activity
20142018
most citedDynamical Models of Stock Prices Based on Technical Trading Rules Part I: The Models

33 citations · 77 across the 7 of their papers we have counts for

collaborators

8 papers

cs.MA2018★ 1 cited

Hierarchical Fuzzy Opinion Networks: Top-Down for Social Organizations and Bottom-Up for Election

Li-Xin Wang

A fuzzy opinion is a Gaussian fuzzy set with the center representing the opinion and the standard deviation representing the uncertainty about the opinion, and a fuzzy opinion netw…

q-fin.ST2018

Fast Training Algorithms for Deep Convolutional Fuzzy Systems with Application to Stock Index Prediction

Li-Xin Wang

A deep convolutional fuzzy system (DCFS) on a high-dimensional input space is a multi-layer connection of many low-dimensional fuzzy systems, where the input variables to the low-d…

cs.SI2016★ 2 cited

Fuzzy Opinion Networks: A Mathematical Framework for the Evolution of Opinions and Their Uncertainties Across Social Networks

Li-Xin Wang, Jerry M. Mendel

We propose a new mathematical framework for the evolution and propagation of opinions, called Fuzzy Opinion Network, which is the connection of a number of Gaussian Nodes, possibly…

q-fin.TR2016

Modeling Stock Price Dynamics with Fuzzy Opinion Networks

Li-Xin Wang

We propose a mathematical model for the word-of-mouth communications among stock investors through social networks and explore how the changes of the investors' social networks inf…

q-fin.TR2014

Gaussian-Chain Filters for Heavy-Tailed Noise with Application to Detecting Big Buyers and Big Sellers in Stock Market

Li-Xin Wang

We propose a new heavy-tailed distribution --- Gaussian-Chain (GC) distribution, which is inspirited by the hierarchical structures prevailing in social organizations. We determine…

q-fin.TR2014★ 24 cited

Dynamical Models of Stock Prices Based on Technical Trading Rules Part III: Application to Hong Kong Stocks

Li-Xin Wang

In Part III of this study, we apply the price dynamical model with big buyers and big sellers developed in Part I of this paper to the daily closing prices of the top 20 banking an…