Generalization by Weight-Elimination with Application to Forecasting. - Andreas S. Weigend; David E. Rumelhart; Bernardo A. Huberman (NIPS, 1990)

Predicting the Future: a Connectionist Approach. - Andreas S. Weigend; Bernardo A. Huberman; David E. Rumelhart (Int. J. Neural Syst., 1990)

Bayesian Back-Propagation. - Wray L. Buntine; Andreas S. Weigend (Complex Syst., 1991)

Results of the time series prediction competition at the Santa Fe Institute. - Andreas S. Weigend; Neil A. Gershenfeld (ICNN, 1993)

Connectionism for Music and Audition. - Andreas S. Weigend (NIPS, 1993)

John A. Hertz, Anders S. Krogh, Richard G. Palmer, Introduction to the Theory of Neural Computation. - Andreas S. Weigend (Artif. Intell., 1993)

Time Series Prediction: Forecasting the Future and Understanding the Past. - Andreas S. Weigend; Neil A. Gershenfeld (Addison-Wesley, 1994)

Direct Multi-Step Time Series Prediction Using TD-lambda. - Peter T. Kazlas; Andreas S. Weigend (NIPS, 1994)

Learning Local Error Bars for Nonlinear Regression. - David A. Nix; Andreas S. Weigend (NIPS, 1994)

Computing second derivatives in feed-forward networks: a review. - Wray L. Buntine; Andreas S. Weigend (IEEE Trans. Neural Networks, 1994)

Nonlinear gated experts for time series: discovering regimes and avoiding overfitting. - Andreas S. Weigend; Morgan Mangeas; Ashok N. Srivastava (Int. J. Neural Syst., 1995)

Predicting conditional probability distributions: a connectionist approach. - Andreas S. Weigend; Ashok N. Srivastava (Int. J. Neural Syst., 1995)

Time Series Analysis and Prediction Using Gated Experts with Application to Energy Demand Forecasts. - Andreas S. Weigend (Appl. Artif. Intell., 1996)

Measuring predictability using multiresolution embedding. - Thomas McCabe; Andreas S. Weigend (CIFEr, 1997)

Taking time seriously: hidden Markov experts applied to financial engineering. - Shanming Shi; Andreas S. Weigend (CIFEr, 1997)

Markov gated experts for time series analysis: beyond regression. - Shanming Shi; Andreas S. Weigend (ICNN, 1997)

A First Application of Independent Component Analysis to Extracting Structure from Stock Returns. - Andrew D. Back; Andreas S. Weigend (Int. J. Neural Syst., 1997)

Nonlinear Trading Models Through Sharpe Ratio Maximization. - Mark Choey; Andreas S. Weigend (Int. J. Neural Syst., 1997)

Modeling Volatility Using State Space Models. - Jens Timmer; Andreas S. Weigend (Int. J. Neural Syst., 1997)

What drives stock returns?-an independent component analysis. - Andrew D. Back; Andreas S. Weigend (CIFEr, 1998)

Discovering Technical Traders in the T-bond Futures Market. - Andreas S. Weigend; Fei Chen; Stephen Figlewski; Steven R. Waterhouse (KDD, 1998)

A bootstrap evaluation of the effect of data splitting on financial time series. - Blake LeBaron; Andreas S. Weigend (IEEE Trans. Neural Networks, 1998)

Nonlinear prediction of conditional percentiles for value-at-risk. - Isaac J. Chang; Andreas S. Weigend (CIFEr, 1999)

Computing portfolio risk using Gaussian mixtures and independent component analysis. - Elion Chin; Andreas S. Weigend; Heinz Zimmermann (CIFEr, 1999)

Extracting risk-neutral densities from option prices using mixture binomial trees. - Christian D. Pirkner; Andreas S. Weigend; Heinz Zimmermann (CIFEr, 1999)

Exploiting Hierarchy in Text Categorization. - Andreas S. Weigend; Erik D. Wiener; Jan O. Pedersen 001 (Inf. Retr., 1999)

Data Mining for Features Using Scale-Sensitive Gated Experts. - Ashok N. Srivastava; Renjeng Su; Andreas S. Weigend (IEEE Trans. Pattern Anal. Mach. Intell., 1999)

Data Mining for Financial Decision Making. - Hui Wang 001; Andreas S. Weigend (Decis. Support Syst., 2002)

Analyzing customer behavior at Amazon.com. - Andreas S. Weigend (KDD, 2003)

SIGIR 2003 workshop report: implicit measures of user interests and preferences. - Susan T. Dumais; Thorsten Joachims; Krishna Bharat; Andreas S. Weigend (SIGIR Forum, 2003)

Content availability, pollution and poisoning in file sharing peer-to-peer networks. - Nicolas Christin; Andreas S. Weigend; John Chuang (EC, 2005)