Christian Schittenkopf

IEEE Trans. Neural Networks, 2001

Risk-neutral density extraction from option prices: improved pricing with mixture density networks.

[BibT_eX]

[DOI]

IEEE Trans. Neural Networks, 2001

Volatility Trading ia Temporal Pattern Recognition in Quantised Financial Time Series.

[BibT_eX]

[DOI]

Pattern Anal. Appl., 2001

2000

The profitability of trading volatility using real-valued and symbolic models.

[BibT_eX]

[DOI]

Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering, 2000

Modelling Uncertainty in Biomedical Applications of Neural Networks.

[BibT_eX]

[DOI]

Peter Sykacek

Proceedings of the Artificial Neural Networks in Medicine and Biology, 2000

1999

Fat tails and non-linearity in volatility models: what is more important?

[BibT_eX]

[DOI]

Engelbert J. Dockner

Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering, 1999

1998

Understanding State Space Organization in Recurrent Neural Networks with Iterative Function Systems Dynamics.

[BibT_eX]

[DOI]

Proceedings of the Hybrid Neural Systems, 1998

1997

Dynamische Übertragung von Information in nichtlinearen Systemen.

[BibT_eX]

[DOI]

PhD thesis, 1997

Two Strategies to Avoid Overfitting in Feedforward Networks.

[BibT_eX]

[DOI]

Wilfried Brauer

Neural Networks, 1997

Finit Automata-Models for the Investigation of Dynamical Systems.

[BibT_eX]

[DOI]

Wilfried Brauer

Inf. Process. Lett., 1997

Nonlinear Modelling of the Daily Heart Rhythm.

[BibT_eX]

[DOI]

Rosaria Silipo

Rossano Vergassola

Celio Gremigni

Proceedings of the Artificial Neural Networks, 1997

Detecting non-linear dynamics in financial time series.

[BibT_eX]

[DOI]

Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering, 1997

A Nonlinear Markovian Characterization of Time Series Using Neural Networks.

[BibT_eX]

[DOI]

Proceedings of the Foundations of Computer Science: Potential - Theory, 1997

1996

An Information Theoretic Measure for the Classification of Time Series.

[BibT_eX]

[DOI]