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Persistence of averages in financial Markov Switching models: A large deviations approach

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Financial time series forecasting with deep learning : A systematic literature review: 2005–2019

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Anomalies in Probability Estimates for Event Forecasting on Prediction Markets

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Effective long short-term memory with fruit fly optimization algorithm for time series forecasting

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A rule-based method for automated surrogate model selection

(2020) Liangyue Jia et al.   ADVANCED ENGINEERING INFORMATICS

Time series forecasting of COVID-19 transmission in Canada using LSTM networks

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Forecasting Covid-19 Dynamics in Brazil: A Data Driven Approach

(2020) Igor Gadelha Pereira et al.   International Journal of Environmental Research and Public Health

An empirical overview of nonlinearity and overfitting in machine learning using COVID-19 data

(2020) Yaohao Peng et al.   CHAOS SOLITONS & FRACTALS

A time series-based statistical approach for outbreak spread forecasting: Application of COVID-19 in Greece

(2020) Christos Katris   EXPERT SYSTEMS WITH APPLICATIONS

Multiple graph kernel learning based on GMDH-type neural network

(2020) Lixiang Xu et al.   Information Fusion

Literature Review: Machine Learning Techniques Applied to Financial Market Prediction

(2019) Bruno Miranda Henrique et al.   EXPERT SYSTEMS WITH APPLICATIONS

Multidimensionalk-nearest neighbor model based on EEMD for financial time series forecasting

(2017) Ningning Zhang et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Financial time series prediction using a dendritic neuron model

(2016) Tianle Zhou et al.   KNOWLEDGE-BASED SYSTEMS

Feature selection for support vector machines with RBF kernel

(2011) Quanzhong Liu et al.   ARTIFICIAL INTELLIGENCE REVIEW