Search Results - Weigend, A.S.

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  1. 1
    A bootstrap evaluation of the effect of data splitting on financial time series

    A bootstrap evaluation of the effect of data splitting on financial time series by LeBaron, B., Weigend, A.S.

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  2. 2
    Data mining for features using scale-sensitive gated experts

    Data mining for features using scale-sensitive gated experts by Srivastava, A.N., Su, R., Weigend, A.S.

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  3. 3
    Results of the time series prediction competition at the Santa Fe Institute

    Results of the time series prediction competition at the Santa Fe Institute by Weigend, A.S., Gershenfeld, N.A.

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  4. 4
    Estimating the mean and variance of the target probability distribution

    Estimating the mean and variance of the target probability distribution by Nix, D.A., Weigend, A.S.

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  5. 5
    Modeling, learning, and meaning: extracting regimes from time series

    Modeling, learning, and meaning: extracting regimes from time series by Weigend, A.S., Srivastava, A.N.

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  6. 6
    Markov gated experts for time series analysis: beyond regression

    Markov gated experts for time series analysis: beyond regression by Shi, S., Weigend, A.S.

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  7. 7
    Computing portfolio risk using Gaussian mixtures and independent component analysis

    Computing portfolio risk using Gaussian mixtures and independent component analysis by Chin, E., Weigend, A.S., Zimmermann, H.

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  8. 8
    Taking time seriously: hidden Markov experts applied to financial engineering

    Taking time seriously: hidden Markov experts applied to financial engineering by Shanming Shi, Weigend, A.S.

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  9. 9
    Extracting risk-neutral densities from option prices using mixture binomial trees

    Extracting risk-neutral densities from option prices using mixture binomial trees by Pirkner, C.D., Weigend, A.S., Zimmermann, H.

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  10. 10
    Nonlinear prediction of conditional percentiles for value-at-risk

    Nonlinear prediction of conditional percentiles for value-at-risk by Chang, I.J., Weigend, A.S.

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  11. 11
    What drives stock returns?-an independent component analysis

    What drives stock returns?-an independent component analysis by Back, A.D., Weigend, A.S.

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  12. 12
    Measuring predictability using multiresolution embedding

    Measuring predictability using multiresolution embedding by McCabe, T.M., Weigend, A.S.

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  13. 13
    Generalization by weight-elimination applied to currency exchange rate prediction

    Generalization by weight-elimination applied to currency exchange rate prediction by Weigend, A.S., Rumelhart, D.E., Huberman, B.A.

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  14. 14
    Conditional density estimation for physiological control systems

    Conditional density estimation for physiological control systems by Srivastava, A.N., Weigend, A.S.

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  15. 15
    Computing the probability density in connectionist regression

    Computing the probability density in connectionist regression by Srivastava, A.N., Weigend, A.S.

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  16. 16
    Computing second derivatives in feed-forward networks: a review

    Computing second derivatives in feed-forward networks: a review by Buntine, W.L., Weigend, A.S.

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  17. 17
    Measuring predictability using multiscale embedding

    Measuring predictability using multiscale embedding by McCabe, T.M., Bjorn, V.C., Weigend, A.S.

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