Time Series Analysis: Forecasting and Control
by George E. P. Box, Gwilym M. Jenkins, Gregory C. ReinselA classic text that lays the foundation for time series analysis, offering methods for forecasting and control essential for financial applications.
The Elements of Statistical Learning: Data Mining, Inference, and Prediction
by Trevor Hastie, Robert Tibshirani, Jerome FriedmanThis influential book covers key statistical learning techniques, including those applicable to time series forecasting, enriching your analytical toolkit.
Deep Learning for Time Series Forecasting
by Jason BrownleeA practical guide that integrates deep learning techniques with time series forecasting, perfect for enhancing your AI skills in financial contexts.
Forecasting: Methods and Applications
by Spyros Makridakis, Steven C. Wheelwright, Rob J. HyndmanA comprehensive overview of forecasting methods, this book provides insights into practical applications in finance and beyond.
Machine Learning for Time Series Forecasting
by Francesca LazzeriThis book offers hands-on techniques for applying machine learning to time series data, ideal for your project on stock price predictions.
Applied Predictive Modeling
by Max Kuhn, Kjell JohnsonFocusing on practical modeling techniques, this book is essential for building and evaluating predictive models in finance.
Introduction to Time Series and Forecasting
by Peter J. Brockwell, Richard A. DavisAn accessible introduction to time series analysis, providing foundational knowledge vital for your forecasting endeavors.
Financial Time Series Analysis
by Yacine Ait-Sahalia, Lars Peter HansenThis book explores advanced methods for analyzing financial time series, crucial for understanding stock price movements.