General

Wen Long

Professor, School of Economics & Management, University of Chinese Academy of Sciences

Email:  longwen@ucas.ac.cn

Address: No.80 Zhongguancun East Road, Beijing 100190, China 

Research Areas

Financial market; 

Behavioral finance; 

Big data analysis in finance and economics

Education

2002-2007   School of Economics & Management, Beihang University, Ph.D 
1998-2002   School of Economics & Management, Beihang University, Bachelor of Engineering

Publications

   
Papers

1.     Wen Long, Yanqiang Zhong. The neglected cohort: The impact of silent majority in social media on stock returns, Finance Research Letters, 52(2023): 103363  (SSCI)

2.     Yong Shi, Bo Li, Wen Long*, Wei Dai. Method for Improving the Performance of Technical Analysis Indicators By Neural Network Models, Computational Economics, 59(2022): 1027–1068   (SSCI/SCI)

3.     Wen Long, Manyi Zhao, Yeran Tang. Can the Chinese Volatility Index Reflect Investor Sentiment? International Review of Financial Analysis, 73 (2021): 101612  (SSCI)

4.     Wen Long, Ying Guo, Ying Wang. Information spillover features in global financial markets: a systematic analysis, Research in International Business and Finance, 57(2021), 101395  (SSCI)

5.     Yong Shi, Wei Dai, Wen Long*. A New Deep Learning-Based Zero-Inflated Duration Model for Financial Data Irregularly Spaced in Time, Frontiers in Physics, 2021(9): 651528. doi: 10.3389/fphy.2021.651528  (SCI)

6.     Yong Shi, Wei Dai, Wen Long*, Bo Li. Improved ACD-based financial trade durations prediction leveraging LSTM networks and Attention Mechanism, Mathematical Problems in Engineering. 2021: 7854512. https://doi.org/10.1155/2021/7854512  (SCI)

7.     Wen Long, Linqiu Song, Yingjie Tian, Wenning Yang. Analysis of slump and surge phenomenon in Chinese stock market based on sequence alignment method, Soft Computing, 24(2020): 18185–18202 (SCI)

8.     Wen Long, Zhichen Lu, Lingxiao Cui. Deep Learning-Based Feature Engineering for Stock Price Movement Prediction, Knowledge-Based Systems, 164 (2019): 163-173  SCI

9.     Wen Long, Linqiu Song, Yingjie Tian. A new graphic kernel method of stock price trend prediction based on financial news semantic and structural similarity, Expert Systems with Applications, 118 (2019): 411-424SCI

10.  Yong Shi, Bo Li, Wen Long*. Pyramid scheme model for consumption rebate frauds, Chinese Physics B. 2019, 28(7): 078901 SCI

11.  Yong Shi, Ye-ran Tang, Wen Long*, Sentiment contagion analysis of interacting investors: Evidence from China’s stock forum, Physica A: Statistical Mechanics and its Applications, 523(2019): 246-259SCI

12.  Yong Shi, Ye-ran Tang, Ling-xiao Cui, Wen Long*, A Text Mining Based Study of Investor Sentiment and Its Influence on Stock Returns, Economic Computation and Economic Cybernetics Studies and Research, 2018, 52(1): 183-199 (SSCI/SCI)  

13.  Wen Long, Ye-ran Tang, Ying-jie Tian*. Investor Sentiment Identification based on the Universum SVM. Neural Computing & Applications, 2018, 30(2): 661–670 (SCI) 

14.  Wen Long, Lijing Guan, Jiangjian Shen, Linqiu Song, Lingxiao Cui. A complex network for studying the transmission mechanisms in stock market. Physica A: Statistical Mechanics and its Applications, 484 (2017): 345-357(SCI)

15.  Wen Long*, Yeran Tang, Dingmu Cao. Correlation Analysis of Industry Sectors in China's Stock Markets Based on Interval Data. Filomat. 30(15): 3999-4013 (SCI) 

16.  Ling-xiao Cui, Wen Long*. Trading strategy based on dynamic mode decomposition: tested in Chinese stock market. Physica A: Statistical Mechanics and its Applications, 461 (2016): 498–508 (SCI)

17.  Long, Wen, Henry M.K. Mok, Yan Hu, Huiwen Wang. The Style and Innate Structure of the Stock Markets in China. Pacific-Basin Finance Journal, 2009, 17(2): 224-242 (SSCI)