4 citations · 5 across the 3 of their papers we have counts for
3 papers
q-fin.ST2024★ 1 cited
StockTime: A Time Series Specialized Large Language Model Architecture for Stock Price Prediction
Shengkun Wang, Taoran Ji, Linhan Wang +4
The stock price prediction task holds a significant role in the financial domain and has been studied for a long time. Recently, large language models (LLMs) have brought new ways…
cs.LG2024
AMA-LSTM: Pioneering Robust and Fair Financial Audio Analysis for Stock Volatility Prediction
Shengkun Wang, Taoran Ji, Jianfeng He +5
Stock volatility prediction is an important task in the financial industry. Recent advancements in multimodal methodologies, which integrate both textual and auditory data, have de…
cs.LG2023★ 4 cited
ALERTA-Net: A Temporal Distance-Aware Recurrent Networks for Stock Movement and Volatility Prediction
Shengkun Wang, YangXiao Bai, Kaiqun Fu +3
For both investors and policymakers, forecasting the stock market is essential as it serves as an indicator of economic well-being. To this end, we harness the power of social medi…