Forecasting large scale conditional volatility and covariance using neural network on GPU

Generalized autoregressive conditional heteroskedasticity

Tim Bollerslev · Journal of Econometrics · 1986 · 21.9K citations

Economics, Volatility Modeling, Asset Pricing +4

Reducing the Dimensionality of Data with Neural Networks

Geoffrey E. Hinton, Ruslan Salakhutdinov · Science · 2006 · 20.5K citations

Training Products of Experts by Minimizing Contrastive Divergence

Geoffrey E. Hinton · Neural Computation · 2002 · 4.9K citations

Artificial Intelligence, Renormalization Term, Engineering +13

Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model

Tim Bollerslev · The Review of Economics and Statistics · 1990 · 3.5K citations

Volatility Modeling, Macroeconomic Forecasting, Exchange Rate +16

On estimating the expected return on the market

Robert C. Merton · Journal of Financial Economics · 1980 · 2.9K citations

Expectation Formation, Economics, Asset Pricing +6