SSRN Electronic Journal · 2018 · 42 citations · 25 references
ComputingEconomicsFinanceFinancial EconomicsFinancial MarketsMachine LearningAsset Pricing EmpiricsDeep LearningNeural NetworksPrice HistoryTime Series ForecastingTime Series PredictionDeep Learning For ForecastingDeep Learning For Time Series ForecastingDeep Learning-based ForecastingDeep Learning-based Price ForecastingFinancial Time Series ForecastingMachine Learning-based Price ForecastingOrder Flow DynamicsOrder Flow Effects
25
Multilayer feedforward networks are universal approximators
Kurt Hornik, Maxwell B. Stinchcombe, Halbert White · Neural Networks · 1989 · 21.2K citations
Empirical properties of asset returns: stylized facts and statistical issues
Rama Cont · Quantitative Finance · 2001 · 3.2K citations
Learning to forget: continual prediction with LSTM
Felix A. Gers · 1999 · 2.4K citations