Loading...
The system can't perform the operation now. Try again later.
Citations per year
Duplicate citations
The following articles are merged in Scholar. Their
combined citations
are counted only for the first article.
Merged citations
This "Cited by" count includes citations to the following articles in Scholar. The ones marked
*
may be different from the article in the profile.
Add co-authors
Co-authors
Follow
New articles by this author
New citations to this author
New articles related to this author's research
Email address for updates
Done
My profile
My library
Metrics
Alerts
Settings
Sign in
Sign in
Get my own profile
Cited by
All
Since 2017
Citations
60
60
h-index
1
1
i10-index
1
1
0
26
13
2019
2020
2021
2022
1
13
21
25
Follow
Minqi Jiang
PhD, Shanghai University of Finance and Economics (SUFE)
Verified email at live.sufe.edu.cn
Deep Learning
Quantitative Investment
Anomaly Detection
Articles
Cited by
Title
Sort
Sort by citations
Sort by year
Sort by title
Cited by
Cited by
Year
An improved Stacking framework for stock index prediction by leveraging tree-based ensemble models and deep learning algorithms
M Jiang, J Liu, L Zhang, C Liu
Physica A: Statistical Mechanics and its Applications 541, 122272
, 2020
58
2020
An extended regularized Kalman filter based on Genetic Algorithm: Application to dynamic asset pricing models
M Jiang, J Liu, L Zhang
The Quarterly Review of Economics and Finance 79, 28-44
, 2021
1
2021
AN IMPROVED STACKING FRAMEWORK FOR PREDICTING STOCK PRICE INDEX DIRECTION.
MQ Jiang, JP Liu, L Zhang
Economic Computation & Economic Cybernetics Studies & Research 53 (3)
, 2019
1
2019
ADBench: Anomaly Detection Benchmark
S Han, X Hu, H Huang, M Jiang, Y Zhao
arXiv preprint arXiv:2206.09426
, 2022
2022
The system can't perform the operation now. Try again later.
Articles 1–4
Show more
Help
Privacy
Terms