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2020 – today
- 2024
[j8]Dabin Zhang, Zehui Yu, Liwen Ling, Huanling Hu, Ruibin Lin:
A combined framework for carbon emissions prediction integrating online search attention. J. Intell. Fuzzy Syst. 46(4): 11153-11168 (2024)- [j7]Dabin Zhang, Xuejing Zhang, Huanling Hu
, Boting Zhang, Liwen Ling:
A hybrid model for point and interval forecasting of agricultural price based on the decomposition-ensemble and KDE. Soft Comput. 28(17-18): 10153-10176 (2024) - 2023
- [j6]Liling Zeng, Liwen Ling, Dabin Zhang, Wentao Jiang:
Optimal forecast combination based on PSO-CS approach for daily agricultural future prices forecasting. Appl. Soft Comput. 132: 109833 (2023) - [j5]Dabin Zhang, Ruibin Lin, Tingting Wei, Liwen Ling, Junjie Huang:
A novel deep transfer learning framework with adversarial domain adaptation: application to financial time-series forecasting. Neural Comput. Appl. 35(34): 24037-24054 (2023) - [j4]Wentao Jiang, Liwen Ling, Dabin Zhang, Ruibin Lin, Liling Zeng:
A Time Series Forecasting Model Selection Framework using CNN and Data Augmentation for Small Sample Data. Neural Process. Lett. 55(5): 5783-5810 (2023) - [j3]Wentao Jiang, Dabin Zhang, Liwen Ling, Guotao Cai, Liling Zeng:
Time series to imaging-based deep learning model for detecting abnormal fluctuation in agriculture product price. Soft Comput. 27(20): 14673-14688 (2023) - 2022
- [j2]Wentao Jiang, Dabin Zhang, Liwen Ling, Ruibin Lin:
Time Series Classification Based on Image Transformation Using Feature Fusion Strategy. Neural Process. Lett. 54(5): 3727-3748 (2022) - [c2]Ruibin Lin, Dabin Zhang, Liwen Ling, Junjie Huang, Guotao Cai:
Transfer Learning Based Long Short-Term Memory Network for Financial Time Series Forecasting. ICONIP (6) 2022: 3-13 - 2020
- [j1]Dabin Zhang, Shanying Chen, Ling Liwen, Qiang Xia:
Forecasting Agricultural Commodity Prices Using Model Selection Framework With Time Series Features and Forecast Horizons. IEEE Access 8: 28197-28209 (2020)
2010 – 2019
- 2017
- [c1]Peikang Lin, Xianjie Mo, Guidong Lin, Liwen Ling, Tingting Wei, Wei Luo:
A News-Driven Recurrent Neural Network for Market Volatility Prediction. ACPR 2017: 776-781
Coauthor Index
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