Song Wu
Economics and Econometrics · with Chen · 2017
A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 10 citations into it
- Management Science and Operations Research — 10 citations into it
- Finance — 6 citations into it
Whom Song Wu trusts
Their strongest outbound trust, strongest first, inferred from their citations.
- Chih-Sheng Lin (in Management Science and Operations Research)
- Michael T. Cliff (in Finance)
- Gregory W. Brown (in Finance)
- Ping-Feng Pai (in Management Science and Operations Research)
- Chih-Fong Tsai (in Artificial Intelligence)
- Yu-Chieh Hsiao (in Artificial Intelligence)
Papers from Song Wu's perspective
Ordered by how strongly the researchers Song Wu trusts endorse each paper. Same corpus, a different order for every researcher.
- A fusion model of HMM, ANN and GA for stock market forecasting
- A hybrid ARIMA and support vector machines model in stock price forecasting
- Combining multiple feature selection methods for stock prediction: Union, intersection, and multi-intersection approaches (Decision Support Systems)
- Subjective Expectations and Asset-Return Puzzles
- Investor Sentiment and the Near-Term Stock Market
- High-Frequency Trading Strategy Based on Deep Neural Networks
- THE STATISTICAL MECHANICS OF FINANCIAL MARKETS
- Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (Expert systems with applications)
- A novel model by evolving partially connected neural network for stock price trend forecasting
- Forecasting seasonals and trends by exponentially weighted moving averages
Their papers
- A Double-Layer Neural Network Framework for High-Frequency Forecasting (2017) — 59 citations