SPIC: a stock price indicator based on crises prediction using bi-directional LSTM

Modeling and Forecasting Realized Volatility

Torben G. Andersen, Tim Bollerslev, Francis X. Diebold et al. · Econometrica · 2003 · 4K citations

Business, Economics, Finance +10

The Efficient Market Hypothesis and Its Critics

Burton G. Malkiel · The Journal of Economic Perspectives · 2003 · 2.1K citations · Full text

Social Sciences, Business Economics, Economics +7

Financial time series forecasting using support vector machines

Kyoung-jae Kim · Neurocomputing · 2003 · 1.7K citations

Computing, Data Science, Finance +14

Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques

Jigar Patel, Sahil Shah, Priyank Thakkar et al. · Expert Systems with Applications · 2014 · 1.1K citations

Computing, Data Science, Finance +16

Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange

Yakup Kara, Melek Acar Boyacıoğlu, Ömer Kaan Baykan · Expert Systems with Applications · 2010 · 860 citations

Computing, Economics, Finance +17