Wenjing Jiang
Current Organizations / Institutes
The organizations/institutes from the scholar's latest article
Research Subjects
Wenjing Jiang has a total of 12 co-authors. Here are the top co-authors by number of shared publications:
- Jian Wang
School of Mathematics and Statistics, Nanjing University of Information Science and Technology 1 , Nanjing 210044
4 shared publications - Caiming Zhong
College of Science & Technology, Ningbo University, Ningbo 315300, China
1 shared publication - Heming Xu
School of Mathematics and Statistics, Nanjing University of Information Science and Technology, Nanjing, P. R. China
1 shared publication - Heming Xu
School of Mathematics and Statistics, Nanjing University of Information Science and Technology, Nanjing, China
1 shared publication - Junseok Kim
Department of Mathematics, Korea University, Seoul, Republic of Korea
1 shared publication - Keyu Yue
Liaoyuan Power Supply Company, State grid Jilin Province Electric Power Co., LTD., Liaoyuan, China
1 shared publication
Latest Publications
- 1 July 2025
- Published by Springer Nature in Nonlinear Dynamics
- Vol. 113 (20) , 27659-27690
A novel binary data classification system based on the modified Gray–Scott model
- 1 July 2025
- Published by Springer Nature in Nonlinear Dynamics
- Vol. 113 (20) , 27659-27690
A novel binary data classification system based on the modified Gray–Scott model
- Open Access
- 28 May 2024
- Published by MDPI AG in Fractal and Fractional
- Vol. 8 (6) , 320
Modified MF-DFA Model Based on LSSVM Fitting
This paper proposes a multifractal least squares support vector machine detrended fluctuation analysis (MF-LSSVM-DFA) model. The system is an extension of the traditional MF-DFA model. To address potential overfitting or underfitting caused by the fixed-order polynomial fitting in MF-DFA, LSSVM is employed as a superior alternative for fitting. This approach enhances model accuracy and adaptability, ensuring more reliable analysis results. We utilize the p model to construct a multiplicative cascade time series to evaluate the performance of MF-LSSVM-DFA, MF-DFA, and two other models that improve upon MF-DFA from recent studies. The results demonstrate that our proposed modified model yields generalized Hurst exponents and scaling exponents that align more closely with the analytical solutions, indicating superior correction effectiveness. In addition, we explore the sensitivity of MF-LSSVM-DFA to the overlapping window size s. We find that the sensitivity of our proposed model is less than that of MF-DFA. We find that when s exceeds the limited range of the traditional MF-DFA, and are closer than those obtained in MF-DFA when s is in a limited range. Meanwhile, we analyze the performances of the fitting of the two models and the results imply that MF-LSSVM-DFA achieves a better outstanding performance. In addition, we put the proposed MF-LSSVM-DFA into practice for applications in the medical field, and we found that MF-LSSVM-DFA improves the accuracy of ECG signal classification and the stability and robustness of the algorithm compared with MF-DFA. Finally, numerous image segmentation experiments are adopted to verify the effectiveness and robustness of our proposed method.- 28 May 2024
- Published by MDPI AG in Fractal and Fractional
- Vol. 8 (6) , 320
Open AccessModified MF-DFA Model Based on LSSVM Fitting
This paper proposes a multifractal least squares support vector machine detrended fluctuation analysis (MF-LSSVM-DFA) model. The system is an extension of the traditional MF-DFA model. To address potential overfitting or underfitting caused by the fixed-order polynomial fitting in MF-DFA, LSSVM is employed as a superior alternative for fitting. This approach enhances model accuracy and adaptability, ensuring more reliable analysis results. We utilize the p model to construct a multiplicative cascade time series to evaluate the performance of MF-LSSVM-DFA, MF-DFA, and two other models that improve upon MF-DFA from recent studies. The results demonstrate that our proposed modified model yields generalized Hurst exponents and scaling exponents that align more closely with the analytical solutions, indicating superior correction effectiveness. In addition, we explore the sensitivity of MF-LSSVM-DFA to the overlapping window size s. We find that the sensitivity of our proposed model is less than that of MF-DFA. We find that when s exceeds the limited range of the traditional MF-DFA, and are closer than those obtained in MF-DFA when s is in a limited range. Meanwhile, we analyze the performances of the fitting of the two models and the results imply that MF-LSSVM-DFA achieves a better outstanding performance. In addition, we put the proposed MF-LSSVM-DFA into practice for applications in the medical field, and we found that MF-LSSVM-DFA improves the accuracy of ECG signal classification and the stability and robustness of the algorithm compared with MF-DFA. Finally, numerous image segmentation experiments are adopted to verify the effectiveness and robustness of our proposed method. - 10 May 2024
- Published by World Scientific Pub Co Pte Ltd in Fluctuation and Noise Letters
- Vol. 23 (05)
The Multifractal Phenomenon of Stock Price Caused by “Tesla Rights Defense Event”
In this paper, we explore the periodicity of the multifractal phenomenon of stock price caused by public relations events using the multifractal detrended fluctuation analysis (MF-DFA) method. The Tesla stock closing price in the context of the Tesla rights defense event is used to obtain the generalized Hurst exponent and multifractal spectrum. We find that the stock price exhibits multifractal characteristics. Afterwards, we conduct a multifractal time-varying analysis using high-frequency data for 12 time periods before and after the Tesla rights defense event, which happened on 19 April 2021. We calculate the [ ] and [ ] before and after the rights defense event to measure the degree of multifractal of Tesla stock price. In addition, we also compute the difference between the two [ ] and two [ ], which are regarded as [ ] and [ ]. The results show that the Tesla stock market efficiency degree raised as the period time increases until the eighth period. And after the eighth period, both [ ] and [ ] tend to be stable, and the degree of market efficiency caused by the Tesla rights defense event remains almost unchanged. In addition, we use three broad market indices in the context of the Russia–Ukraine conflict to test the universality. The three broad market indices are Dow Jones Industrial Average (DJIA), Shanghai Stock Exchange Composite Index (SSEC) and Nikkei 225 ETF (N225). The results demonstrate that with the extending of time period, [ ] and [ ] gradually stabilize, indicating that public memorability will diminish and the market efficiency almost remains unchanged.
- 10 May 2024
- Published by World Scientific Pub Co Pte Ltd in Fluctuation and Noise Letters
- Vol. 23 (05)
The Multifractal Phenomenon of Stock Price Caused by “Tesla Rights Defense Event”
In this paper, we explore the periodicity of the multifractal phenomenon of stock price caused by public relations events using the multifractal detrended fluctuation analysis (MF-DFA) method. The Tesla stock closing price in the context of the Tesla rights defense event is used to obtain the generalized Hurst exponent and multifractal spectrum. We find that the stock price exhibits multifractal characteristics. Afterwards, we conduct a multifractal time-varying analysis using high-frequency data for 12 time periods before and after the Tesla rights defense event, which happened on 19 April 2021. We calculate the [ ] and [ ] before and after the rights defense event to measure the degree of multifractal of Tesla stock price. In addition, we also compute the difference between the two [ ] and two [ ], which are regarded as [ ] and [ ]. The results show that the Tesla stock market efficiency degree raised as the period time increases until the eighth period. And after the eighth period, both [ ] and [ ] tend to be stable, and the degree of market efficiency caused by the Tesla rights defense event remains almost unchanged. In addition, we use three broad market indices in the context of the Russia–Ukraine conflict to test the universality. The three broad market indices are Dow Jones Industrial Average (DJIA), Shanghai Stock Exchange Composite Index (SSEC) and Nikkei 225 ETF (N225). The results demonstrate that with the extending of time period, [ ] and [ ] gradually stabilize, indicating that public memorability will diminish and the market efficiency almost remains unchanged.
- 8 December 2023
- Published by Springer Nature in Multimedia Tools and Applications
- Vol. 83 (18) , 54773-54789
Classification of ECG signals based on local fractal feature
- 8 December 2023
- Published by Springer Nature in Multimedia Tools and Applications
- Vol. 83 (18) , 54773-54789
Classification of ECG signals based on local fractal feature