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researcher

Junran Wu

3 papers here

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author3

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • cs.LG1
  • econ.GN1
  • q-fin.ST1

identity via Semantic Scholar / OpenAlex

most citedPrice graphs: Utilizing the structural information of financial time series for stock prediction

5 citations · 7 across the 3 of their papers we have counts for

collaborators

3 papers

cs.LG2021★ 1 cited

Structural Optimization Makes Graph Classification Simpler and Better

Junran Wu, Jianhao Li, Yicheng Pan +1

In deep neural networks, better results can often be obtained by increasing the complexity of previously developed basic models. However, it is unclear whether there is a way to bo…

q-fin.ST2021★ 5 cited

Price graphs: Utilizing the structural information of financial time series for stock prediction

Junran Wu, Ke Xu, Xueyuan Chen +2

Great research efforts have been devoted to exploiting deep neural networks in stock prediction. While long-range dependencies and chaotic property are still two major issues that…

econ.GN2019★ 1 cited

Online reviews can predict long-term returns of individual stocks

Junran Wu, Ke Xu, Jichang Zhao

Online reviews are feedback voluntarily posted by consumers about their consumption experiences. This feedback indicates customer attitudes such as affection, awareness and faith t…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.