Model-free forecasting for nonlinear time series (with application to exchange rates)

Learning representations by back-propagating errors

David E. Rumelhart, Geoffrey E. Hinton, Ronald J. Williams · Nature · 1986 · 30.9K citations

Computing, Computer Science, Knowledge Representation +11

Multilayer feedforward networks are universal approximators

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

Computing, Computer Science, Mathematics +10

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

Robert F. Engle · Econometrica · 1982 · 20.6K citations

Computing, Economics, Econometrics +15

Time Series Analysis: Forecasting and Control

Michael D. Geurts, George E. P. Box, Gwilym M. Jenkins · Journal of Marketing Research · 1977 · 19.3K citations

Computing, Data Science, Forecasting +11

Approximation by superpositions of a sigmoidal function

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

Computing, Computer Science, Machine Learning +5