Schuster M., Paliwal K. K. (1997). Bidirectional recurrent Neural Networks : IEEE Transactions on Signal Processing, vol. 45, no. 11, pp. 2673-2681.
Saad E. W., Prokhorov D. V., Wunsch D. C. (1998). Comparative study of stock trend prediction using time delay, recurrent and probabilistic neural networks : IEEE Transactions on Neural Networks, vol. 9, no. 6, pp. 1456- 1470.
Roman J., Jameel A., (1996). Backpropagation and recurrent neural networks in financial analysis of multiple stock market returns : System Sciences, Proceedings of the Twenty-Ninth Hawaii International Conference on, vol. 2, pp. 454-460.
Robert Engle (2001). GARCH 101: The use of ARCH/GARCH Models in Applied Econometrics : Journal of Economic Perspectives, vol. 15, no. 4, pp. 157-168.
Menon V. K., Vasireddy N. C., Jami S.A., Pedamallu V. T., Sureshkumar V., Soman K. (2016). Bulk price forecasting using spark over NSE data set : International Conference on Data Mining and Big Data. Springer, pp. 137-146.
Hochreiter S., Schmidhuber J. (1997). Long Short-Term Memory : Neural Computation, vol. 9, no. 8, pp. 1735-1780.
Fischer T., krauss C., (2017) Deep learning with long short-term memory networks for financial market prediction, FAU Discusssion Papers in Economics, no. 11, pp. 310-342.
Dana AL-Najjar (2016). Modelling and Estimation of Volatility Using ARCH/GARCH Models in Jordan’s Stock Market : Asian Journal of Finance & Accounting, vol. 8, no. 1.
Chakraborty K., Mehrotra K., Mohan C.K., Sanjay Ranka (1992). Forecasting the Behavior of Multivariate Time Series using Neural Network : Neural Networks vol. 5, pp. 961-970.