Forecasting stock market indexes using principle component analysis and stochastic time effective neural networks. - Jie Wang 056; Jun Wang 075 (Neurocomputing, 2015)

Financial Time Series Prediction Using Elman Recurrent Random Neural Networks. - Jie Wang 056; Jun Wang 075; Wen Fang; Hongli Niu (Comput. Intell. Neurosci., 2016)

Forecasting stochastic neural network based on financial empirical mode decomposition. - Jie Wang 056; Jun Wang 075 (Neural Networks, 2017)

A New Hybrid Forecasting Model Based on SW-LSTM and Wavelet Packet Decomposition: A Case Study of Oil Futures Prices. - Jie Wang 056; Jun Wang 075 (Comput. Intell. Neurosci., 2021)

A novel metal futures forecasting system based on wavelet packet decomposition and stochastic deep learning model. - Jie Wang 056 (Appl. Intell., 2022)

A hybrid system with optimized decomposition on random deep learning model for crude oil futures forecasting. - Jie Wang 056; Ying Zhang (Expert Syst. Appl., 2025)