Strange loops: Producing history in financial times by Amin Samman

“…I also offer some preliminary remarks on why History in Financial Times departs from conventional forms of historicism in political economy, as well as a further set of reflections on the contemporaneity of the book's argumentation.…”
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Optimal Trend Labeling in Financial Time Series by Tomislav Kovacevic, Andro Mercep, Stjepan Begusic, Zvonko Kostanjcar

Subjects: “…Financial time series…”
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Dynamic parameters for Brazilian financial time series by Gerson Francisco, Cláudio Paiva, Rogerio Rosenfeld

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Markov Switching Model for Financial Time Series by Alina Barbulescu, Cristian Stefan Dumitriu

“…Modeling financial time series is an important step for its forecast and risk evaluation when financial assets are involved. …”
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Neural Networks for Financial Time Series Forecasting by Kady Sako, Berthine Nyunga Mpinda, Paulo Canas Rodrigues

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Artificial Intelligence Models for Financial Time Series by Alina Barbulescu, Cristian Stefan Dumitriu

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Modularity cluster finding in financial time series ‎ by D Papi, S M S Movahed

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Financial time series forecasting (Stock prediction) by Chen, Hai Hui

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Deep learning for financial time series forecasting by Xia, Yuqian

“…The project is aimed to investigate the application of deep learning methods for financial time series forecasting. Financial time series forecasting is extremely challenging due to the inherent non-linear and non-stationary characteristic of the trading market and financial time series. …”
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Copula-Based Models for Financial Time Series. by Patton, A

“…This paper presents an overview of the literature on applications of copulas in the modelling of financial time series. Copulas have been used both in multivariate time series analysis, where they are used to charaterise the (conditional) cross-sectional dependence between individual time series, and in univariate time series analysis, where they are used to characterise the dependence between a sequence of observations of a scalar time series process. …”

Financial times mining international year book 1995 / by Larkin, Kay

The Financial Times guide to personal tax 2011-12 / by 252077 Williams, Sara, Bloxham, John

Financial Times guide to finance for non-financial managers / by Haigh, Jo

The Financial Times guide to business start up 2014 / by Williams, Sara, 1947-, author

Financial times: Competing temporalities in the age of finance capitalism by Christian Kloeckner, Stefanie Mueller

“…In this introduction, the editors delineate some fundamental concepts and questions for our financial times.…”
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Does Chaos Matter in Financial Time Series Analysis? by Marisa Faggini, Bruna Bruno, Anna Parziale

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Methodology for detection of determinism and nonlinearity on financial time series by Luz Ospina, José Soto, ílvaro Orozco, John Escobar

Subjects: “…financial time series…”
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Entropy of Financial Time Series Due to the Shock of War by Ewa A. Drzazga-Szczȩśniak, Piotr Szczepanik, Adam Z. Kaczmarek, Dominik Szczȩśniak

“…Here, we investigate the impact of such events on the entropy of financial time series. As a case study, we assume data of the Polish stock market, in the context of its main cumulative index, and discuss it for the finite time periods before and after outbreak of the 2022 Russian invasion of Ukraine. …”
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Multivariate Financial Time-Series Prediction With Certified Robustness by Hui Li, Yunpeng Cui, Shuo Wang, Juan Liu, Jinyuan Qin, Yilin Yang

“…In this study, we propose a multivariate financial time-series forecasting method. Our model addresses the long- and short-term features, multimodal and non-stationarity nature of multivariate time-series by incorporating the improved deep neural networks and certified noise injection. …”
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Forecasting the volatility of Financial Time Series by Tree Ensembles by O. S. Vidmant

“…As the key points of efficiency growth, the author studied the possibility of aggregation of financial time series data using several methods of calculation and prediction of variance: Standard, EWMA, ARCH, GARCH, and also analyzed the possibility of simplifying the calculations while reducing the correlation between the series. …”
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