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Online learning for vector autoregressive moving-average time series prediction
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Online learning for vector autoregressive moving-average time series prediction (2018)Online learning for vector autoregressive…Online ARIMA Algorithms for Time Series Prediction (2016)Online ARIMA Algorithms for T…Online Portfolio Selection: Principles and Algorithms (2015)Online Portfolio Selection: P…Online Learning for Time Series Prediction (2013)Online Learning for Time Seri…Multivariate Time Series Analysis: With R and Financial Applications (2013)Multivariate Time Series Anal…Analysis of Financial Time Series (2010)Analysis of Financial Time Se…Logarithmic regret algorithms for online convex optimization (2007)Logarithmic regret algorithms…Analysis of Financial Time Series (2006)Analysis of Financial Time Se…Online convex programming and generalized infinitesimal gradient ascent (2003)Online convex programming and…Forecasting Economic Time Series (1986)Forecasting Economic Time Ser…Forecasting Economic Time Series (1979)Forecasting Economic Time Ser…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Time Series Analysis, Forecasting, and Control (1995)Prediction, Learning, and Games (2006)Online learning for adversaries with memory: price of past mistakes (2015)Online Time Series Prediction with Missing Data (2015)Sequential Change-Point Detection via Online Convex Optimization (2018)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)Modeling Ordered Choices (2010)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)The Theory of Learning in Games (1998)Online Learning and Online Convex Optimization (2011)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Ad click prediction (2013)Forecasting Economic Time Series (2000)Estimating the impact of domain-specific news sentiment on financial assets (2018)News-based intelligent prediction of financial markets using text mining and machine learning: A systematic literature review (2023)Predicting human mobility flows in response to extreme urban floods: A hybrid deep learning model considering spatial heterogeneity (2024)Non-Stationary Stochastic Optimization (2015)Introduction to Online Convex Optimization (2016)Introduction to Online Convex Optimization (2016)A comparison of multivariate and univariate time series approaches to modelling and forecasting emergency department demand in Western Australia (2015)Time Series Analysis: Forecasting and Control, 5th edition (2017)Is bitcoin a safe haven or a hedging asset? Evidence from China (2019)Algorithmic trading for online portfolio selection under limited market liquidity (2020)Combining expert weights for online portfolio selection based on the gradient descent algorithm (2021)A model of carbon price interactions with macroeconomic and energy dynamics (2011)STATISTICAL ARBITRAGE PAIRS TRADING STRATEGIES: REVIEW AND OUTLOOK (2016)Reducing demand uncertainty in the platelet supply chain through artificial neural networks and ARIMA models (2019)Generalized autoregressive conditional heteroskedasticity (1986)A long memory property of stock market returns and a new model (1993)Introductory Econometrics for Finance (2008)Forecasting the behavior of multivariate time series using neural networks (1992)The Effectiveness of Antiterrorism Policies: A Vector-Autoregression-Intervention Analysis (1993)Economic and statistical measures of forecast accuracy (2000)
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References

  • 2006Analysis of Financial Time Series2,348 cited
  • 2003Online convex programming and generalized infinitesimal gradient ascent1,733 cited
  • 2010Analysis of Financial Time Series1,035 cited
  • 1979Forecasting Economic Time Series1,004 cited
  • 2007Logarithmic regret algorithms for online convex optimization836 cited
  • 1986Forecasting Economic Time Series714 cited
  • 2013Multivariate Time Series Analysis: With R and Financial Applications392 cited
  • 2016Online ARIMA Algorithms for Time Series Prediction195 cited
  • 2013Online Learning for Time Series Prediction97 cited
  • 2015Online Portfolio Selection: Principles and Algorithms37 cited

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