卢珊｜中央财经大学｜学者主页

期刊论文

2026

社交网络对股价同步性的影响——基于图注意力网络的预测建模与特征解释

卢珊，刘岳龙，赵之琦，顾杰

《计算机科学》

2025

Distribution-valued data graphical model estimation based on M-LDQ feature embedding

Qiying Wu, Huiwen Wang, Shan Lu

Journal of Applied Statistics

DOI

2025

A measure of conditional dependence for multivariate compositional data

Keyao Wang, Huiwen Wang, Shan Lu, Lihong Wang

Neurocomputing

DOI

2025

Variable selection of multiple types of data: a PLS approach

Boao Kong, Huiwen Wang, Shan Lu

Soft Computing

DOI

2024

Graph convolutional network for compositional data

Shan Lu, Huiwen Wang, Jichang Zhao

Information Fusion

DOI

2024

Graphical model for mixed data types

Qiying Wu, Huiwen Wang, Shan Lu, Hui Sun

Neurocomputing

DOI

2023

Joint calibration of VIX and VXX options: does volatility clustering matter?

Shan Lu

European Journal Of Finance

DOI

2023

Nonlinear directed acyclic graph estimation based on the kernel partial correlation coefficient

Qiying Wu, Huiwen Wang, Shan Lu

Information Sciences

DOI

2023

Skeleton estimation of directed acyclic graphs using partial least squares from correlated data

Xiaokang Wang, Shan Lu, Rui Zhou, Huiwen Wang

Pattern Recognition

DOI

2022

企业负面事件社交媒体回应策略及其市场反应：来自新浪微博的证据

吴芃，陈依旋，卢珊，赵书冬

《东南大学学报(哲学社会科学版)》，Vol. 24, No. 4

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2022

Missing data imputation in PLS-SEM

Huiwen Wang, Shan Lu, Yide Liu

Quality & Quantity

DOI

2021

经济开放与货币需求:国际金融风险及持币成本的测度

秦朵，卢珊，王惠文

《金融研究》，No. 9

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2021

公司社交媒体信息披露能降低信息不对称吗?——基于创业板和主板的对比研究

卢珊，吴芃，姜岩，杜瑞雪

《经济问题》，No. 10

下载原文 DOI

2021

Risk spillover network structure learning for correlated financial assets: A directed acyclic graph approach

Xiaokang Wang, Huiwen Wang, Zhichao Wang, Shan Lu, Ying Fan

Information Sciences

DOI

2021

MD-MBPLS: A novel explanatory model in computational social science

Shan Lu, Jichang Zhao, Huiwen Wang

Knowledge-Based Systems

DOI

2020

互联网非公开股权融资平台评估模型

郝雨，卢珊，徐小磊，吴震

《管理评论》，Vol. 32, No. 10

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2020

An effective intrusion detection approach using SVM with naïve Bayes feature embedding

Jie Gu, Shan Lu

Computers & Security

DOI

2020

A classification framework for multivariate compositional data with Dirichlet feature embedding

Jie Gu, Bin Cui, Shan Lu

Knowledge-Based Systems

DOI

2019

Linear mixed-effects model for longitudinal complex data with diversified characteristics

Zhichao Wang, Huiwen Wang, Shanshan Wang, Shan Lu, Gilbert Saporta

Journal of Management Science and Engineering

DOI

2019

财务舞弊视角下媒体关注的公司治理角色研究

吴芃，卢珊，杨楠

《中央财经大学学报》，No. 3

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2019

市场竞争战略与会计师事务所选择——来自制造业上市公司的证据

吴芃，顾燚炀，卢珊，巴娟娟

《东南大学学报(哲学社会科学版)》，Vol. 21, No. 6

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2018

审计师能识别财务重述中的经营风险信息吗？——基于持续经营和非标审计意见的对比研究

吴芃，卢珊，倪菁菁，顾燚炀

《东南大学学报(哲学社会科学版)》，Vol. 20, No. 4

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2012

联合投资网络对私募股权投资绩效影响的实证研究

窦尔翔，卢珊，龙智浩

《财贸经济》，No. 10

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预印本

2023

MIM-GAN-based Anomaly Detection for Multivariate Time Series Data

Shan Lu, Zhicheng Dong, Donghong Cai, Fang Fang, Dongcai Zhao

arXiv preprint

2018

Aggregating multiple types of complex data in stock market prediction: A model-independent framework

Huiwen Wang, Shan Lu, Jichang Zhao

arXiv preprint

2018

The Power of Trading Polarity: Evidence from China Stock Market Crash

Shan Lu, Jichang Zhao, Huiwen Wang

arXiv preprint

2017

Herding boosts too-connected-to-fail risk in stock market of China

Shan Lu, Jichang Zhao, Huiwen Wang, Ruoen Ren

arXiv preprint

DOI

卢珊

精选作品

期刊论文

社交网络对股价同步性的影响——基于图注意力网络的预测建模与特征解释

Distribution-valued data graphical model estimation based on M-LDQ feature embedding

A measure of conditional dependence for multivariate compositional data

Variable selection of multiple types of data: a PLS approach

Graph convolutional network for compositional data

Graphical model for mixed data types

Joint calibration of VIX and VXX options: does volatility clustering matter?

Nonlinear directed acyclic graph estimation based on the kernel partial correlation coefficient

Skeleton estimation of directed acyclic graphs using partial least squares from correlated data

企业负面事件社交媒体回应策略及其市场反应：来自新浪微博的证据

Missing data imputation in PLS-SEM

经济开放与货币需求:国际金融风险及持币成本的测度

公司社交媒体信息披露能降低信息不对称吗?——基于创业板和主板的对比研究

Risk spillover network structure learning for correlated financial assets: A directed acyclic graph approach

MD-MBPLS: A novel explanatory model in computational social science

互联网非公开股权融资平台评估模型

An effective intrusion detection approach using SVM with naïve Bayes feature embedding

A classification framework for multivariate compositional data with Dirichlet feature embedding

Linear mixed-effects model for longitudinal complex data with diversified characteristics

财务舞弊视角下媒体关注的公司治理角色研究

市场竞争战略与会计师事务所选择——来自制造业上市公司的证据

审计师能识别财务重述中的经营风险信息吗？——基于持续经营和非标审计意见的对比研究

联合投资网络对私募股权投资绩效影响的实证研究

预印本

MIM-GAN-based Anomaly Detection for Multivariate Time Series Data

Aggregating multiple types of complex data in stock market prediction: A model-independent framework

The Power of Trading Polarity: Evidence from China Stock Market Crash

Herding boosts too-connected-to-fail risk in stock market of China

研究方向