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Data Mining for Financial Applications
16 references·2 citing·38 second hop
Data Mining for Financial Applications (2009)Data Mining for Financial ApplicationsAnalysis of Financial Time Series (2006)Analysis of Financial Time Se…The Statistical Mechanics of Financial Markets (2003)The Statistical Mechanics of …Credit rating analysis with support vector machines and neural networks: a market comparative study (2003)Credit rating analysis with s…Analysis of Financial Time Series (2002)Analysis of Financial Time Se…The Statistical Mechanics of Financial Markets (2001)The Statistical Mechanics of …Learning to trade via direct reinforcement (2001)Learning to trade via direct …An Empirical Analysis of Data Requirements for Financial Forecasting with Neural Networks (2001)An Empirical Analysis of Data…Theory of financial risks : from statistical physics to risk management (2000)Theory of financial risks : f…The impact of the principles of evidence interpretation on the structure and content of statements (2000)The impact of the principles …An Introduction to Econophysics: Correlations and Complexity in Finance (2000)An Introduction to Econophysi…Technical analysis of the financial markets: a comprehensive guide to trading methods and applications (1999)Technical analysis of the fin…Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Data‐Snooping, Technical Trad…Fractals and Scaling in Finance (1997)Fractals and Scaling in Finan…Neural networks in the capital markets (1995)Neural networks in the capita…Neural Network Time Series: Forecasting of Financial Markets (1994)Neural Network Time Series: F…Nonlinear Modeling And Forecasting (1992)Nonlinear Modeling And Foreca…A data mining application to deposit pricing: Main determinants and prediction models (2017)A data mining application to …Text readability and fraud detection (2012)Text readability and fraud de…A Discriminant Analysis of Predictors of Business Failure (1972)Managerial Applications of Neural Networks: The Case of Bank Failure Predictions (1992)Bankruptcy prediction using support vector machine with optimal choice of kernel function parameters (2005)Assessing bank efficiency and performance with operational research and artificial intelligence techniques: A survey (2009)Consumer credit-risk models via machine-learning algorithms (2010)Multivariate GARCH models: a surveyThe Pricing of Options and Corporate Liabilities (1973)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Another look at measures of forecast accuracy (2006)Multivariate GARCH models: a survey (2006)Generalized autoregressive conditional heteroskedasticity (1986)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Random matrix approach to cross correlations in financial data (2002)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Trading Volume and Serial Correlation in Stock Returns (1993)Comparing Predictive Accuracy (1994)A Test for Superior Predictive Ability (2005)Introductory Econometrics for Finance (2008)… and the Cross-Section of Expected Returns (2015)Portfolio Selection: Efficient Diversification of Investments (1959)Optimum consumption and portfolio rules in a continuous-time model (1971)Option pricing: A simplified approach (1979)DeepLOB: Deep Convolutional Neural Networks for Limit Order Books (2019)Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy (2020)Econophysics review: I. Empirical facts (2011)On the Modeling of Financial Time Series (2014)Multifractal analysis of financial markets: a review (2019)Financial time series forecasting using support vector machines (2003)Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)Forecasting with artificial neural networks: (1998)Time Series Forecasting with Neural Networks: A Comparative Study Using the Air Line Data (1998)Combining neural network model with seasonal time series ARIMA model (2002)Multivariate Stochastic Volatility: A Review (2006)A Brief History of Generative Models for Power Law and Lognormal Distributions (2004)The politics of attention: how government prioritizes problems (2006)
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References

  • 2000An Introduction to Econophysics: Correlations and Complexity in Finance2,398 cited
  • 2006Analysis of Financial Time Series2,382 cited
  • 1997Fractals and Scaling in Finance1,319 cited
  • 1999Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap1,024 cited
  • 2003Credit rating analysis with support vector machines and neural networks: a market comparative study1,017 cited
  • 2002Analysis of Financial Time Series916 cited
  • 1999Technical analysis of the financial markets: a comprehensive guide to trading methods and applications773 cited
  • 2001Learning to trade via direct reinforcement558 cited
  • 1994Neural Network Time Series: Forecasting of Financial Markets442 cited
  • 2000Theory of financial risks : from statistical physics to risk management439 cited
  • 2001The Statistical Mechanics of Financial Markets353 cited
  • 2001An Empirical Analysis of Data Requirements for Financial Forecasting with Neural Networks238 cited
  • 1992Nonlinear Modeling And Forecasting232 cited
  • 1995Neural networks in the capital markets221 cited
  • 2000The impact of the principles of evidence interpretation on the structure and content of statements217 cited

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  • 2003The Statistical Mechanics of Financial Markets152 cited
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    • 2017A data mining application to deposit pricing: Main determinants and prediction models17 cited
    • 2012Text readability and fraud detection12 cited