Jingyuan Huang

Tiangong University

As a research scholar in the field of finance, Jingyuan Huang is dedicated to exploring the intricate dynamics of financial markets and strategies for risk management. His research primarily focuses on the multifractal behavior within financial markets, the development of financial risk early-warning models, and methods for imbalanced data processing. He integrates traditional economic theories with cutting-edge technologies such as machine learning and deep learning models, with a particular emphasis on effectively enhancing the accuracy and robustness of predictive models amidst uncertain environments.

Articles by Jingyuan Huang

Original research

Research on the multifractal volatility of Chinese banks based on the synthetic minority oversampling technique, edited nearest neighbors and long short-term memory

The authors propose the SMOTEENN-LSTM method to predict risk warnings for Chinese banks, demonstrating the improved performance of their model relative to commonly used methods.

05 Nov 2024

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