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ADRENALIN : a distributed realtime environment for the intraday analysis of financial markets

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Advanced neural networks : finance, forecast, and other applications

Mettenheim, Hans-Jörg von - 2010

Neural networks, grid computing, parallelization, high-dimensional optimization, quantitative investment, decision support. - Neuronale Netze, Parallelisierung, hoch-dimensionale Optimierung, quantitatives Investment, Entscheidungsunterstützung

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Frequent knowledge patterns in evolutionary decision support systems for financial time series analysis

Lipinski, Piotr - In: Natural computing in computational finance : volume 3 ; …, (pp. 131-145). 2010

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On the selection of forecasting accuracy measures

Koutsandreas, Diamantis; Spiliotis, Evangelos; … - In: Journal of the Operational Research Society 73 (2022) 5, pp. 937-954

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A Gibbs sampler for Beyesian ARCH-models

Korn, Olaf - 1993

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Estimating sectoral cycles using cointegration and common features

Engle, Robert F.; Issler, João Victor - 1993

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Multi-country tests for the oscillator model with slowly varying coefficients

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Introductory business & economic forecasting

Newbold, Paul; Bos, Theodore - 1994 - 2. ed.

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Fourth-moments structures in financial time series

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Unobserved components in economic time series

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