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

Data mining: concepts and techniques

Jiawei Han, Micheline Kamber · Choice Reviews Online · 2012 · 28.8K citations

On Estimation of a Probability Density Function and Mode

Emanuel Parzen · The Annals of Mathematical Statistics · 1962 · 10.3K citations · Full text

Distributed Random Variables, Density Estimation, Engineering +8

A general regression neural network

Donald F. Specht · IEEE Transactions on Neural Networks · 1991 · 4.4K citations

Engineering, Machine Learning, Data Science +13

Business conditions and expected returns on stocks and bonds

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1989 · 4.1K citations

Financial Economics, Asset Pricing, Business Conditions +5

Probabilistic neural networks

Donald F. Specht · Neural Networks · 1990 · 3.7K citations

Artificial Intelligence, Engineering, Machine Learning +5