Hybrid Variational Mode Decomposition and evolutionary robust kernel extreme learning machine for stock price and movement prediction on daily basis

Differential Evolution – A Simple and Efficient Heuristic for global Optimization over Continuous Spaces

Rainer Storn, Kenneth V. Price · Journal of Global Optimization · 1997 · 28.7K citations

Natural Sciences, Mathematics, Optimization +12

The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis

Norden E. Huang, Steven Long, Man‐Li C. Wu et al. · Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences · 1998 · 23.3K citations · Full text

Computing, Computational Engineering, Biomedical Signal Processing +16

Generalized autoregressive conditional heteroskedasticity

Tim Bollerslev · Journal of Econometrics · 1986 · 22.3K citations · Full text

Business, Finance, Econometrics +11

Variational Mode Decomposition

Konstantin Dragomiretskiy, Dominique Zosso · IEEE Transactions on Signal Processing · 2014 · 8.6K citations

Engineering, Electrical Engineering, Biomedical Signal Processing +15

The Use of Ranks to Avoid the Assumption of Normality Implicit in the Analysis of Variance

Milton Friedman · Journal of the American Statistical Association · 1937 · 5K citations

Natural Sciences, Mathematics, Statistics +7