1. Jaber, J.J., S. Al Wadi, N. Ismail and M.H. Saleh, 2017. Forecasting of volatility risk for Jordanian banking sector. Far East J. Math. Sci., 101: 1491-1507.
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2. Awajan, A.M., M.T. Ismail and S. Al Wadi, 2017. Forecasting time series data using EMD-HW bagging. Int. J. Stat. Econ., 18: 9-21.
3. Awajan, A.M., M.T. Ismail and S. Al Wadi, 2017. A hybrid approach EMD-MA for short-term forecasting of daily stock market time series data. J. Internet Banking Commerce, 22: 1-10.
4. Awajan, A.M. M.T. Ismail and S. Al Wadi, 2017. A hybrid EMD-MA for forecasting stock market index. Ital. J. Pure Applied Math., 38: 1-20.
5. Albotoush, R., S. Al Wadi, M. Rasheed and A. Abu Hilal, 2017. Forecasting of handled cargo in Aqaba 2030. Int. J. Ecol. Econ. Stat., 38: 102-113.
6. Al Wadi, S., 2017. Improving volatility risk forecasting accuracy in industry sector. Int. J. Math. Math. Sci. 10.1155/2017/1749106.
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7. Alwadi, S., F.M. Al- Rawashdi and I. Alshomaly, 2016. Wage determinates in Jordanian labor market comparative study (1976-2009). J. Internet Banking Commerce, 21: 1-14.
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8. Al Wadi, S., A.M.H. Al-Khazaleh and H. Alwadi, 2016. Forecasting estimated missing time series data. Far East J. Math. Sci., 100: 1579-1593.
9. Al-Rawashdi, F.M., S. Alwadi and M.H. Saleh, 2015. Wavelet methods in forecasting for insurance companies listed in amman stock exchange. Eur. J. Econ. Finance Admin. Sci., 82: 54-60.
10. Al-Khazaleh, A.M.H. and S. Al Wadi, 2015. Wavelet transform asymmetric winsorized mean in detecting outlier values. Far East J. Math. Sci., 96: 340-351.
11. Al Wadi, S., 2015. Existing outlier values in financial data via wavelet transform. Eur. Scient. J., 11: 245-254.
12. Almomani, M.H., R. Abdul Rahman, A. Baharum, S. Alwadi and F. Ababneh, 2014. The effect of simulation parameters on the selection approach. Int. J. Open Problems Comput. Sci. Math., 7: 19-48.
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13. Al-Rawashdi, F.M., S. Al Wadi and A.M.H. Al-Khazaleh, 2014. Wavelet methods in forecasting insurance amman stock insurance data. Mitteilungen Klosterneuburg J., 64: 280-288.
14. Al-Obaidy, S.A.I., F. Ababneh, S. Alwadi and M. Al-Faqih, 2013. On certain conditions of multivariate power series distributions. Int. J. Open Problems Comput. Sci. Math., 6: 37-47.
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15. Al Wadi, S., A. Hamarsheh and H. Alwadi, 2013. Maximum overlapping discrete wavelet transform in forecasting banking sector. Applied Math. Sci., 7: 3995-4002.
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16. Ababneh, F., S. Al Wadi and M.T. Ismail, 2013. Haar and daubechies wavelet methods in modeling banking sector. Int. Math. Forum, 8: 551-566.
17. Wadia, S.A. and M.T. Ismail, 2011. Selecting wavelet transforms model in forecasting financial time series data based on ARIMA model. Appl. Math. Sci., 5: 315-326.
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18. Ismail, M.T., S.A. Abdul Kareem and S. Al Wadi, 2011. A study of structural breaks in Malaysian stock market. Afr. J. Bus. Manage., 5: 2418-2425.
19. Al Wadi, S., M.T. Ismail and S.A.A. Karim, 2011. Discovering structure breaks in amman stocks market. J. Applied Sci., 11: 1273-1278.
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20. Wadi, S.A., M.T. Ismail and S.A.A. Karim, 2010. Volatility computational in financial time series data based on wavelet transforms. Int. J. Math. Comput., 7: 102-113.
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21. Wadi, S.A., M.T. Ismail and A. Karim, 2010. A comparison between the daubechies wavelet transformation and the fast fourier transform in analyzing insurance time series data. Far East J. Appl. Math., 4: 53-63.
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22. Al-Wadi, S., M.T. Ismail, M.H. Alkhahazaleh and S.A. Addul-Karim, 2010. Orthogonal wavelet transforms in forecasting volatility: An experimental results. World Applied Sci. J., 10: 262-271.
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23. Al-Wadi, S., M.T. Ismail and S.A. Addul-Karim, 2010. A comparison between haar wavelet transform and fast fourier transform in analyzing financial time series data. Res. J. Applied Sci., 5: 352-360.
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