Neurocomputing · 2013 · 67 citations · 32 references
ComputingData ScienceFinanceFinancial EconomicsMachine LearningPredictive AnalyticsKernel MethodsSupport Vector MachinesTime Series ForecastingTime Series PredictionTrading StrategiesVolatility ModelingFinancial Time Series ForecastingMachine Learning-based Price ForecastingPredictive Price ModelingPrice Volatility AnalysisReal-time ProcessingTime Series Volatility ModelingVolatility Forecasting
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Generalized autoregressive conditional heteroskedasticity
Tim Bollerslev · Journal of Econometrics · 1986 · 22.3K citations · Full text
Business, Finance, Econometrics +11
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
The Nature of Statistical Learning Theory
Stephan R. Sain, Vladimir Vapnik · Technometrics · 1996 · 4.1K citations