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Stock Price Prediction Using Kernel Adaptive Filtering Within a Stock Market Interdependence Approach
41/41 checkable references clean · checked 2026-09-02
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
13 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 41 checked references that resolve
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Financial market interdependencies: A quantile regression analysis of volatility spillover
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Evaluating multiple classifiers for stock price direction prediction
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Forecasting time series using a methodology based on autoregressive integrated moving average and genetic programming
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A comparative study of series arima/mlp hybrid models for stock price forecasting
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Roll motion prediction using a hybrid deep learning and ARIMA model
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A time-delay neural network for solving time-dependent shortest path problem
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Deep learning with long short-term memory networks for financial market predictions
resolves10.1016/j.eswa.2014.12.003
Recurrent neural network and a hybrid model for prediction of stock returns
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Forecasting energy market indices with recurrent neural networks: Case study of crude oil price fluctuations
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Improving trading technical analysis with TensorFlow Long Short-Term Memory (LSTM) Neural Network
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Modeling collinear data using double-layer GA-based selective ensemble kernel partial least squares algorithm
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High-order Hidden Markov Model for trend prediction in financial time series
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Modelling International Price Relationships and Interdependencies Between the Stock Index and Stock Index Futures Markets of Three EU Countries: A Multivariate Analysis
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Dynamic Modeling of Stock Market Interdependencies: An Empirical Investigation of Australia and the Asian NICs
resolves10.1016/j.eswa.2013.08.028
Stock market co-movement assessment using a three-phase clustering method
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Connectivity measures applied to human brain electrophysiological data
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The relationship between covariance risk and size effects in emerging equity markets
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Partial correlation analysis: applications for financial markets
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Time irreversibility of financial time series based on higher moments and multiscale Kullback–Leibler divergence
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Mutual Information Based Analysis for the Distribution of Financial Contagion in Stock Markets
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Detecting Causality in Non-stationary Time Series Using Partial Symbolic Transfer Entropy: Evidence in Financial Data
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Options Pricing Efficiency with Fractional Fast Fourier Transform
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Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis
resolves10.1016/j.physa.2015.09.070
Phase synchronization based minimum spanning trees for analysis of financial time series with nonlinear correlations
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Evaluating causal relations in neural systems: Granger causality, directed transfer function and statistical assessment of significance
resolves10.1016/j.ribaf.2013.01.001
Co-movement of Asia-Pacific with European and US stock market returns: A cross-time-frequency analysis
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Change point detection in social networks—Critical review with experiments
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A unifying framework for detecting outliers and change points from non-stationary time series data
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Transfer Learning in Adaptive Filters: The Nearest Instance Centroid-Estimation Kernel Least-Mean-Square Algorithm
The 13 references without a DOI — listed, not checked
no DOI — not checkedCausality, chaos, explanation and prediction in economics and finance
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no DOI — not checkedref11
no DOI — not checkedOn the difficulty of training recurrent neural networks
no DOI — not checkedref21
no DOI — not checkedBounded kernel-based online learning
no DOI — not checkedDouble updating online learning
no DOI — not checkedOn the review and application of entropy in finance
no DOI — not checkedOption price calibration from r�nyi entropy
no DOI — not checkedHilbert transform, spectral filters and option pricing
no DOI — not checkedMeasuring neural synchrony by message passing
no DOI — not checkedThe alpha engine: Designing an automated trading algorithm
no DOI — not checkedref51
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