Statistical analysis and forecasting of return interval for SSE and model by lattice percolation system and neural network

The Pricing of Options and Corporate Liabilities

Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations

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Economic Significance of Predictable Variations in Stock Index Returns

William J. Breen, Lawrence R. Glosten, Ravi Jagannathan · The Journal of Finance · 1989 · 600 citations

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The use of data mining and neural networks for forecasting stock market returns

David Enke, Suraphan Thawornwong · Expert Systems with Applications · 2005 · 462 citations

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Scaling and memory of intraday volatility return intervals in stock markets

Fengzhong Wang, Kazuko Yamasaki, Shlomo Havlin et al. · Physical Review E · 2006 · 158 citations · Full text

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Forecasting model of global stock index by stochastic time effective neural network

Zhe Liao, Jun Wang · Expert Systems with Applications · 2009 · 151 citations

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