| Predicting short-term stock prices using ensemble methods and online data sources B Weng, L Lu, X Wang, FM Megahed, W Martinez Expert Systems with Applications 112, 258-273, 2018 | 288 | 2018 |
| Stock2Vec: a hybrid deep learning framework for stock market prediction with representation learning and temporal convolutional network X Wang, Y Wang, B Weng, A Vinel arXiv preprint arXiv:2010.01197, 2020 | 25 | 2020 |
| Benchmarking graph neural networks on link prediction X Wang, A Vinel arXiv preprint arXiv:2102.12557, 2021 | 17 | 2021 |
| Asynchronous hierarchical federated learning X Wang, Y Wang arXiv preprint arXiv:2206.00054, 2022 | 11 | 2022 |
| Sepsis Prediction with Temporal Convolutional Networks X Wang, Y He arXiv preprint arXiv:2205.15492, 2022 | 5 | 2022 |
| Cross learning in deep q-networks X Wang, A Vinel arXiv preprint arXiv:2009.13780, 2020 | 2 | 2020 |
| Reliable and Efficient Broadcast Routing Using Multipoint Relays Over VANET For Vehicle Platooning X Wang, A Lim arXiv preprint arXiv:2205.15648, 2022 | | 2022 |
| Reannealing of Decaying Exploration Based On Heuristic Measure in Deep Q-Network X Wang, A Vinel arXiv preprint arXiv:2009.14297, 2020 | | 2020 |
| On Advances in Deep Learning with Applications in Financial Market Modeling X Wang Auburn University, 2020 | | 2020 |
