1. How effective are neural networks at forecasting and prediction? A review and evaluation;Adya;Journal of Forecasting,1998
2. Neural network time series forecasting of financial markets;Azoff,1994
3. Bellgard, C., & Goldschmidt, P. (1999). Forecasting foreign exchange rates: Random walk hypothesis, linearity and data frequency. In Proceeding of the 12th annual Australian finance and banking conference (pp. 1–18). Sydney, Australia.
4. Generalised autoregressive conditional heteroskedasticity;Bollerslev;Journal of Econometrics,1986
5. Time series analysis: Forecasting and control;Box,1994