Risk Management Application of the Recurrent Mixture Density Network Models. - Tatiana Miazhynskaia; Georg Dorffner; Engelbert J. Dockner (ICANN, 2003)

Bayesian testing for non-linearity in volatility modeling. - Tatiana Miazhynskaia; Sylvia Frühwirth-Schnatter; Georg Dorffner (Comput. Stat. Data Anal., 2006)

Neural Network Models for Conditional Distribution Under Bayesian Analysis. - Tatiana Miazhynskaia; Sylvia Frühwirth-Schnatter; Georg Dorffner (Neural Comput., 2008)