- Marcos López de Prado, "Advances in Financial Machine Learning"
- Stefan Jansen, "Machine Learning for Algorithmic Trading"
- Shapley values (SHAP): Nature MI Paper , GitHub , Website
- XGBoost: Paper, GitHub
- LightGBM: Paper, GitHub
- CatBoost: Paper, GitHub
- Optimal binning: Paper, GitHub, Website
- Synthetic Minority Over-sampling Technique (SMOTE)
- Harry Markowitz, "Portfolio Selection"
- Eugene F. Fama, "The Behavior of Stock-Market Prices"
- Three Approaches to Encoding Time Information as Features for ML Models | NVIDIA Technical Blog
- Forecasting: Principles and Practice (3rd ed), Rob J Hyndman and George Athanasopoulos
- Modelling credit risk | Bank of England
- Macroeconomic Predictions using Payments Data and Machine Learning | Bank of Canada
- Used Vehicle Price Index (UVPI) | Bank of Thailand
- Explainable Machine Learning Models of Consumer Credit Risk
- Bank of Thailand
- Thailand Office of Industrial Economics
- The Federation of Thai Industries
- Thailand Office of Agricultural Economics
- Thailand Ministry of Commerce
- Thailand Department of Land Transport
- China Association of Automobile Manufacturers
- Japan Automobile Manufacturers Association
- Bank of Japan