references.bib

@Manual{R-base,
  title = {R: A Language and Environment for Statistical
           Computing},
  author = {{R Core Team}},
  organization = {R Foundation for Statistical Computing},
  address = {Vienna, Austria},
  year = {2020},
  url = {https://www.R-project.org},
}
@Manual{sharelab,
  title = {sharelab},
  author = {{}},
  organization = {SHARELAB LIMITED},
  address = {A platform for US equity analytics},
  year = {2020},
  url = {https://www.sharelab.com},
}
@Manual{xgboost,
  title = {Extreme Gradient Boosting},
  author = {{He, T. et al}},
  organization = {},
  address = {},
  year = {2020},
  url = {https://github.com/dmlc/xgboost},
}
@Manual{har,
  title = {A simple approximate long-memory model of realized volatility},
  author = {{Corsi, F.}},
  organization = {Journal of Financial Econometrics},
  year = {2009},
}
@Manual{garch,
  title = {Generalized autoregressive heteroskedasticity},
  author = {{Bollerslev, T.}},
  organization = {Journal of Econometrics},
  year = {1987},
}
@Manual{fastdummies,
  title = {Package ‘fastDummies’},
  author = {{Kaplan and Schlegel}},
  organization = {},
  year = {2020},
  url = {https://cran.r-project.org/web/packages/fastDummies/fastDummies.pdf},
}
@Manual{whitley,
  title = {Statistics review 6: Nonparametric methods},
  author = {{Whitley and Ball}},
  organization = {Critical Care},
  year = {2002},
}
@Manual{iriz,
  title = {Introduction to Data Science},
  author = {{Irizarry, Rafael A.}},
  year = {2020},
  url = {https://rafalab.github.io/dsbook/},
}
@Manual{kuhn,
  title = {Package ‘caret’},
  author = {{Kuhn, M. et al}},
  year = {2020},
  url = {https://cran.r-project.org/web/packages/caret/caret.pdf},
}
@Manual{rf,
  title = {Package ‘randomForest’},
  author = {{Breiman, L. et al}},
  year = {2018},
  url = {https://cran.r-project.org/web/packages/randomForest/randomForest.pdf},
}
@Manual{svm,
  title = {Package ‘kernlab’},
  author = {{Karatzoglou, A. et al}},
  year = {2019},
  url = {https://cran.r-project.org/web/packages/kernlab/kernlab.pdf},
}
@Manual{gridExtra,
  title = {Package ‘gridExtra’},
  author = {{Auguie, B.}},
  year = {2017},
  url = {https://cran.r-project.org/web/packages/gridExtra/gridExtra.pdf},
}
@Manual{knitr,
  title = {Package ‘knitr’},
  author = {{Xie, Y. et al}},
  year = {2020},
  url = {https://cran.r-project.org/web/packages/knitr/knitr.pdf},
}
@Manual{tidyverse,
  title = {Package ‘tidyverse’},
  author = {{Wickham, H.}},
  year = {2019},
  url = {https://cran.r-project.org/web/packages/tidyverse/tidyverse.pdf},
}
@Manual{dt,
  title = {Package ‘data.table’},
  author = {{Dowle, M. et al}},
  year = {2020},
  url = {https://cran.r-project.org/web/packages/data.table/data.table.pdf},
}
@Manual{lubridate,
  title = {Package ‘lubridate’},
  author = {{Spinu, V.}},
  year = {2020},
  url = {https://cran.r-project.org/web/packages/lubridate/lubridate.pdf},
}
@Manual{ggthemes,
  title = {Package ‘ggthemes’},
  author = {{Arnold, J. B. et al}},
  year = {2019},
  url = {https://cran.r-project.org/web/packages/ggthemes/ggthemes.pdf},
}
@Manual{fgarch,
  title = {Package ‘fGarch’},
  author = {{Wuertz, D. et al}},
  year = {2020},
  url = {https://cran.r-project.org/web/packages/fGarch/fGarch.pdf},
}