A new decomposition ensemble model for stock price forecasting based on system clustering and particle swarm optimization. - Yuqi Guo 001; Jianfeng Guo; Bingzhen Sun; Juncheng Bai; Youwei Chen (Appl. Soft Comput., 2022)

A Stock Price Forecasting Model Integrating Complementary Ensemble Empirical Mode Decomposition and Independent Component Analysis. - Youwei Chen; Pengwei Zhao; Zhen Zhang 002; Juncheng Bai; Yuqi Guo 001 (Int. J. Comput. Intell. Syst., 2022)

Intelligent forecasting model of stock price using neighborhood rough set and multivariate empirical mode decomposition. - Juncheng Bai; Jianfeng Guo; Bingzhen Sun; Yuqi Guo 001; Qiang Bao; Xia Xiao (Eng. Appl. Artif. Intell., 2023)

Probability rough set and portfolio optimization integrated three-way predication decisions approach to stock price. - Juncheng Bai; Jianfeng Guo; Bingzhen Sun; Yuqi Guo 001; Youwei Chen; Xia Xiao (Appl. Intell., 2023)

A new portfolio approach integrating three-way decision and Encoder-Decoder network. - Yuqi Guo 001; Bingzhen Sun; Juncheng Bai; Jin Ye 005; Xiaoli Chu (Expert Syst. Appl., 2024)

Kernel multi-granularity double-quantitative rough set based on ensemble empirical mode decomposition: Application to stock price trends prediction. - Lin Zhang; Juncheng Bai; Bingzhen Sun; Yuqi Guo 001; Xiangtang Chen (Int. J. Approx. Reason., 2024)

A local multi-granularity fuzzy rough set method for multi-attribute decision making based on MOSSO-LSTM and its application in stock market. - Juncheng Bai; Bingzhen Sun; Jin Ye 005; Dehua Xie; Yuqi Guo 001 (Appl. Intell., 2024)

A new multivariate decomposition-ensemble approach with denoised neighborhood rough set for stock price forecasting over time-series information system. - Juncheng Bai; Bingzhen Sun; Yuqi Guo 001; Xiaoli Chu (Appl. Intell., 2025)