Time series analysis, both univariate and multivariate, and modeling not just the conditional mean but the conditional co(variance). There is a rich literature

Time series analysis, both univariate and multivariate, and modeling not just the conditional mean but the conditional co(variance). There is a rich literature of linear models used by statisticians and economists (ARMA, VAR, cointegration, GARCH) and also a machine learning literature (RNN, LSTM) that I know less about.