References

• 2019American Economic Review10,902 cited
• 1983Empirical exchange rate models of the seventies4,115 cited
• 2003Financial time series forecasting using support vector machines1,734 cited
• 2001Application of support vector machines in financial time series forecasting1,270 cited
• 2011Common Risk Factors in Currency Markets1,079 cited
• 2003Credit rating analysis with support vector machines and neural networks: a market comparative study1,017 cited
• 2017Machine learning models and bankruptcy prediction952 cited
• 2012Carry Trades and Global Foreign Exchange Volatility925 cited
• 1965Random Walks in Stock Market Prices893 cited
• 2004Exchange Rates and Fundamentals723 cited
• 2013Exchange Rate Predictability654 cited
• 2016Computational Intelligence and Financial Markets: A Survey and Future Directions592 cited
• 2018Empirical Asset Pricing via Machine Learning384 cited
• 2018Stock price prediction using support vector regression on daily and up to the minute prices330 cited
• 2011Machine Learning in Financial Crisis Prediction: A Survey325 cited
• 2012