Does anyone in this forum know a good starting point to learn time series analysis or survival analysis to predict the behaviour of future stock or financial instrument prices? Are there good sources which treat this subject matter in a textbook like manner with a certain level of rigour?
I only have background in pure mathematics such as analysis, geometry and number theory but not so much on non parametric statistics. But I think I can catch on with enough time.
I would appreciate some sources which can help me get started.
Time series is not the subject you want to study. There is no fixed sampling period in trading . Read up on marked point processes