Pairs trading and outranking: The multi-step-ahead forecasting case

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Robert F. Engle, C. W. J. Granger · Econometrica · 1987 · 31.9K citations

Social Sciences, Economics, Econometrics +9

Multilayer feedforward networks are universal approximators

Kurt Hornik, Maxwell B. Stinchcombe, Halbert White · Neural Networks · 1989 · 21.2K citations

Computing, Computer Science, Mathematics +10

Statistical analysis of cointegration vectors

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Approximation by superpositions of a sigmoidal function

George Cybenko · Mathematics of Control Signals and Systems · 1989 · 13.7K citations

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Narasimhan Jegadeesh, Sheridan Titman · The Journal of Finance · 1993 · 11.5K citations

Business, Economics, Finance +17