Baltagi, Badi. 2005. Econometric Analysis of Panel Data. 3rd ed. John Wiley & Sons.
Boehmke, Brad, and Brandon M Greenwell. 2019. Hands-on Machine Learning with r. CRC Press.
Bollerslev, Tim. 1986. “Generalized Autoregressive Conditional Heteroskedasticity.” Journal of Econometrics 31 (3): 307–27.
Breiman, Leo, Jerome Friedman, Charles J Stone, and Richard A Olshen. 1984. Classification and Regression Trees. CRC press.
Breusch, Trevor Stanley, and Adrian Rodney Pagan. 1980. “The Lagrange Multiplier Test and Its Applications to Model Specification in Econometrics.” The Review of Economic Studies, 239–53.
Collomb, Anaıs, Crina Costea, Damien Joyeux, Omar Hasan, and Lionel Brunie. 2014. “A Study and Comparison of Sentiment Analysis Methods for Reputation Evaluation.”
Croissant, Yves, and Giovanni Millo. 2008. “Panel Data Econometrics in r: The Plm Package.” Journal of Statistical Software 27 (2): 1–43.
Edwards, Robert D, and John Magee. 1966. “Technical Analysis.” Stock Trenh.
Engle, Robert. 2001. “GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics.” Journal of Economic Perspectives, 157–68.
Engle, Robert F. 1982. “Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation.” Econometrica: Journal of the Econometric Society, 987–1007.
Fama, Eugene F, and Kenneth R French. 1992. “The Cross-Section of Expected Stock Returns.” The Journal of Finance 47 (2): 427–65.
———. 1993. “Common Risk Factors in the Returns on Stocks and Bonds.” Journal of Financial Economics 33 (1): 3–56.
Feldman, Ronen, and James Sanger. 2007. The Text Mining Handbook: Advanced Approaches in Analyzing Unstructured Data. Cambridge University Press.
Francis, Jack Clark, and Dongcheol Kim. 2013. Modern Portfolio Theory: Foundations, Analysis, and New Developments. Vol. 795. John Wiley & Sons.
Greene, William H. 2008. Econometric Analysis. Granite Hill Publishers.
Grunfeld, Yehuda. 1958. “The Determinants of Corporate Investment: A Study of a Number of Large Corporations in the United States.” PhD thesis, Department of Photoduplication, University of Chicago Library.
Hastie, Trevor, Robert Tibshirani, Gareth James, and Daniela Witten. 2013. An Introduction to Statistical Learning with Applications in r. Springer New York.
Hausman, JA. 1978. “Specification Tests in Econometrics.” Econometrica.
Hyndman, R. J., and G. Athanasopoulos. 2019. Forecasting: Principles and Practice. OTexts.
Kleiber, Christian, and Achim Zeileis. 2008. Applied Econometrics with r. Springer Science & Business Media.
Lantz, Brett. 2019. Machine Learning with r (3rd Edition). Packt Publishing.
Manganelli, Simone, and Robert F Engle. 2001. “Value at Risk Models in Finance.”
Markowitz, Harry. 1952. “Portfolio Selection.” The Journal of Finance 7 (1): 77–91.
Markowitz, Harry M. 1991. “Foundations of Portfolio Theory.” The Journal of Finance 46 (2): 469–77.
Mohammad, Saif M, and Peter D Turney. 2010. “Emotions Evoked by Common Words and Phrases: Using Mechanical Turk to Create an Emotion Lexicon.” In Proceedings of the NAACL HLT 2010 Workshop on Computational Approaches to Analysis and Generation of Emotion in Text, 26–34. Association for Computational Linguistics.
Ruppert, David. 2015. Statistics and Data Analysis for Financial Engineering. 2nd ed. Vol. 13. Springer.
Shynkevich, Yauheniya, T. M. McGinnity, Sonya A. Coleman, Ammar Belatreche, and Yuhua Li. 2017. “Forecasting Price Movements Using Technical Indicators: Investigating the Impact of Varying Input Window Length.” Neurocomputing 264: 71–88.
Stock, James H, and Mark W Watson. 2012. Introduction to Econometrics: Global Edition. Pearson Education.
Swamy, PAVB, and Swarnjit S Arora. 1972. “The Exact Finite Sample Properties of the Estimators of Coefficients in the Error Components Regression Models.” Econometrica: Journal of the Econometric Society, 261–75.
Szylar, Christian. 2013. Handbook of Market Risk. John Wiley & Sons.
Wickham, Hadley. 2009. Ggplot2: Elegant Graphics for Data Analysis. Springer.
———. 2010. “A Layered Grammar of Graphics.” Journal of Computational and Graphical Statistics 19 (1): 3–28.
Wooldridge, Jeffrey M. 2010. Econometric Analysis of Cross Section and Panel Data. MIT press.
Yan, Xiaohui, Jiafeng Guo, Yanyan Lan, and Xueqi Cheng. 2013. “A Biterm Topic Model for Short Texts.” In Proceedings of the 22nd International Conference on World Wide Web, 1445–56.