References

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• 2005A Test for Superior Predictive Ability1,227 cited
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• 2008Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm705 cited
• 2019Improving forecasting accuracy of time series data using a new ARIMA-ANN hybrid method and empirical mode decomposition309 cited
• 2015Time Series Forecasting Using Hybrid ARIMA and ANN Models Based on DWT Decomposition287 cited
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• 2016Forecasting volatility of oil price using an artificial neural network-GARCH model206 cited
• 2011OPTIMAL TRADE EXECUTION UNDER GEOMETRIC BROWNIAN MOTION IN THE ALMGREN AND CHRISS FRAMEWORK204 cited
• 2015Forecasting the COMEX copper spot price by means of neural networks and ARIMA models151 cited
• 2009Forecasting model of global stock index by stochastic time effective neural network151 cited
• 2012Integration of nonlinear independent component analysis and support vector regression for stock price forecasting