Forecasting realized volatility of Chinese crude oil futures with a new secondary decomposition ensemble learning approach

Variational Mode Decomposition

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

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Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts

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Econometrica · 2011 · 2K citations

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Improved complete ensemble EMD: A suitable tool for biomedical signal processing

Marcelo A. Colominas, Gastón Schlotthauer, Marı́a E. Torres · Biomedical Signal Processing and Control · 2014 · 1.4K citations · Full text

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Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models

Ha Young Kim, Chang Hyun Won · Expert Systems with Applications · 2018 · 752 citations

Business, Economics, Finance +16