( en | de | ru )

 

Disambiguation of "Chen, Rongbo"

Author of the publication

copydeleteadd this publication to your clipboard
Survival neural networks for time-to-event prediction in longitudinal study.

, , , , , , and . Knowl. Inf. Syst., 62 (9): 3727-3751 (2020)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Chen Chen

Chen Chen

Shih Chen Chen

Yi-Chen Chen

Chen-Loung Chen

 

Other publications of authors with the same name

A Variable-Order Regime Switching Model to Identify Significant Patterns in Financial Markets., , , and . ICDM, page 887-892. IEEE Computer Society, (2018)Survival neural networks for time-to-event prediction in longitudinal study., , , , , , and . Knowl. Inf. Syst., 62 (9): 3727-3751 (2020)Unsupervised Learning via Graph Convolutional Network for Stock Trend Prediction., , , and . AINA (1), volume 661 of Lecture Notes in Networks and Systems, page 358-369. Springer, (2023)A Hierarchical Clustering for Categorical Data Based on Holo-Entropy., , , and . IEEE WISA, page 269-274. IEEE Computer Society, (2015)Time-Dependent Survival Neural Network for Remaining Useful Life Prediction., , , , , and . PAKDD (1), volume 11439 of Lecture Notes in Computer Science, page 441-452. Springer, (2019)Dynamic Cross-sectional Regime Identification for Financial Market Prediction., , , and . COMPSAC, page 295-300. IEEE, (2022)Holo-Entropy Based Categorical Data Hierarchical Clustering., , , and . Informatica, 28 (2): 303-328 (2017)Clustering-Based Cross-Sectional Regime Identification for Financial Market Forecasting., , , , and . DEXA (2), volume 13427 of Lecture Notes in Computer Science, page 3-16. Springer, (2022)Dynamic order Markov model for categorical sequence clustering., , , , and . J. Big Data, 8 (1): 154 (2021)