai